Migrating from V6 to V7 FAQ - SpiderRock/SRDataFeed GitHub Wiki

Will document common questions here on migrating from V6 API to V7 API:

  1. Open/High/Low values have moved from StockPrint to StockMarketSummary to cut down on traffic. The old OpnPrice (in the StockPrint message) is now IniPrice (in the StockMarketSummary message).

  2. Timestamps have changed. We now load the source timestamp we receive from the SIPs, and use the source timestamp to derive bidtime and asktime. The prtTimestamp also is loaded from the source. See the wiki page on V7 Timestamps page for complete information.