6 6pst6 Dec 7, 2009 #1 Is there anyway to fix the crossing market on the level II? When the volume ramps up, it's hard to even look at the L2 to see what the current price/spread is
Is there anyway to fix the crossing market on the level II? When the volume ramps up, it's hard to even look at the L2 to see what the current price/spread is
P punter Dec 7, 2009 #3 no better live if you subscribe to all data. if you only subscribe to top of book of all ecns, you won't notice anything ever. (i'm not saying its shit software. but this is what you should expect from the lowest execution costs)
no better live if you subscribe to all data. if you only subscribe to top of book of all ecns, you won't notice anything ever. (i'm not saying its shit software. but this is what you should expect from the lowest execution costs)
