PTS
-Interested User-
Posts: 8
Joined: Jun 7, 2004
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Posted: Jul 2, 2004 12:28 PM
Msg. 1 of 2
I'd like to verify the following assumptions about your Level II data feed.
U,INTC,ATTN,0,26.55,0,800,10:28:58,2004-07-02,20,52,5 U,INTC,ATTN,26.55,0,100,0,10:28:58,2004-07-02,20,52,15 U,INTC,ATTN,26.55,26.56,0,0,100,10:28:58,2004-07-02,20,52,15 U,INTC,ATTN,26.55,26.56,100,0,10:28:58,2004-07-02,20,52,15
1) A zero BID price means that ALL Level II BID entries for the Market Maker should be deleted.
2) A zero ASK price means that ALL Level II ASK entries for the Market Maker should be deleted.
3) A zero BID SIZE means that the Level II entry for this Market Maker at the BID price should be removed.
4) A zero ASK SIZE means that the Level II entry for this Market Maker at the ASK price should be removed.
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