>-- delete bid level 1 from the queue >-- shift the remaining levels 2 through 9 up by 1 >-- insert level 10
Are you sure it works that way? I thought that after uptick IB server does something like this: Before uptick best bid 900.25: level 1 price 900.25 level 2 price 900.0 level 3 price 899.75 ...... After uptick best bid 900.5 level 1 update price 900.5 level 2 update price 900.25 level 3 update price 900.0 ........ --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
