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Date/Time: Sun, 05 May 2024 05:50:34 +0000



Post From: DTC & Combine Trades Into Original Summary

[2018-06-10 18:23:36]
Usermb - Posts: 126
Thank you so much. I implemented the bundler and first tests produce the same results SC displays, so it appears to work fine :-)

Am I correct asserting that:
- the price of all ticks (HISTORICAL_PRICE_DATA_RECORD_RESPONSE messages) within a bundle must be the same
- the timestamp of all ticks within a bundle must be the same
- the side of the trade (bid or ask) of all ticks within a bundle must be the same