IEX binary data decoder Version 1.02
Used for three products: DEEP, DEEP+ and TOPS
DEEP+ is used to receive real-time depth of book quotations direct from IEX Exchange. The depth of book quotations received via DEEP provide an order-by-order view of resting displayed orders.
Non-displayed orders and non-displayed portions of reserve orders are not represented in DEEP+.
DEEP+ also provides last trade price and size information. Trades resulting from either displayed or non-displayed orders matching on IEX Exchange are reported. Routed executions are not reported.