Hello, I’m trying out alpaca market data api and have a little bit of confusion on how to handle following situation
- imagine someone placed an order for ticker ROG bid price 100.0 bid size 1 at exchange K
my application is getting following update:
[messageType=q,symbol=ROG,askPrice=0.0,bidPrice=100.0,timestamp=2022-07-05T10:02:09.040745Z,askExchange=K,askSize=0,bidExchange=K,bidSize=1,conditions=[R],tape=A]
- someone cancelled their order and placed another order for ticker ROG bid 100.0 bid size 1 at exchange T
my application is getting following update:
[messageType=q,symbol=ROG,askPrice=0.0,bidPrice=100.0,timestamp=2022-07-05T10:02:33.956935772Z,askExchange=T,askSize=0,bidExchange=T,bidSize=1,conditions=[R],tape=A]
Question: how does my application know that there is no longer an order in bid of exchange K? There is no update on it from the market data api stream