DTC Protocol Discussion Forum

Date/Time: Fri, 29 Nov 2024 16:39:28 +0000

Post From: what does SC do with update trade message

[2015-09-20 10:26:12] Link To Thread - Link To Post [Go To First Post]
vbmithr - Posts: 204
Because as it stands, for OKCoin, I have historical data that is cleaned because I send DTC users only results from a database that has been cleaned. But I'm using their websocket connection for updates and they frequently send garbage in that (multiple trades, out of order, etc.). Now I have fixed this to be sure to send once and only once every trade. But now I'm not sure with the interaction with historical data prices. What happens if Sierra Chart does an historical prices request, and then after this, an update trade msg is received for a thade that already been pushed through historical order updates? I guess, the same, "each is considered a single and distinct trade".