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Date/Time: Fri, 29 Nov 2024 17:36:09 +0000

How to Post a Message for Support

MARKET_DEPTH_SNAPSHOT_LEVEL

View Count: 2948

[2015-09-02 09:56:17] #1 [Go To First Post]
vbmithr - Posts: 204
I would like to send a dummy last message to indicate that I sent all the messages instead of having to calculate which is the last message. Is it possible ?

[2015-09-04 00:14:35] #2 [Go To First Post]
DTC Engineering - Posts: 320
Yes this will work as long as the MARKET_DEPTH_SNAPSHOT_LEVEL::IsLastMessageInBatch field is set to 1.

[2015-09-04 07:44:55] #3 [Go To First Post]
vbmithr - Posts: 204
When I do that, it seems SC displays the "zero" entry in the depth window!

[2015-09-04 07:59:54] #4 [Go To First Post]
DTC Engineering - Posts: 320
We have examined the code and we do not see how this condition would occur as long as the Side field is left at the default of BID_ASK_UNSET.

[2015-09-04 08:10:49] #5 [Go To First Post]
vbmithr - Posts: 204
Ok, thanks for this, I'm gonna investigate/test more on my side.

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