Price Proposal Subscribe VS Tick Stream

BiboBibo
edited March 2017 in General

Hi!

I have noticed that the quotes streamed using a Price Proposal with the Subscribe options don't always match (no synchro or missing quotes) with the ones received using a tick stream request with "ticks". Shouldn't they match? If not, may you please explain the reason?
The reason I'm asking is that I would like to rely on the quotes streamed by price proposal, but I can't because of the mismatch with the actual quotes, with the unwanted consequence that I need two separate 'streams'.

Thanks,
Bibo

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Comments

  • RaunakRaunak

    They both serve different purpose, one stream ticks one stream price. Ticks stream is streaming of quotes per epoch, price proposal stream is for streaming price of contract.

    They will be different as its like comparing apple and orange.

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