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Thanks Baron Do you know any reason why could it be useful for trading? If I understood clearly this means that if I trade with 3 exchanges the NON AGGR. will be done by 3 separate different order books, while the AGGREGATED O.B will be 1 single order book with all the levels constituted...

hi All! Can anyone clarify to me what does it mean AGGREGATED ORDER BOOK and what is the difference between the common ORDER BOOK? Thanks Dp