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Order book snapshot #559

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jshellen opened this issue Oct 6, 2020 · 0 comments
Open

Order book snapshot #559

jshellen opened this issue Oct 6, 2020 · 0 comments

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@jshellen
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jshellen commented Oct 6, 2020

Hi,

I have two questions related to the order book snapshot:

(1) How should I infer the time-priority at some specific price level x from the snapshot information?
(2) Is it possible that the snapshot contains marketable bids or offers?

Thanks
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@jshellen