4 ms·
I assume L2 in this context means level 2 and not layer 2?
by arcticbull 5y ago
I assume L2 in this context means level 2 and not layer 2?
- gpderetta 5y agoyes, full depth (or at least multiple price levels), as opposed to L1, i.e. just top of book. L3 would be order-by-order.