Hello,
I'm evaluating TWS ActiveX component in Visual Basic and I have some
questions/problems regarding 'tickPrice' and 'tickSize' events (I'm
using the web based Demo system for this evaluations):
1- When last price AND last size change at the same time(new
quotation), is there some guarantee about the order in which
tickPrice and tickSize events are rised? (ALWAYS tickPrice BEFORE
tickSize?)
2- When quotation repeats at the same price and the same size, it
seems that there is no tickPrice, nor tickSize events fired. In this
case, how to detect that a new quotation had taken place (for
example, in order to compute total traded volume by adding all last
sizes)?
Thanks for your help.
Michel.
