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Date/Time: Mon, 25 Nov 2024 20:21:24 +0000



Post From: LMAX Trading through Central FIX Connection with No Monthly Fees

[2016-03-15 20:21:09]
gomifromparis - Posts: 244
You don't have traded volume info on LMAX. When the best bid/ask change, it plots a tick, priced in the middle of the bid/ask spread, with volume=1.
Dunno what the volume on the quoteboard is though, maybe the underlying ?