laughlin
-Interested User-
Posts: 24
Joined: Aug 3, 2005
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Posted: Dec 15, 2005 11:47 AM
Msg. 1 of 2
Why, when I am 'watch'ing a symbol, do I get a few random summary messages a day?
Terry Laughlin
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Dec 19, 2005 02:19 PM
Msg. 2 of 2
Terry,
The summary message can be one of multiple things. Could be an exchange initiated "summary", a volume adjustment message from the exchange, etc. They are essentially snapshots in time and are sent to make sure the current information is out there. They are not trade messages and shouldn't be included in historical information.
Jay Froscheiser DTN - Trading Markets
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