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 Post subject: trade/bid/ask update
PostPosted: Mon Apr 24, 2017 6:46 pm 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 207
Hi,

Is it possible to group bid/ask updates together instead of split OnBid OnAsk?


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 Post subject: Re: trade/bid/ask update
PostPosted: Tue Apr 25, 2017 9:56 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 386
azuric wrote:
Hi,

Is it possible to group bid/ask updates together instead of split OnBid OnAsk?

Hello,
no, grouping is not possible for updates of bid/ask.


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 Post subject: Re: trade/bid/ask update
PostPosted: Wed Apr 26, 2017 12:03 pm 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 207
In the old version you did send it as a grouping, is there a reason you have changed it, exchanges can send an update bid, ask or both (Eurex EMDI) in a single packet.


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