Support Board
Date/Time: Fri, 10 Jan 2025 17:59:13 +0000
Post From: MARKET_DEPTH_UPDATE_LEVEL limits in DTC protocol
| [2016-09-19 18:05:18] |
| Guilherme - Posts: 66 |
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In the case of a delete operation, the price level is completely removed.
So the volume field in the message is not used in this case? Sorry for asking too much, but the documention is not very clear as far as market depth is concerned. Correct if I'm wrong, but if the volume is irrelevant, there could be no different flag to indicate a delete. Just setting volume to zero would be ok. And the last question: Does Sierra expects a delete depth message when the price level is consumed by a trade? Date Time Of Last Edit: 2016-09-19 19:12:50
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