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Date/Time: Wed, 24 Apr 2024 03:40:59 +0000



Post From: DTC Server Market Depth Message Model Semantics

[2019-01-11 20:42:15]
Sierra Chart Engineering - Posts: 104368
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.
Yes.

Let's say the you are providing 2 levels of market depth data. Currently there are the following prices/quantities: 100/5, 101/2. And then there no longer is the price level 101 because the prices have moved away from it or its quantity has dropped to 0 then you will want to delete 101.

b) Get a DTC Market Depth Message with DELETE flag
You need to do this.
Sierra Chart Support - Engineering Level

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