Support Board
Date/Time: Wed, 15 Oct 2025 01:24:19 +0000
Post From: imbalance messages at open / closing auctions in TotalView
| [2022-07-06 23:38:50] |
| uM8137 - Posts: 183 |
|
>> edit: Is there a new DTC message type for NOII? > Yes check the nonstandard DTC file: > /DTC/DTCProtocol_NonStandard.h Good stuff. Could we add the new imbalance message (MarketDataUpdateOrderImbalanceData / const uint16_t MARKET_DATA_UPDATE_ORDER_IMBALANCE_DATA = 10200; ) to the DTCProtocol.proto protobuf file? |