Support Board
Date/Time: Mon, 24 Feb 2025 06:23:43 +0000
Post From: SC subinstance not receiving full market depth
| [2021-03-02 19:05:22] |
| User12089 - Posts: 365 |
|
yes these are "manually installed" DTC subinstances ==--- i got: Total(100) - which is what i was suspecting initially ie subinstance 1 getting only about 100 levels the symbol was the CME symbol (CQG symbology): F.US.CA6H21 ==----- also note that the problems with that instance started roughly when i switched from SC Order Routing / TT to CQG for Order Routing (Denali remained for data) - due to AMP dropping TT. May be only the first day after the switch was normal and then the issue described here started. I also have a vague feeling / memory / observation that the issue may have started after i tried to download Market Depth Data (manually) for a few symbols in that subinstance - the downloaded data appeared as constrained to 100 levels (i did that on Sat/Sun) even though i had recorded FULL market depth (with CQG symbols) on Fri which was my first full trading day with CQG symbology after switching to them on Thu Although these are just vague recollections - i am not quite sure about the sequence of events because i was not expecting such issue hence not paying attention at these things |