Posted: Jul 01, 2011 @ 03:09 PM             Msg. 1 of 9

Hi,

When a tick occurs, OnTicksRecieved is fired, and also OnDOMChanged is fired? Both events right?

Thanks in advance

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Claudia Zendejas

Posted: Jul 05, 2011 @ 11:28 AM             Msg. 2 of 9

Claudia, these events are technically independent ones. But logically - yes, a new trade (or tick) leads to changes in the current DOM. But not every single tick will lead to OnDOMChanged, because DOM is a throttled data stream.

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Victor Vins
Lead Software Developer

Posted: Jul 11, 2011 @ 08:41 AM             Msg. 3 of 9

Hi,

So, OnDOMChanged is like OnPriceChanged, gives a sample of DOM information? (OnPriceChange gives a sample of ticks)
Is there an equivalent of OnTicksRecieved method behaviour for DOM data?

Thank you :)

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Claudia Zendejas

Posted: Jul 11, 2011 @ 08:52 AM             Msg. 4 of 9

Hi, unfortunately, no.

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Victor Vins
Lead Software Developer

Posted: Jul 11, 2011 @ 03:05 PM             Msg. 5 of 9

Hi,

This sample in OnDOMChanged occurs every 10 ms? like in OnPriceChange, or how long that it takes?

Thanks

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Claudia Zendejas

Posted: Jul 20, 2011 @ 02:44 PM             Msg. 6 of 9

any comments?

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Claudia Zendejas

Posted: Jul 20, 2011 @ 02:54 PM             Msg. 7 of 9

Hi,

DOM is not throttled on client side with this 10 msec period.

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Victor Vins
Lead Software Developer

Posted: Jul 20, 2011 @ 03:25 PM             Msg. 8 of 9

How sample of DOM information is decided?
OnDOMChanged doesn't retrieve all data generated for every DOM in real life, that's what I understood in previous posts, you said:
"But not every single tick will lead to OnDOMChanged, because DOM is a throttled data stream."

So, is like a sample, just like information retrieved by OnPriceChanged.
When I recieve data in OnDOMChanged, what can I expect in that data? random DOM information?
DOM information is throttled by what criteria?

In other topics, you mentioned that OnPriceChanged is throttled by time, I mean, every 10 ms OnPriceChanged is fired, with the last price, and that's the information that API can give in OnPriceChanged event. In order to catch all ticks, it exists OnTicksReceived event.
In case of OnDOMChanged there's no way to obtain all DOM changes. But what data is retrieved by OnDOMChanged event? data throttled by what criteria?

Thank you

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Claudia Zendejas

Posted: Jul 20, 2011 @ 03:29 PM             Msg. 9 of 9

You need to consider that DOM, ticks and quotes streams are independent enough: there is no way to say that this DOM and this quote are sync'ed and relates to this tick in fast market.

Except client side throtthling, DOM and quotes are throttled on server-side: we sends around 4 DOM and quote updates per second.

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Victor Vins
Lead Software Developer