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Date/Time: Fri, 29 Mar 2024 05:46:03 +0000



Post From: Denali Data Feed to Offer Market by Order Support in December!

[2020-12-04 12:47:12]
User542430 - Posts: 50
Thank you for looking into implementing this MBO data. A great addition to an already great product.
A thought about order quantities of 1, would it be possible to 'see' these order without actually receiving the data? Meaning, if there is say 500 total orders at a given price, and we are receiving data for orders >=2 and the sum of all those >=2 orders is 450, could it be inferred that the other 50 orders have a size of 1 even if the actual data for those orders is not received?