7 ms·
In 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 noti
by MichaelGG 11y ago
In 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.