3 ms·
Can you guys explain what you mean by a sentinel order?
by HiLo 11y ago
Can you guys explain what you mean by a sentinel order?
- MichaelGG 11y agoIn this case, a sentinel order exploits the speed differences between different data feeds. So if an exchange sends data on executed trades out slowly, but notifies traders of their own trades in a fast way, then you place a small order so you can see market activity faster than the general activity feed.