software developers analysing data feeds, page-31

  1. 11,875 Posts.
    hi adam,

    just a quick comment

    I think data provided with the least amount of vendor meddling/processing is the way to go

    I don't know what a raw market depth feed looks like, but there are things (such as depth replay) that just cant be done with what's available out there from any data vendor

    and I would imagine providing data in its rawest form is the least amount of work for you


 
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