Hello
In Universal DDE, what is the difference between Standard and Advanced request rules? If I receive data from CQG with DDE, what should I use, Standard or Advanced?
Thanks
Universal DDE request rules [SOLVED]
- Andrew MultiCharts
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Re: Universal DDE request rules [SOLVED]
Hello AAY,
Long story short:
Long story short:
- Standard: price and volume are updated simultaneously.
- Advanced: price and volume are updated independently.
- Andrew MultiCharts
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Re: Universal DDE request rules
If by "faster" you mean the frequency of updates, the advanced method should be the faster one, as it may give more updates than standard one.
- Andrew MultiCharts
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Re: Universal DDE request rules
Could you please elaborate on the difference between standard and advanced?
I don't see that it makes a difference if the price/volume is updated independently, surely if you receive a volume update without a price update, it just assigns that volume to the last traded price? What difference does it make which of these options is selected?
Thanks
I don't see that it makes a difference if the price/volume is updated independently, surely if you receive a volume update without a price update, it just assigns that volume to the last traded price? What difference does it make which of these options is selected?
Thanks
- Henry MultiСharts
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Re: Universal DDE request rules
Some rough technical details:Could you please elaborate on the difference between standard and advanced?
I don't see that it makes a difference if the price/volume is updated independently, surely if you receive a volume update without a price update, it just assigns that volume to the last traded price? What difference does it make which of these options is selected?
Thanks
1. When “Standard Request Rule” is selected - price and volume are requested independently. First the price is requested, then when the price update is received the corresponding Volume snapshot is requested.
2. When “Advanced Request Rule” is selected - price and volume are requested simultaneously. I.e. the values are updated independently. When the price update is received the corresponding Volume snapshot is requested (like in “Standard” mode). When the volume update is received it is checked if the price is already received. If it is not and the current volume is different from the previous volume then we form a quote with the previous price. If it is already received then do nothing.
In both modes the quotes are formed when both the price and volume updates are received together.
Long story short: two modes exist due to the difference of DDE servers. In the past when some DDE feeds did not work - new request mode has been added to perform connection to such servers. If one mode works ok for you then there is no need in switching it.