Sterling Level II crossed prints

Discussion in 'Trading Software' started by 6pst6, Dec 7, 2009.

  1. 6pst6


    Is there anyway to fix the crossing market on the level II? When the volume ramps up, it's hard to even look at the L2 to see what the current price/spread is
  2. 6pst6


    This is the demo by the way, so the real thing might be different
  3. punter


    no better live if you subscribe to all data. if you only subscribe to top of book of all ecns, you won't notice anything ever.

    (i'm not saying its shit software. but this is what you should expect from the lowest execution costs)