dxFeed is enhancing the Quotes events in the Blue Ocean market data feed. Starting March 9, 2025, we will publish Quote events (BBO) from the Blue Ocean TOP feed, which provides only round lot data.

Technical details

Currently, the Blue Ocean feed (BOATS) publishes quotes based on the Best-Bid-Offer (BBO) derived from the top of the order book. This approach has resulted in the publication of both odd lot and mixed lot quotes.

In response to customer feedback, we will be updating our methodology. Going forward, the BOATS feed will publish regular quotes directly from the TOP feed, ensuring only round lots are included. This change aims to enhance the accuracy and relevance of the information provided.

Effective date

Updates will be rolled out on March 9, 2025.

Please refer to dxFeed Help Desk if you have any questions or concerns.