Nibbler99
-Interested User-
Posts: 4
Joined: Jun 9, 2008
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Posted: Jul 28, 2010 03:11 PM
Msg. 1 of 2
Hi, I'm wondering what I can assume about the original ordering of update messages with the same timestamp. I can see a few options:
1) no ordering can be assumed 2) updates from each market center are ordered with respect to each other only, however, trade, bid and ask updates must be computed separately based on the update type and the appropriate market center code (fields 63-65) 3) all updates are ordered correctly
Any ideas?
Thanks, r.
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