To: Nasdaq QBBO, Nasdaq Basic and Nasdaq Level2 subscribers
Changes
Currently Nasdaq QBBO, Nasdaq Basic and Nasdaq Level2 feeds publish quotes with sizes in lots (1 lot = 100 shares) that causes issues when representing odd lot orders. To correctly represent bids and offers with odd lots, dxFeed will start publishing size in shares.
Come into effect
This update will be implemented on April 30, 2018.
Please contact support@dxfeed.com if you have any questions concerning Nasdaq QBBO, Nasdaq Basic and Nasdaq Level2 feeds update.