Support Board

Date/Time: Thu, 25 Apr 2024 00:58:24 +0000

Post From: Few questions about DTC

[2022-06-23 23:55:02] Link To Thread - Link To Post [Go To First Post]
aviat72 - Posts: 34
John SC Support: Thanks for the pointers. Weekend work for me. I had a question about the MBO data feed. It seems you require a minimum order size of 3 for the MBO data to be sent from the server. Could you just consolidate the orders of Size 1 and Size 2, into a consolidated message which is updated at a reasonable frequency (eg: 2 seconds). So every 2 seconds, send a message: X orders of size 1 at Price P. Y orders of size 2 at Price P. This will allow us to get a true depth information at all levels.