Imported from previous forum
Hello everyone.
Can you help me, please?
I have to provide quote information in MarketDataSnapshot(Full/Incremental)Refresh. How can I do this?
Maybe there are some Examples about my problem, but I can’t found them.
Two entries each (MDFullGrp or MDIncGrp) for double sided quotes, one entry for single sided quotes. MDEntryType (269) = 0 (Bid) for the bid side of the quote and 1 (Offer) for the offer side. MDEntryPx (270) with the price of the quote side and MDEntrySize (271) with the quantity.
Hello everyone.
Can you help me, please?
I have to provide quote information in MarketDataSnapshot(Full/Incremental)Refresh. How can I do this?
Maybe there are some Examples about my problem, but I can’t found them.
Thank you very much!
Two entries each (MDFullGrp or MDIncGrp) for double sided quotes, one entry for single sided quotes. MDEntryType (269) = 0 (Bid) for the bid side of the quote and 1 (Offer) for the offer side. MDEntryPx (270) with the price of the quote side and MDEntrySize (271) with the quantity.
Hello everyone.
Can you help me, please?
I have to provide quote information in MarketDataSnapshot(Full/Incremental)Refresh. How can I do this?
Maybe there are some Examples about my problem, but I can’t found them.