Reducing OnQuoteChange messages

[tdros]

Hi, I have noticed from my log files that OnQuoteChanged() event is fired every time there is a change is volume on the BBO but this can lead to potentially 100x more messages than i require. Is it posible to request an event that only fires if the bid/offer or last price changes which would significantly reduce message volumes and allow users who don't require volume to subcribe to many more symbols.

Regards,
Ted

[AChan]

Unfortunately, the GetBasicQuote method do not have such capability. However, we recommend that you take a look at the Time&Sales functionality in the eSignal Desktop API. It allows you to do quote/trade filtering and events are triggered based on price change on trades or quotes.

For further detail, you can take a look at our documentation and VB sample at the ActiveX Development Group at http://share.esignal.com