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Date/Time: Tue, 26 Nov 2024 13:50:27 +0000



Post From: DTC client implementation in C#-some pointers needed

[2014-02-26 04:41:18]
Sierra Chart Engineering - Posts: 104368
The volume for these must always be 0:
118,MARKET_DEPTH_INCREMENTAL_UPDATE_COMPACT,20,1,101.74,AT_BID,9,DEPTH_DELETE

This will be corrected. While it is not really considered a bug because it is harmless, it should be 0 because the size is meaningless on a delete.

DEPTH_DELETE means actually to delete the price level. However, it does look like clearly a mistake that there is a DEPTH_INSERT_UPDATE immediately before some of them for the same price and size. That does not make sense. This will be resolved.


Sierra Chart Support - Engineering Level

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