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Date/Time: Fri, 29 Nov 2024 16:39:16 +0000
Post From: s_MarketDepthSnapshotLevel question
| [2016-12-02 10:36:23] |
| norvik_ - Posts: 106 |
|
Hi dtc team, I am using dtc protocol on a server side, trying to create connector for sc and my broker api. Is there a special batch order I have to send s_MarketDepthSnapshotLevel messages to client (sc)? Now i am sending AT_BID and AT_ASK message one by one. The first AT_BID message have IsFirstMessageInBatch = 1 and the last AT_ASK message have IsLastMessageInBatch = 1 but i can see in my TradingDom window only ask values. ?? |