Joined: Jun 7, 2004
Posted: Jul 2, 2004 12:28 PM
Msg. 1 of 2
I'd like to verify the following assumptions about your Level II data feed.
1) A zero BID price means that ALL Level II BID entries for the Market Maker should be deleted.
2) A zero ASK price means that ALL Level II ASK entries for the Market Maker should be deleted.
3) A zero BID SIZE means that the Level II entry for this Market Maker at the BID price should be removed.
4) A zero ASK SIZE means that the Level II entry for this Market Maker at the ASK price should be removed.