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by evanpw
3798 days ago
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The different feeds are irrelevant in this case, because no exchange sends (to any feed) information about: a) incoming immediately-executable orders, or b) unexecuted portions of an order which will be routed to another destination. The first anyone will hear about an incoming order is when it executes, and the first they'll hear about the routed portion is when it executes somewhere else. |
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