Real Tick API

Discussion in 'Trading Software' started by voodoo_invest, Jan 27, 2003.

  1. 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.

    I'd ask support, but these wankers now want $500 upfront for 5 hours of support. 'No, it can't be done.' isn't worth that much.

    voodoo