Support Board
Date/Time: Mon, 07 Jul 2025 23:17:42 +0000
Post From: Not receiving Market Depth through DTC protocol
[2019-12-18 17:39:31] |
User911267 - Posts: 25 |
I've changed "LogonRequest.Integer_1" from 1 to 0. Two things happened. 1. The Market_Data_Update_Bid_Ask message now appears to be fixed. The right quantities for Bid / Ask are coming through now and at the correct frequency. This is good. 2. I am no longer getting market depth reject record with Reject Text : "Low bandwith flag specified" when subscribing to market depth. However, I only get a Market_Depth_Snapshot_Level record I never get a Market_Depth_Update_Level record coming through. This happens whether I specify 'RequestActionEnum.SUBSCRIBE' or 'RequestActionEnum.SNAPSHOT' Any Ideas? Thanks |