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Date/Time: Thu, 31 Oct 2024 23:51:26 +0000



Post From: LMax market Depth

[2017-10-03 10:16:25]
User78442 - Posts: 260
Hi, I want to use Lmax's market depth but they provide data every 0.1 PIP, is there any way I can aggregate the data to only display total depth per PIP?