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Date/Time: Fri, 29 Nov 2024 03:32:44 +0000



Post From: imbalance messages at open / closing auctions in TotalView

[2022-07-06 23:38:50]
uM8137 - Posts: 183
>> edit: Is there a new DTC message type for NOII?
> Yes check the nonstandard DTC file:
> /DTC/DTCProtocol_NonStandard.h

Good stuff. Could we add the new imbalance message (MarketDataUpdateOrderImbalanceData / const uint16_t MARKET_DATA_UPDATE_ORDER_IMBALANCE_DATA = 10200;
) to the DTCProtocol.proto protobuf file?