Support Board
Date/Time: Fri, 24 Jan 2025 13:18:14 +0000
Post From: DTC Server Market Depth Message Model Semantics
| [2019-01-11 20:42:15] |
| |
|
Does it make sense for a custom developed DTC Server to send SC as the SPECIFIC "DTC Client" a DTC Market Depth Message with flag/operation DELETE and if yes then in what circumstances. Yes.Let's say the you are providing 2 levels of market depth data. Currently there are the following prices/quantities: 100/5, 101/2. And then there no longer is the price level 101 because the prices have moved away from it or its quantity has dropped to 0 then you will want to delete 101. b) Get a DTC Market Depth Message with DELETE flag You need to do this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |