So I'm trying to get a quote from a specific ECN using the Sterling API. Thing that I noticed is that I'll look at my level 2 box and for the "TOP OF THE BOOK" I notice that the bid for this specific ECN changed say 10 times. Then I look at the quotes the sterling API gave me and it only changed 3 times. I have tried everything under the sun to fix this. Was wondering if anyone has run into this similar issue, or has an advice on what to do? Thanks
As far as I know the Sterling API is set to update every 100ms vs. realtime. There is a pretty noticable difference between STI data and other data sources. Could be your issue.... ????
hmmmm.... I did not know that. It seems like it is missing more quotes. Probably the solution is just to go w/ a better datafeed vs sterling