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Foreign Exchange
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Price banding Market Data
Stefan Bergqvist <>
14 Jan 2005 9:39AM ETWe plan to implement price banding in our streaming MarketData, meaning that we will have different spread depending on amount. The way we currently think we'll implement it is to send several marketData entries in a marketData Msg, each entry describing the bid or offer of its band.
I simply wonder if anybody has any experiences in this area?
Price banding Market Data
Stefan Bergqvist 14 Jan 2005 9:39AM ET
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