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Date/Time: Fri, 29 Nov 2024 16:28:56 +0000



Post From: what does SC do with update trade message

[2015-09-20 12:18:23]
vbmithr - Posts: 204
So, let's reformulate the question:

What is the normal procedure of price updates?
How do you ensure that there is no clash between the historical price data and the trade updates.
Or, how do you ensure that it is never the case that a trade is sent through historical data and from a trade update as well?