GREY:ARGEF - Post by User
Comment by
collectivepitchon May 26, 2014 10:48am
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Post# 22597886
RE:RE:RE:RE:Level II
RE:RE:RE:RE:Level IIallinenergy2 wrote: That is peculiar but it could be possible of course.
Could you post your L2 so I can verify? tia
Yes, I could! Don't even know if my Lvl II incorporates ATS data. I can remember selling/buying large blocks where the fills suddenly came out of nowhere (could be ATS or trading bots that auto refresh on fills). Anyways, it could be your Lvl II data provider doesn't incorporate stuff from ATSes...