> > 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 > ........ > >
Yes, it may be a series of updates instead of delete/insert. I was just using it as an example to demonstrate how market depth becomes invalid after the "delete". --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
