API Support wrote:
please elaborate what do you mean by "onTick DOM snapshot".
I'm sorry if I am not being clear. I am just saying that the full Depth of Market "snapshot" is available in the onTick event by using this code:
final public void onTick(final Instrument instrument, final ITick tick) throws JFException {
if (!instrument.equals(selectedInstrument)) return;
// capture everything, queue it and return
final TickPacket tickPacket = new TickPacket(instrument, tick.getBids(), tick.getBidVolumes(),
tick.getAsks(), tick.getAskVolumes());
tickProcessor.add(tickPacket); // queue it up and release this thread
return;
}
The Depth of Market information is obtained from the ITick object provided.
Is this the only way to obtain the Depth of Market (DOM) information? Each time the onTick event occurs, it provides a "snapshot" of the DOM. This information is not updated very often, and many retail systems such as JForex "throttle" DOM updates to a low data rate so the network is not overwhelmed. I can understand that.
Thanks for helping me to understand it.
I WAS TOLD BY SOMEONE WHO HAD USED DUKASCOPY SYSTEMS IN THE PAST, that previously, more than 10 levels were available in the Depth of Market. Then a decision was made to reduce the DOM to 10 Levels. Is this true? It would be useful to have more than 10 levels in the Depth of Market if it is available from any source from the data feed.