MarketDepthSubscribe Method

Method to subscribe and unsubscribe from the market.

Definition

Namespace: T4.API
Assembly: T4API.47 (in T4API.47.dll) Version: 4.7.0.0 (4.7.68.4)
C#
public void DepthSubscribe()

Remarks

Subscribes to a market for Smart buffer and BestOnly depth.

Due to the massive volume of depth updates that the exchanges generate it is HIGHLY recommended that the Smart or SlowSmart buffer levels are used. Both of these use variable speed buffers to send changes to the best bid/offer or last trade out rapidly while only sending out updates off the market less frequently.

It is also recommended that the DepthLevels be kept to the minimum needed, though All will only send out a maximum of 20 lines of depth at the moment.

See Also