I have data coming in from dtn and IB. Order connection is dtn 1 , IB 2.
On the charts time and sales etc, does all data come from DtN?
Does only DOM data come from IB?
if a developer is using onmarketdata or any other exotic methods where is L1 bid, ask
coming from which data source. Especially if it is a closed DLL where i dont see the code.
What if the dataprovider is lagging in this case DTN where are the bids offers being pulled from?
best regards
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