Re: is this a valid MAMDA update message
Frank Quinn <fquinn@...>
Looks like an illegal message to me – it’s trying to add an entry to a price level with zero size.
Principal Engineer - EMEA
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
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.
Ottawa, ON Canada
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