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Direct MessagesDate/Time: Fri, 26 Apr 2024 06:39:04 +0000
Post From: DTC Server Market Depth Message Model Semantics
| [2019-01-11 19:27:36] |
| User12089 - Posts: 350 |
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"Logically if there is no data to be displayed any longer at a particular price level, and that is a decision that you must make, then you would want to delete that price level. Sierra Chart itself is not going to delete the data at a price level in the market depth data" "I" don't have anything to "delete" here - "I" am a custom developed DTC Server which has only one client - Siera Chart - so the question was (and I am repeating it yet again): Does it make sense for a custom developed DTC Server to send SC as the SPECIFIC "DTC Client" a DTC Market Depth Message with flag/operation DELETE and if yes then in what circumstances. This is a question STRICTLY about SC as strictly and specifically the DTC Client of my custom developed DTC Sever Which of the following 2 options is sufficient for SC to become aware that the number of Limit Orders for specific Price Level is now ZERO: a) Get a DTC Market Depth Message with INSERT_UPDATE flag and size=0 b) Get a DTC Market Depth Message with DELETE flag do NOT worry about the internals of the DTC Server itself and whether it needs to delete anything internally for the purposes of this question And to make it even simpler and easier for you I will compress everything above into single YES or NO question: 1. Does SC need DELETE message ever / at all ? just answer YES or NO here 2. IF yes, THEN describe in what circumstances Date Time Of Last Edit: 2019-01-11 19:52:23
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