An order flow chart will show you exactly how many buy and sell market orders were executed at each price level. I am looking to write an algo based on the information received in each tick. Please guide me on this if possible.
I have enabled Reconnection already. But it doesn't reconnect until I press any key on my console program. Only after that it gets connected again. Until I notice that my program is hung it is never possible to identify this issue.
i dont have much logs related to that. I will try to add more logs. Meanwhile can you tell me in which situations ticker may be disconnected ? I want to know if I have done any mistake on it.
But it works most of the time in a month. Only fails 1 …