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Strategies & Market Trends : RealTick III -- Ignore unavailable to you. Want to Upgrade?


To: atto who wrote (289)1/28/2003 5:00:38 PM
From: Jon Tara  Read Replies (1) | Respond to of 311
 
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 $LEVEL2NI$.