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Date/Time: Thu, 03 Jul 2025 11:53:34 +0000



Post From: LMAX Bid and Ask Size

[2020-06-14 16:33:25]
User749205 - Posts: 38
I've honestly no idea, my understanding is similar to yours. My intention was just to inform op, if they weren't already aware, that what they're seeing isn't some centralised exchange, but lmax's representation of their own depth - and I get bad slippage on single contracts, so whether that's even accurate idk. Therefore it may not necessarily be that useful anyway. And is ultimately a question for lmax.