Normalized book ticker data type | Voters

Normalized book ticker data type

complete

Thaddeus

Quote/bbo/booktTcker native market data feeds for some exchanges provide more granular (higher frequency) updates than order book L2 feeds (for example binance @depth vs @bookTicker)

November 9, 2021

Thaddeus

marked this post as

complete

(still needs documentation)

Jonathan Shore

Should also note that some exchanges, such as coinbase have L3 feeds (though not documented). So there is more granular information available for some exchanges ...

Thaddeus

marked this post as

in progress