Is it technically possible for me to write a custom plugin (probably in C#?) that would allow my trading algorithm to receive/analyze live level 2 data from IQfeed while my algo is live trading?
If so, what would be the best method to make sure the IQfeed Market Depth data stays in synch with the IQfeed Level 1 data?
For instance, would I get the best "synch" results if I received the IQfeed Level 1 data from your current IQfeed feed integration and the IQfeed Market Depth data from my custom plugin?
Or would i get better "synch" results if didn't use your IQfeed integration at all and used by custom plugin to receive both Level 1 and Market Depth data from IQfeed?
The IQFeed already gets Level 2 data. The problem is how to pass that data to the trading algorithm. I don't think there is a way to do this.
We need to first implement a new OnMarketDepth event in the money management script.
Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.
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