Add Iceberg Order Detectors to US Equities DXfeed

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kite11m
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Add Iceberg Order Detectors to US Equities DXfeed

Post by kite11m » Mon Jan 28, 2019 1:32 pm

Iceberg Order Detectors does not work for DXfeed (US Equities)

Please add this function as I thought this was one of the features included when I signed up.

Also, please add this to the Mac build as well and all the different Iceberg Order Detectors that are available for the other markets. I'm not sure how many, but I think there are 2-3.

Thank you.
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Zack
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Re: Add Iceberg Order Detectors to US Equities DXfeed

Post by Zack » Thu Jan 31, 2019 9:23 pm

We've discussed this topic with dxFeed and based on their feedback we decided not to enable iceberg as there is a synchronization issue that will create fake detections (caused by orders and quotes that are not arriving at the right order).

It doesn't seems like a quick solution but they are working on it. we'll update when we know more
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