Stream API Questions (contd)

[nevace]

Q2) I was expecting the virtual prices to be returned to full market depth, but as the variable name implies they are only for "Best". I.e if you look at the list BestDisplayAvailableToBack you see just 3 entries (3 is what is defined in the MarketDataFilter for the "Best" depth)

Am I correct in saying that cross matched prices are only in the "best" depth ladders ?

Not sure if it helps but on first glance, I missed the ladderLevels property.

Key fields:
fields - A set of field filter flags (see below)
ladderLevels - For depth based ladders the number of levels to send (1 to 10)

For example, I'm only looking at 1 level:

marketDataFilter: { fields: ['EX_BEST_OFFERS_DISP'], ladderLevels: 1 }

Is it be possible to subscribe to only 'currently in-play' races, with races being added as they become in play? Something like the inPlayOnly filter. Otherwise all I can think of is polling for in-play races and getting marketIds and then subscribing to this individual market, but this sounds liek a lot of hassle!

[gr33d]

Q1) Why would an App not want to take advantage of extra advantageous prices provided by the cross matching. So why are non virtual prices returned at all ?

Virtual prices are contingent on passive liquidity, so you may or may not want to know this when placing your own orders. Consider as an example the difference in information conveyed when you see an extra £1k pop up on the back side of the book with and without virtualised positions.