2 ms·
There is a thing in trading we call a drop copy that is basically a side channel verification of trades (besides the normal execution messages you get in the or
by jnordwick 9y ago
There is a thing in trading we call a drop copy that is basically a side channel verification of trades (besides the normal execution messages you get in the order stream). House trades and street (market) trades are constantly being verified and double checked against each other.
I'm surprised they don't have something similar to catch these errors.