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Info

Natural Refresh is not guaranteed and should not be considered a definitive substitute for recovering lost data. Natural Refresh should only be used in conjunction with Market Recovery.


Example:In this example, the book should be emptied:

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Bid

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Ask

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1. Insert at Bid book level 3, price 40, quantity 10:

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Bid

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10

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40

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Bid

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10

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40

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Bid

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10

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45

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10

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40

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Bid

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10

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45

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10

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40

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Bid

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10

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45

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10

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40

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Bid

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10

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50

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10

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45

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10

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40

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Excerpt Include
BrokerTec U.S. Treasury Market Data
BrokerTec U.S. Treasury Market Data
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