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Date/Time: Sat, 27 Apr 2024 21:41:51 +0000



Post From: I noticed today the order book now has the implied book added.

[2019-12-19 17:30:57]
uM8137 - Posts: 180
> We gave this some thought, in response to the original post, what we can do is exclude implied depth from ultra bonds. That is not a problem.

Ugh. Some of us want correct insides on UB.

How about a 2nd symbol, like UBZ19*, along side of UBZ19, to reflect whether the inside/implicit book is merged. UBZ19 can mean merged, comparable to CQG and others. UBZ19* can mean not merged.

I'm not wed to '*'. That is just a suggestion for symbology. Find something that works easily with the existing code base. Maybe an _EXIMP suffix or something else.
Date Time Of Last Edit: 2019-12-19 17:44:08