Support Board

Date/Time: Sun, 19 May 2024 11:41:41 +0000

Post From: DTC Protocol Server Compact Message Types only

[2017-03-31 03:55:07] Link To Thread - Link To Post [Go To First Post]
Graham_PriceSquawk - Posts: 3
When the DTC Protocol Server is enabled to relay market data, can the connected client expect to only receive compact market data messages e.g. MARKET_DATA_UPDATE_TRADE_COMPACT, MARKET_DATA_UPDATE_BID_ASK_COMPACT. As opposed to MARKET_DATA_UPDATE_TRADE/MARKET_DATA_UPDATE_TRADE_INT or MARKET_DATA_UPDATE_BID_ASK/MARKET_DATA_UPDATE_BID_ASK_INT messages? Or does it depend on the data provider. In my testing I am finding that whether it iQFeed, CQG or Sierra I can get away with just handling the compact messages. Cheers. Graham