A query regarding this method. In the docs, it states this is a realtime stream. I was wondering though, at the lowest level, does this event fire for every single book update in the data stream? Are they ever consolidated in any way by ninjatrader or the data provider (say, kinetic or continuum). What sort of latency would you expect between the exchange update and the event firing?
Any info you can provide around these topics would be appreciated.
Thanks.
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