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Date/Time: Sat, 21 May 2022 21:45:45 +0000

Post From: Time and Sales Time Not Updating For Bid/Ask Changes

[2013-05-27 19:02:45]
bfalk - Posts: 33
I've got some high performance IQFeed parsers. I'll write a local proxy for IQFeed->GSM in C and open source it. I'll leverage the millisecond level data. As well as level 2 for equities.

Depending on how free I am this week, it shouldn't take too long.