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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