Posted: Dec 17, 2008 @ 02:29 AM             Msg. 1 of 4

I am doing...

OECClient.Global.OnPriceTick += new OnPriceChangedEvent(...

The event is only firing when price changes.

I am remoting off trader and can see multiple trades (at different volumes) at a certain price on trader. However, my event only fires on price change.

What am I doing wrong, please?

Thank you.

Posted: Dec 17, 2008 @ 08:41 AM             Msg. 2 of 4

OnPriceTick is called when any of quote values (last, bid, ask) is changed - but this subscription has limited number of updates per second.

In order to see every trade you should use SubscribeTick method and
handle OnTicksReceived event.

Note that tick subscriptions use more bandwidth and are limited to 5 subscriptions per client.

Posted: Dec 17, 2008 @ 10:31 AM             Msg. 3 of 4

Thanks for the quick reply.

I completely understand about subscribing for ticks.

I coded OECClient.Global.OnPriceTick += new OnPriceChangedEvent(... expecting to get events "when ANY of quote values (last, bid, ask) is changed"

The actual behavior is that it will fire only when CERTAIN of quote values change.

I was watching the data during the night session - so throttling is not an issue.

The issue for me is that LastVol does not trigger the event. Is that expected behavior?

Posted: Dec 18, 2008 @ 11:16 AM             Msg. 4 of 4

Quote subscriptions are updated on a trade or bid/ask change.
In some cases several trades with similar price can be combined to one, so you can receive one update with sum of volumes.