Support Board
Date/Time: Mon, 22 Dec 2025 09:28:13 +0000
Post From: future DTC protocol changes for fractional volume support
| [2025-12-21 11:44:56] |
| d9e5c763 - Posts: 112 |
|
Regarding the upcoming fractional volume support and internal move to double precision: From the DTC side, how is this expected to be handled with respect to existing trade messages, specifically MARKET_DATA_UPDATE_TRADE (double volume, timestamp truncated) and MARKET_DATA_UPDATE_TRADE_WITH_UNBUNDLED_INDICATOR_2 (integer volume, higher-precision timestamp)? Should DTC clients expect: a new protocol version, a new trade update message type, or changes to one of the existing message definitions? |