2 ms·
Why not 1 minute then? You have ignored the whole issue of how are you then ordering those contracts in 30second batches?
by infecto 2y ago
Why not 1 minute then?
You have ignored the whole issue of how are you then ordering those contracts in 30second batches?
- mikewarot 2y agoWe already have systems for that, I believe it's the highest prices get filled first, but I'm not a trader.
- infecto 2y agoCertainly systems exist, it was mostly a rhetorical question though. People love to say just run batches every N without diving into the complexity that exists. All they would accomplish by creating batches is wider bid/ask spreads.