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Date/Time: Fri, 29 Nov 2024 16:51:33 +0000
MARKET_DATA_UPDATE_BID_ASK
View Count: 2884
| [2015-09-02 12:10:01] |
| vbmithr - Posts: 204 |
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Please merge this message to the depth thing. It is IMO annoying to have to deal with two similar duplicated things. MARKET_DATA_UPDATE_BID_ASK = MARKET_DEPTH_UPDATE_LVL with field LVL = 1 |
| [2015-09-04 00:22:20] |
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These must remain separate. We would definitely not merge these in order for the DTC Protocol to have broad-based support. With market data feeds, often these are considered different categories of data. We are certain this would be a huge mistake by changing this for various reasons. Often market depth is not available for a particular Symbol and it is much more understandable to be working with bid and ask prices rather than the concept of market depth. What you are interested in doing is already handled through the Logon response message. You need to set MarketDepthUpdatesBestBidAndAsk = 1. Date Time Of Last Edit: 2015-09-04 00:23:03
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