top market level without order count

Added by Niclas about 2 years ago

Hi, I'm getting a top market level without order count in tst, level2 has it. Is this to be expected ?

2017-02-06 09:05:12.282388

{"type":"depth","data":{"i":"366","m":11,"tick_timestamp":1486368312418,"bid1":100.00,"bid_volume1":200,"bid2":84.05,"bid_volume2":27,"bid_orders2":1}}

Thanks

Niclas


Replies (1)

RE: top market level without order count - Added by Nordnet Aleksandar about 2 years ago

Hi,

The feeds work in the way that the first tick after a subscription includes all fields and subsequent ticks only include the identifiers plus the fields with changed values (the delta).

You can read about this and exactly which fields to expect in the feed documentation

regards
Aleks

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