Why wouldn't you just advise on 1002 (T_BID)? You seem to be over-complicating this.
Keep in mind, though, that if you want the size, you are going to get updates on size. If you don't want/need the size, then advise on 1002 only.
(Actually, you will need 1003 as well, since you need a way of identifying the stock! But, presumably, 1003 won't change. :) )
Townsend seems to have some issues with internal data structures, and they have a tendency to send-out unneeded updates, even though that results in unwanted data being transmitted, because apparently the internal processing time would exceed the time to send the data.
I know that they just changed the default behaviour for L2 data - they now send out FIDs that you didn't even ask for. If you want the old behaviour, you have to connect to a different server $LEVEL2NI$. |
