| Reply To Message: |
| Posted By |
n/a on 7/22/2008 8:45:12 PM |
| Subject: |
RE: Openbook Ultra feed questions |
| Message: |
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. |
|