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Date/Time: Fri, 29 Nov 2024 15:53:08 +0000
Post From: How to use MARKET_DEPTH_UPDATE_LEVEL_INT
| [2021-07-14 21:11:15] |
| homestar - Posts: 21 |
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I noticed that DTC has some message types for receiving market-depth and volume-at-price data as integers: - MARKET_DATA_UPDATE_TRADE_INT - MARKET_DEPTH_SNAPSHOT_LEVEL_INT - MARKET_DEPTH_UPDATE_LEVEL_INT How can I instruct the SC server to send these message types instead of the standard float/double precision? Edit: For context, I am using PROTOCOL_BUFFERS encoding, though being able to do it with BINARY_ENCODING would be nice too. Date Time Of Last Edit: 2021-07-14 21:28:12
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