Support Board
Date/Time: Fri, 04 Jul 2025 09:46:51 +0000
Post From: what to make of MarketDataUpdateBidAskCompact message with same Bid and Ask price?
| [2021-02-17 23:11:53] |
| uM8137 - Posts: 183 |
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This seems to report an impossible situation. But I find them quite frequently on my Denali feed over DTC. A MarketDataUpdateBidAskCompact that has the same BidPrice and AskPrice: message MarketDataUpdateBidAskCompact { float BidPrice = 3951.5; float BidQuantity = 2; float AskPrice = 3951.5; float AskQuantity = 2; sfixed32 DateTime = (translates to "2021-02-15T17:01:13-06:00"); uint32 SymbolID = (translates to "ESH21-CME" from the realtime Denali not historical Denali feed); } Feels like this could be a copy paste bug internally where one side is just a copy of the other; especially since the Quantities match too. Could engineering take a look and correct it if its off, or let me know what it means otherwise? I have no idea what to make of it. But it is messing up my book keeping. Thank you. |