Skip to end of metadata
Go to start of metadata

This topic describes book management for Market by Price (MBP) and Market by Order (MBO). MBP disseminates an aggregate book with summarized order quantities and order counts at a given price level for an instrument. MBO disseminates individual orders and quotes at every price level for the given instrument. MBP and MBO updates will be embedded on the same market data incremental events and channels.

  • No labels