Support Board
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? |