Support Board
Date/Time: Thu, 28 Nov 2024 12:35:48 +0000
Post From: BID_ASK_TRADE_SYNC question
| [2023-05-05 15:29:57] |
| AndyB - Posts: 101 |
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Please don’t fix that. It’s beneficial to see the changes in bud and ask quantities when price hasn’t moved or there hasn’t been a trade. That’s relevant information when dealing with micro structure. Cancellations, partial cancellations, between trade spreads, etc. it’s a part of the auction process
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