> What you mean is the data is recorded in each second. > Yes, he market data is saved in 1-second snapshots.
So cumulativeBidSize is the sum of Bid Size(5 or 10 items depend on the > data source) at the end of that second. > Yes. > And Volume is the total number of the security traded in that second. > > Yes. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/groups/opt_out.
