can you please confirm that every print in T&S is one actual deal (or is it amalgamation of few within some "refresh" interval)?
Same question about DOM changes.
I use IB connection.
Do you print everything what data provider sends you or you do some amalgamation?
If I use events like OnMarketDepth or OnMarketData - are they provide same level of details as NT DOM and TS windows or better?
Thank you
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