Re: is this a valid MAMDA update message

Frank Quinn <fquinn@...>

Hi Dmitri,


Looks like an illegal message to me – it’s trying to add an entry to a price level with zero size.






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Vela Trading Technologies


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From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Dmitri Fedorov
Sent: 27 January 2017 20:38
To: openmama-dev <openmama-dev@...>
Subject: [Openmama-dev] is this a valid MAMDA update message


Hi all,

Is this a valid MAMDA update message, please (non-relevant fields removed)?





This field value gives us an undesired MAMDA  behaviour:


When I assign to non-zero (e.g.  [ENTRY_SIZE]=100) the undesired MAMDA  behaviour disappears.


Thank you in advance.


Dmitri Fedorov

Software Architect


Ottawa, ON Canada


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