CQG API 4.0 - Revised
SnapshotPeriod Property
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CQGAPIConfig Interface : SnapshotPeriod Property

Glossary Item Box

Description

Sets the snapshot update interval.

This property regulates the update interval for instrument quotes, properties and DOM; as well as all historical data updates except for ticks.

The default value is 0.

Property type

Read-write property

Syntax

Visual Basic
Public Property SnapshotPeriod As Long

Return Type

The update interval in milliseconds, represented as Long

Remarks

If the value is less than 1, the update is performed on every change. This is the default value.

If the value is larger than 0, the snapshot mode is activated and the updates are received on the specified intervals.

If eDOMUpdatesMode is set to domUMSnapshot, DOM will be updated in the background as specified by DOMUpdatesPeriod; but the available DOM snapshot will be delivered only when the SnapshotPeriod is elapsed.

In other words, if:

  • SnapshotPeriod < DOMUpdatePeriod: DOM data will be updated with the latest available data, until DOMUpdatePeriod is elapsed and new DOM data is received, then when the next SnapshotPeriod is elapsed, updated DOM will be available.
  • SnapshotPeriod > DOMUpdatePeriod: DOM data will be updated but not available until SnapshotPeriod is elapsed.
  • SnapshotPeriod = DOMUpdatePeriod: DOM data will be updated with the available DOM each time the SnapshotPeriod is elapsed.

 

Note that setting the non-default value turns off updates of qtWholesaleTrade quotes.

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