Support
Discussion
Help
Welcome! Please
Register
Sign In
Home
NYSE
NYSE Arca
Euronext
Liffe
Alternext/Amex
Vendor Services
Discussion Board
Unanswered
Active Topics
Forums
Search
UserName:
Subject:
Openbook Ultra feed questions
Body:
[quote]Posted By n/a on 07/22/2008 8:45 PM We are building a depth of book feed using OpenBook Ultra. We see no gaps in the Line Sequence or Symbol Sequence Numbers. However we see that when we build our book its crossed. The crosses eventually go away (after a few 100 milli seconds or so), but why is this happening. Is there anybody here who has successfully built an order book from Opepn Book Ultra Feed. Thank you.[/quote]
Show Replies: