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I have a scrolling display that shows real-time quotes. Both OnQuoteChanged and OnTimeSalesChanged seem to work for filling the display. Which one of these functions is indented to be used for a simple quote display? Why is one better than the other? Is the data returned by these 2 functions basically the same?
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OnQuoteChanged event only provides you with bid/ask/last price and their sizes, it is very basic and primitive. As for OnTimeSalesChanged event, it provides you with ways to filter out the data (i.e. quotes only, trades only). The two real-time data sets are pretty much identical.
To determine which one better suits your needs, it really depends on what fields you are looking for. In general, we would recommend the T&S functionality simply because it provides more information. (i.e. timestamp)
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