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[quote]Posted By n/a on 06/11/2008 2:43 PM My question relates to the cancel messages. Excuse my lack of technical knowledge but this is more from a trader and visualiaztion standpoint. Any comments on how to display this to a level 2 trader? A separate time which shows cancels rather than fills with time stamp is what I envision (obviously algorithms might look at the data from a different perspective).[/quote]
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