Filter only Trades from JSON Message with WebSocket API?

Michael_Dirian

Hi,

is the "UpdateType" Key a reliable source to filter only the Trade of a certain Instrument?
Like this example:

-->

20220406_14:54:08:627066 - {"ID":3,"Type":"Update","UpdateType":"Trade","DoNotConflate":true,"Key":

<--

brgds

MIchael

zoya faberov

Hello @Michael_Dirian ,

I see from the question that you are thinking in the same direction:

• If the service that is being consumed is Tick-By-Tick, not conflated, UpdateType is reliable and can be used for the purpose.
• If the service is conflated and trade-safe, i.e. trades are not conflated, it can be used as well.
• If the service is conflated and conflation is not trade-safe, then some Trades may be part of the conflated messages and within, not be discernable as such, so it can not be used.

Hope that this information helps

Michael_Dirian

Hi @zoya faberov ,

thanks, answers my question.