Support Board

Date/Time: Mon, 13 May 2024 01:58:14 +0000

Post From: MBO with Denali

[2021-02-05 18:48:14] Link To Thread - Link To Post [Go To First Post]
Profile Trader - Posts: 168
Thanks for the feedback. Just so I understand or make sure we are talking about the same thing.... I understand the Limit Orders being filtered. What about executed trades? There is no filter on that correct? Are you sending the aggressor order id and the passive order id in the data stream? Basically does the GetTimeAndSales Function have more then just TimeAndSalesPrice, TimeAndSalesVolume, TimeAndSalesTime, with MBO data? are there added fields to listen too? Date Time Of Last Edit: 2021-02-05 20:06:11