developers:websocket:quotes

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developers:websocket:quotes [2025/03/15 14:43] – [Secondary Market Data] chaddevelopers:websocket:quotes [2025/03/17 16:51] (current) – chad
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   * **MarketDefinition** – Sent once per market, unless already received via another feed.   * **MarketDefinition** – Sent once per market, unless already received via another feed.
   * **MarketSnapshot** – Provides a full market state on initial subscription.   * **MarketSnapshot** – Provides a full market state on initial subscription.
-  * **MarketDepthUpdate** – Sends incremental changes to depth.+  * **MarketDepth** – Sends incremental changes to depth.
  
 Example MBP message handling: Example MBP message handling:
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             break;             break;
  
-        case ServerMessage.PayloadOneofCase.MarketDepthUpdate: +        case ServerMessage.PayloadOneofCase.MarketDepth: 
-            ProcessMarketDepthUpdate(serverMessage.MarketDepthUpdate);+            ProcessMarketDepth(serverMessage.MarketDepth);
             break;             break;
  
  • developers/websocket/quotes.1742049815.txt.gz
  • Last modified: 2025/03/15 14:43
  • by chad