prices find liquidity. assume you're making a market 10/12 ,100 up. someone lifts your offer. you put in a new offer 100@24. Someone buys 1 share at 24 :strong:. price doubled on nothing
Usually each process consumes the data it needs. So if you have strategy trading corn it doesn't need to consume oil quotes. It gets a corn quote message deserializes it and stores it or uses it somehow