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marius
Posts:1
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| 01/30/2008 4:12 AM |
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It is possible to obtain in realtime the full depth of the book for Equities (using FAST feeds), I found no reference to this is ArcaBook_Multicast_Spec_2_3.pdf document, I was expecting to a message similar with Aggregate Quote Message available in ArcaBook for Options. .
If I'm missing something I appreciate if you could provide a link to the document on which this is specified.
Regards,
Marius |
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Ariel
Posts:163
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| 02/07/2008 4:50 PM |
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| Yes full depth of book is available for ArcaBook equities in Fast Fix format. The fast decoding information is found at the end of the spec, the IP addresses are in the front of the spec. The FAST Fix feed is referred to as "Compacted" in the spec. |
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