Support Board

Date/Time: Sun, 19 May 2024 13:52:46 +0000

Post From: Problem with market depth desapearing

[2015-03-31 05:07:46] Link To Thread - Link To Post [Go To First Post]
i960 - Posts: 360
The way we see this, is there is too much tolerance to substandard programming from an external service and because of the uncooperative nature of the external service This is the real world. All code must assume defensiveness to a certain degree. I do not think IB is sending you raw trash data that's unworkable 100% of the time. I think there are issue, of course, but absolutely nothing that cannot be worked around. I do think the SC client code is making assumptions about how the data is being sent that it shouldn't be making - because those assumptions lend themselves precisely to this scenario happening. Even then, it does not matter, because this is not about what we think of IB's datafeed. If SC achieves a stronger and wider userbase because it also supports IB in a solid fashion that's only to your and our benefit. Just comment out the break and the problem will most likely go away at very little performance impact due to the most likely low occurrence of inserts vs updates. It's a code path that's only used by people who set clear out of order to false anyway (atleast that I know of). Date Time Of Last Edit: 2015-03-31 05:10:03