DTC Protocol Discussion Forum

Date/Time: Fri, 29 Nov 2024 16:49:19 +0000

Post From: what does SC do with update trade message

[2015-09-23 08:04:09] Link To Thread - Link To Post [Go To First Post]
DTC Engineering - Posts: 320
After contemplating this, we think the DTC historical price data protocol should have a separate trailer message which indicates the end of a stream of historical price data messages and also includes the Date-Time down to the millisecond of the last included trade in the last historical price data message. This will help the client when it is transitioning from historical price data to the real-time data. Date Time Of Last Edit: 2015-09-23 08:05:00