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Date/Time: Thu, 05 Feb 2026 03:41:18 +0000

Post From: MARKET_DEPTH_SNAPSHOT_LEVEL

[2015-09-04 00:14:35] Link To Thread - Link To Post [Go To First Post]
DTC Engineering - Posts: 320
Yes this will work as long as the MARKET_DEPTH_SNAPSHOT_LEVEL::IsLastMessageInBatch field is set to 1.
0x Thank you