Support Board
Date/Time: Tue, 01 Sep 2026 14:57:05 +0000
NASDAQ TotalView feed misses Far/Near Price
View Count: 13
| [2026-09-01 13:18:48] |
| maxima120 - Posts: 167 |
|
I am subscribed to Nasdaq TotalView feed. It transmits imbalance messages. However two **very important** fields are missing. You receive them from TotalView I am sure of it. You just need to add it to your feed. struct s_ImbalanceData
the are called Far Price, Near Price. as can seen here in para 4.3 https://www.nasdaqtrader.com/content/ProductsServices/Trading/OptionsMarket/NOIvew_spec.pdf Missing them you devalue your imbalance feed in half.. You already paid and is receiving it. There is no reason not to have them. Please add it at your earliest convenience. Cheers |
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