Open ghost opened 9 years ago
a lot of protocols has decimal conversion factor other than ITCH's 1e-4, for example MDP3 has a factor 1e-7. some protocols has variable (by instrument) factor.
a lot of protocols has decimal conversion factor other than ITCH's 1e-4, for example MDP3 has a factor 1e-7. some protocols has variable (by instrument) factor.