Support Board
Date/Time: Mon, 24 Feb 2025 01:35:54 +0000
Post From: what to make of MarketDataUpdateBidAskCompact message with same Bid and Ask price?
| [2021-02-24 04:19:33] |
| uM8137 - Posts: 183 |
|
Thank you. I have been using this one for a while. DTC_LOGON_REQUEST_INTEGER_1_USE_MARKET_DEPTH_UPDATE_FLOAT_WITH_MS_MESSAGES = 0x80 These others, below, are new to me. I'm a little afraid of breaking stuff that is already working and debugged. I cannot seem to find any documentation about what these flags change. Could you let me know which messages are impacted or changed by these, and how? DTC_LOGON_REQUEST_INTEGER_1_SUPPORT_UNBUNDLED_TRADES = 0x4 DTC_LOGON_REQUEST_INTEGER_1_SUPPORT_MARKET_DEPTH_SNAPSHOT_LEVEL_FLOAT = 0x800 DTC_LOGON_REQUEST_INTEGER_1_SUPPORT_MARKET_DATA_UPDATE_TRADE_WITH_UNBUNDLED_INDICATOR_2 = 0x80000 DTC_LOGON_REQUEST_INTEGER_1_SUPPORT_MARKET_DATA_UPDATE_BIDASK_MICROSECOND_MESSAGE = 0x100000 |