On IB TWS, there is a trading venue called LAVA, when I send order via LAVA, on Genesis level II, it shows both FLOW and ADFN updated? I wonder if they are the same stuff?
thank you. one more question, hope you or anyone can shed some light. My program receives level 1 data from nasdaq, sometimes, on level 1 data, there are level 2 information from exchanges like Bats, which is normal. but sometimes the timestamp of the level 2 from bats is delayed 5 min. what happened?