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
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Filter only Trades from JSON Message with WebSocket API?
Hi @Michael_Dirian,
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Thanks,
AHS
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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
