Price Server: FAQs
If I miss a snapshot and the product is thinly traded, am I going to see stale data until the product trades again?
The PFX algorithm will send out periodic snapshots even if the product hasn’t been traded during each period. The time between the snapshots is optimized by TT for each TT Gateway. This setting, as with all other PDD parameters, should not be changed unless instructed to do so by TT support.
Levels of Depth
Can I display more than 25 levels of depth on my trading application screen?
It is not possible to get more than 25 levels of aggregate or implied depth.
PFX, XTAPI, and FIX Clients
If I am running XTAPI 7.4 or earlier, can I get inside market information with XTAPI’s Guaranteed Price Delivery feature from a PFX-capable gateway running in CoreAPI mode?
Guaranteed price feed functionality for inside market data is not available from a PFX-capable gateway, even if it’s running in CoreAPI mode. The interface is still present in XTAPI 7.4 and you will be able to see inside market information. However, there is a possibility that you may miss some inside market activities.
If I am running XTAPI 7.5 or later, can I get inside market information with XTAPI’s Guaranteed Price Delivery feature from a PFX-capable gateway running in either PFX or CoreAPI mode?
No. The interface for guaranteed price delivery of Inside Market data has been removed from XTAPI 7.5 and higher.
What changes do I need to make to my XTAPI application in order to consume PFX prices?
Rebuild your application with XTAPI 7.5.0 or higher. No other changes are required.