If I want multiple DOM levels to record from a external feed for market replay, is the best option to add the data together to achieve the effective DOM spread I need before it comes into NT?
i.e. if I need 5M, I add the first three levels together 1.5,1,2.5 to get the effective spread for my 5M, but replay would see it coming in as a single 5M level...
Will NT external feed ever support multiple DOM levels?
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