Important Notice: Our web hosting provider recently started charging us for additional visits, which was unexpected. In response, we're seeking donations. Depending on the situation, we may explore different monetization options for our Community and Expert Contributors. It's crucial to provide more returns for their expertise and offer more Expert Validated Answers or AI Validated Answers. Learn more about our hosting issue here.

Is Eurex exchange broadcasting all market information repeated/multiple over some period of time, or does the exchange only send out messages when there is a change of price in market?

0
Posted

Is Eurex exchange broadcasting all market information repeated/multiple over some period of time, or does the exchange only send out messages when there is a change of price in market?

0

As long as there are no changes in the inside market (prices or quantities) the Inside Market broadcasts contain blanked fields. If a price / quantity pair is removed (because it has been matched away and nothing is left in the book) the broadcast should contain both price and qty fields set to +00000000.

Related Questions

What is your question?

*Sadly, we had to bring back ads too. Hopefully more targeted.

Experts123