We are getting duplicate tick data with same volume, price. We subscribed in full mode . Example 2018-01-04 15:02:55.340 3927.00 53490439 CRUDEOIL18JANFUT 26853 2018-01-04 15:02:55.340 3927.00 53490439 CRUDEOIL18JANFUT 26853
Hi, In full mode, you will receive data even when there is a change in market depth data. Basically, when there is a change in any value that you have subscribed to, you will get a tick. If you are looking for volume only then you can try out modeQuote.
In full mode, you will receive data even when there is a change in market depth data. Basically, when there is a change in any value that you have subscribed to, you will get a tick.
If you are looking for volume only then you can try out modeQuote.