Getting Real Time Level I and Level II Data

To request real time data, you must first register your data's symbol using either the Watch method (for Level I data) or the WatchL2 method (for Level II data).

NAQ1.Watch(Symbol)       All equities and futures

NAQ1.WatchL2(Symbol)   NASDAQ and Canadian equities only

Once the symbol has been registered you will receive data through the UpdateBidAsk, UpdateAll, FuturesLastPrice, and UpdatePriceVolume Level I events, and the ProcessL2NASDAQRecap, and ProcessL2CanadianRecap Level II events.

To un-register a symbol, use the Remove or RemoveL2 method.

NAQ1.Remove(Symbol)       All equities and futures

NAQ1.RemoveL2(Symbol)   NASDAQ and Canadian equities only

When a Level I symbol is registered, the first event that will fire is going to be UpdateAll.

When a Level II Symbol is registered, the first event will be ProcessL2NASDAQRecap, or ProcessL2CanadianRecap. 

This events contains the symbol, exchange name, the last price, the change from the previous close, the bid, bid size, ask, ask size, the current period's opening price, high price, low price, the previous close price, the volume, and other data. These events may fire several times during the course of the symbol watch, when any of these values change (such as a new low price or high price for example).

Other events such as UpdateBidAsk, UpdatePriceVolume, ProcessL2NASDAQRecap, and ProcessL2CanadianRecap will fire continuously throughout the watch.

FuturesSettlePrice and FuturesLastPrice events will fire at the end of a futures trading session.

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Parts of this software are owned and copyright © 2004 by North American Quotations (FRI Corporation).
The NAQ ActiveX API is written by, owned by, and copyrighted by Modulus Financial Engineering, Inc. for North American Quotations.
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