| Market Data » Tick Data Jul 17, 2007 @ 02:13 PM (Total replies: 32) | |||||
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Could you elaborate on how tick data is treated? I was told to address it here, apologies if its in the incorrect venue What I have been told thus far: Tick data is sent through as a 1/10 second snapshot. In the following example occurring in the same second: 10 contracts at 1.31812 and 20 contracts at 1.3813 what is sent through by the data feed? Thanks |
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