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0 pointsarcticbull4y ago0 comments

I assume L2 in this context means level 2 and not layer 2?

0 comments

yes, full depth (or at least multiple price levels), as opposed to L1, i.e. just top of book. L3 would be order-by-order.

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0 pointsarcticbull4y ago0 comments

I assume L2 in this context means level 2 and not layer 2?

yes, full depth (or at least multiple price levels), as opposed to L1, i.e. just top of book. L3 would be order-by-order.

j / k navigate · click thread line to collapse