Depth OB

ANL edited November 2023 in Python client
While streaming depth, I get the same order books for the same timestamp. @rakeshr, can you please check why it is streaming like this?
As per my checks, sometimes order books will fetch the same timestamp with different content, but sometimes I get the same order books and contents.
Could you give insights into why it occurs this way?

  • sujith
    A tick is broadcasted when one of the field updates. You can log all the fields in the full mode tick and check.
  • ANL
    @sujith You mean in any field in full mode, if ticks have changed, then it will stream the data irrespective of changes in the depth field?
  • sujith
    Yes. That’s right.
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