Support Board
Date/Time: Tue, 25 Feb 2025 01:36:52 +0000
Post From: I noticed today the order book now has the implied book added.
| [2021-03-24 18:51:21] |
| uM8137 - Posts: 183 |
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> 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
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