Support Board
Date/Time: Fri, 10 Jan 2025 17:35:43 +0000
Post From: MARKET_DEPTH_UPDATE_LEVEL limits in DTC protocol
| [2016-09-12 17:29:00] |
| Guilherme - Posts: 66 |
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I have it configured right in Symbol Settings. Double checked... Is mandatory to send first the MARKET_DEPTH_SNAPSHOT_LEVEL messages? Or if I did not send any SNAPSHOT LEVEL message Sierra assumes the book is empty? Does Sierra read messages in an indepotent way? I mean, if I sent in a row 2 delete messages for the same price level it behaves ok? Ps. I'm using Protocol Buffer encoding. Date Time Of Last Edit: 2016-09-12 17:29:41
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