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Strategies & Market Trends : RealTick III
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To: davealex who started this subject1/27/2003 8:45:27 PM
From: atto  Read Replies (1) of 311
 
Real Tick API
Does anyone know how I can register an advise on a bid for a certain issue, and only get a refresh when the bid price changes, not when the size of the bid changes? When I do this I get data like this

10.01 12:30
10.01 12:30
10.01 12:30
10.02 12:30
10.02 12:30
10.03 12:31

what I want is:
10.01 12:30
10.02 12:30
10.03 12:31

in other words I don't need the extra lines. On some issues this increases the amount of data I get by a factor of 10.

Tried to use fid 9002 and 9038 as the where clauses, but these seem to be irrelevant.

The second one simply means that I would get both ask and bid value even when just the ask changed.

The first (9002) doesn't help because all of the above lines have code 6 (new value in bid and ask) so I can't use some code to discriminate between them.

As I said, the problem seems to be that bid size and bid price are somehow linked, and when one changes, this causes a refresh of the other. This is silly, since there is a seperate fid for size.
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