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Date/Time: Sun, 24 Nov 2024 15:42:09 +0000

Post From: Trading DOM display errors with TT data

[2013-11-08 09:32:20] Link To Thread - Link To Post [Go To First Post]
Bob77 - Posts: 17
Hi, I am using TT data to chart EUREX symbols. When watching the trading DOM a lot of the times either the upmost level for the offers or the downmost level for bids is displayed with a big gap of usually 10 ticks. This seems to happen when price ticks up or down, although I couldn't find a pattern for this type of behaviour. The number of bids re. offers seem to right though when compared to another feed (iqfeed). Attached are screenshots of the DOM showing a gap at the top as well as a gap at the bottom. Please find a solution for this bug. Thanks.


ladder1.png / V - Attached On 2013-11-08 09:30:30 UTC - Size: 37.6 KB - 492 views ladder2.png / V - Attached On 2013-11-08 09:30:38 UTC - Size: 31.93 KB - 528 views