2 ms·
(I don't know a whole lot about the intricacies of trading) Is there a minimum standard "resolution" for trades, or is everything sort of a best effort based on
by bentcorner 14y ago
(I don't know a whole lot about the intricacies of trading) Is there a minimum standard "resolution" for trades, or is everything sort of a best effort based on the speed of the computing hardware involved?
- niggler 14y agoEach exchange is implemented differently. Some have much lower round trip latency times, but currently latency numbers are in the microsecond range. The quotes themselves are provided with resolution from 1msec to 1nsec (depending on the exchange and on the type of data you wish to receive)