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Are trades synced with level updates? #1

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NikhilKokra opened this issue Jul 27, 2021 · 0 comments
Open

Are trades synced with level updates? #1

NikhilKokra opened this issue Jul 27, 2021 · 0 comments

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@NikhilKokra
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I've observed trades occurring outside the spread and inside the spread. Why is this happening? Are the trade updates out of sync with level updates? Does your matching engine allow trades to occur outside the spread?
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@NikhilKokra