Support Board

Date/Time: Sun, 28 Apr 2024 10:07:45 +0000

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

[2021-03-24 18:51:21] Link To Thread - Link To Post [Go To First Post]
uM8137 - Posts: 180
> The very fact that the data is separated (Standard and implied market depth data), shows that they do not want the true limit order book being contaminated by implied orders. No. Re-read the docs again. The links are above. It is done for efficiency purposes, to keep the most frequent update small. The "implied" updates almost always include non-implied prices too. It is just a deceptive, poor, naming choice. Date Time Of Last Edit: 2021-03-24 18:55:04