Version 2.52 (2021-02-23)

  - [4.4] Added support for new IQFeed client 6.2 Level-2 market-depth format (Pro license)
  - [4.4] Added Detailed, MaxLevels parameters for Level 2 queries (Pro license)
  - [4.4] Added BidSizeRatio, AskSizeRatio fields to Level 2 data (Pro license)
  - [4.6] Fetch previous day's summary data if data for requested date is unavailable (Pro license)
  - [7.2] Handled edge case of news headlines that are reported with missing/invalid timestamp
  - [9.1] Avoid repeated attempts to launch IQConnect client on startup, when it is not in expected location
  - [9.1] Added alert when the installed IQFeed client is older than latest available stable IQFeed client
  - [9.5] Added support for IQFeed client 6.2's new registry hive

IQML.m

@@ -50,7 +50,9 @@
 %     Market depth:
 %        Symbols            (String :-delimited or cell-array) default=''; e.g., '@VX#' or 'IBM:GOOG' or {'IBM','GOOG'}
 %        NumOfEvents        (Integer) default=inf; max # of IQFeed messages to process in streaming (non-blocking) data mode
+%        MaxLevels          (Integer) default=5;   max # of price levels (rows) to return
 %        IncludeEmptyQuotes (Logical) default=0 or false; if true or 1, Level 2 quotes with no Bid/Ask will also be reported
+%        Detailed           (Logical) default=0 or false: if true or 1, price level components (orders/market-makers) will be reported
 %        AssignTo           (String)  default=''; streaming data will be assigned to this variable in the base workspace, updated live
 %
 %     Greeks:

changelog.log

@@ -1,3 +1,13 @@
+2.52 (2021-02-23)
+  - [4.4] Added support for new IQFeed client 6.2 Level-2 market-depth format (Pro license)
+  - [4.4] Added Detailed, MaxLevels parameters for Level 2 queries (Pro license)
+  - [4.4] Added BidSizeRatio, AskSizeRatio fields to Level 2 data (Pro license)
+  - [4.6] Fetch previous day's summary data if data for requested date is unavailable (Pro license)
+  - [7.2] Handled edge case of news headlines that are reported with missing/invalid timestamp
+  - [9.1] Avoid repeated attempts to launch IQConnect client on startup, when it is not in expected location
+  - [9.1] Added alert when the installed IQFeed client is older than latest available stable IQFeed client
+  - [9.5] Added support for IQFeed client 6.2's new registry hive
+
 2.51 (2021-02-03)
   - [7.*] Fixed problem with news query without a Symbol filter due to a DTN server-side change (Pro license)
   - [7.2] Added Datenum field to news headlines query; fixed Timestamp field to standard format (Pro license)

functionSignatures.json

@@ -163,7 +163,9 @@
     {"name":"action",             "kind":"required",  "type":["char","string", "choices={'MarketDepth'}"], "purpose":"Processing action"},
     {"name":"Symbol",             "kind":"namevalue", "type":["char","string","cellstr"], "purpose":"IQFeed symbol(s)"},
     {"name":"NumOfEvents",        "kind":"namevalue", "type":["numeric","integer"], "purpose":"# of quotes to process (default=10)"},
+    {"name":"MaxLevels",          "kind":"namevalue", "type":["numeric","integer"], "purpose":"# of price levels to return (default=5)"},
     {"name":"IncludeEmptyQuotes", "kind":"namevalue", "type":["logical","scalar"],  "purpose":"Include empty Level2 quotes? (default=false)"},
+    {"name":"Detailed",           "kind":"namevalue", "type":["logical","scalar"],  "purpose":"Display orders/marker-makers? (default=false)"},
     {"name":"AssignTo",           "kind":"namevalue", "type":["char","string"],     "purpose":"Variable in base workspace, updated live (default='')"}
   ]
 },