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Re: same volume for SMART and NYSE or ISLAND in reqMktData


 

Some more stats from comparing real-time feeds for MTDR@NYSE and MTDR@SMART on 20250108 between 13:30 and 16:10 US/Central:
  • The NYSE feed did not get any 5 second real time bars
  • The SMART feed received more than twice the ticks than the NYSE feed
  • Several ticks (marked in green) received the same number of ticks and the same data. Except for "Volume" where 3 of the 946 ticks had different values
  • Seven tick types were only sent in the SMART feed.
Hope this help,
闯ü谤驳别苍
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