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Ticker Server
2 questions:
1. Is there a way to request only TRADES without QUOTES from TICKER SERVER?
2. We use a database file to save all incoming Trades. Each time the user asks for a Symbol's Trades, the program scans the database file and shows them in a window. The program must automatically request the missing Trades from the TICKER SERVER without allowing same requests. This means that there must be a primary key for the database. Trade responses do not include an ID or something that can be used as a key or am I wrong? We use fields TIME and TOTAL VOLUME as a primary key but it doesn't seam to work right for all Symbols. For instance, there are symbols whose total volume remains the same during updates, e.g. "ES #F". When we start an advice request for a symbol we get an update at the beginning followed by real time feed. At that point we keep symbol's total volume and increase it in every trade. At the next update we notice that there are differences between our total volume and the incoming one, e.g.
"MSFT". This method seams to work only for the majority of international Symbols whose total volume field is updated in every trade. As a subsequence, there are many duplicates in our database which leads to recursive wrong requests.
I would be very greatful if there was a way to solve this problem.
Thank you in advance.
1. Is there a way to request only TRADES without QUOTES from TICKER SERVER?
2. We use a database file to save all incoming Trades. Each time the user asks for a Symbol's Trades, the program scans the database file and shows them in a window. The program must automatically request the missing Trades from the TICKER SERVER without allowing same requests. This means that there must be a primary key for the database. Trade responses do not include an ID or something that can be used as a key or am I wrong? We use fields TIME and TOTAL VOLUME as a primary key but it doesn't seam to work right for all Symbols. For instance, there are symbols whose total volume remains the same during updates, e.g. "ES #F". When we start an advice request for a symbol we get an update at the beginning followed by real time feed. At that point we keep symbol's total volume and increase it in every trade. At the next update we notice that there are differences between our total volume and the incoming one, e.g.
"MSFT". This method seams to work only for the majority of international Symbols whose total volume field is updated in every trade. As a subsequence, there are many duplicates in our database which leads to recursive wrong requests.
I would be very greatful if there was a way to solve this problem.
Thank you in advance.