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Direct MessagesDate/Time: Sat, 11 May 2024 12:48:25 +0000
Post From: sc.AskSize and sc.BidSize difference
| [2017-02-14 20:00:33] |
| FerroTrader - Posts: 70 |
|
Hello, which is the difference between sc.AskSize/sc.BidSize AND sc.SymbolData->AskDOM[0]/sc.SymbolData->BidDOM[0] ? Why are they different a lot of time even if the data feeder (in my case Rithmic) is the exact same one ? Thank you, Andrea |