Invalid order of 35=W messages with MarketDepth=1 (spot subscription)

PanagiotisCharalampous
04 Aug 2021, 08:20

Hi terryww2,

we'd expect to first get order book snapshot and then updates (ticks)

Why would you expect this? Is it documented somewhere that it will work this way?

  Also the field MDEntrySize (271) isn't documented for 35=5 for some reason.

 35=5 is the logout message. Why would you expect a 271 tag?

Best Regards,

Panagiotis 

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terryww2
04 Aug 2021, 14:22

RE:

Thansk for the quick response!

Hi terryww2,

we'd expect to first get order book snapshot and then updates (ticks)

Why would you expect this? Is it documented somewhere that it will work this way?

You're right, it's not documented. I assumed that's the workflow - first OB snapshot, then updates. OK, so that's not the case, thanks.

  Also the field MDEntrySize (271) isn't documented for 35=5 for some reason.

 35=5 is the logout message. Why would you expect a 271 tag?

Sorry for the typo, I meant 35=W. As you see in the last message, there's a 271 field, but not in the documentation for 35=W.

PanagiotisCharalampous
04 Aug 2021, 15:20

Hi terryww2,

Sorry for the typo, I meant 35=W. As you see in the last message, there's a 271 field, but not in the documentation for 35=W.

Indeed the tag seems to be missing from the documentation. We will add it.

Best Regards,

Panagiotis 

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