 Add Reply
|
|
| Author |
Messages |
|
Hannah
Posts:1
 |
| 03/05/2007 5:42 PM |
 Quote
 Reply
 Alert
|
we are noticing a pattern to the updates to the order book. The historical data we purchased was through Reuters which uses NYSE's open book service. Can you please comment on why the updates seem to be uniform? As if they are refed at a defined interval?
I can send a graphical representation, if this would be helpful. |
|
|
|
|
Ariel
Posts:156
|
| 03/13/2007 5:00 PM |
Quote
Reply
Alert
|
| The updates are uniform because they are sent every 1 second |
|
|
|
|
|
| Add Reply |
|
|
|
Quick Reply |
 |
|
|
|