mac
-Interested User-
Posts: 25
Joined: Apr 6, 2017
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Posted: May 8, 2023 02:18 PM
Msg. 1 of 2
If I set,
S,SELECT UPDATE FIELDS,Bid,Ask,Message Contents
and w@ESM23
Q,@ESM23,4152.75,4153.00,b, Q,@ESM23,4152.50,4153.00,b, Q,@ESM23,4152.50,4152.75,a, Q,@ESM23,4152.50,4153.00,a, Q,@ESM23,4152.75,4153.00,b, Q,@ESM23,4152.50,4153.00,b, Q,@ESM23,4152.75,4153.00,b, Q,@ESM23,4152.50,4153.00,b, Q,@ESM23,4152.75,4153.00,b, Q,@ESM23,4152.50,4153.00,b,
I see only bid or ask price updates. However, when watching equities, I get mostly duplicate data. These are updates to Size and Market Data Center which are not part of my update fields. Is it possible to filter out these updates in iqconnect so I don't need to process duplicate data. It makes sense to get updates if market data center updates but not size if I'm not interested in this field.
wAAPL
Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba, Q,AAPL,173.5900,173.6000,ba,
MAC Edited by mac on May 8, 2023 at 03:40 PM Edited by mac on May 8, 2023 at 03:41 PM
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