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Date/Time: Fri, 29 Nov 2024 14:37:06 +0000

MARKET_DATA_UPDATE_OPEN_INTEREST

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[2015-09-02 18:12:32] #1 [Go To First Post]
vbmithr - Posts: 204
Make this message the same size as other update messages (int64 for open interest). This will be more consistent (and easier to implement for at least me, maybe others).
0x Thank you

[2015-09-04 00:19:23] #2 [Go To First Post]
DTC Engineering - Posts: 320
Is there any known case where there is an open interest value, which applies for futures, that requires a value greater than a 32-bit integer? To our knowledge the answer is no. And also the Sierra Chart trading program already depends on a 32-bit integer. We would have to create a new message with a new Type number to support a 64-bit integer. We will see how to work this in. But not just yet.
0x Thank you

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