Support Board
Date/Time: Mon, 24 Feb 2025 06:17:19 +0000
Post From: SC subinstance not receiving full market depth
| [2021-03-02 16:07:08] |
| User12089 - Posts: 365 |
|
SC subinstance not receiving full market depth. Market depth is set to 0 in all required places e.g. the SC Connection config and the MD study etc 1. Main SC instance, connected directly to CQG for Order Routing (AMP as FCM) and directly to SC Denali for market data from CME and Eurex EOBI: SC v 2234 2. SC Sub-instance 1: SC v 2234 - DTC connect to Main SC Instance above 3. SC Sub-instance 2: SC v 2207 - DTC connect to Main SC Instance above The problem, which only appeared since about several days ago, is that (2 above) Subinstance 1, started receiving only about 100 market depth levels instead of all levels. Thats in effect to both CME and Eurex - there are charts for both CME and Eurex in that subinstance Whats more interesting is that on diconnection and reconnection, Subinstance 1 starts receiving (for some of the symbols) FULL market depth but only after a e.g. 30 seconds it swtches back to 100 levels only and what is even even more interesting (3 above) Subinstance 2 (of an older SC version), doesnt have this problem and receives ALL market depth levels in a stable fashion ps: before answering, carefully review the SC versions mentioned above and also the overall setup |