So that should not affect once my order is accepted at price 5.5, at a point in time after the order acceptance the traded at 5.5 is £95 and the Waiting queue is £431. So once £526 is traded at 5.5 "at least" my £4 should be matched...? I don't care someone came in after my order, neither some of the £431 were cancelled, as that would have just made my £4 match earlier than £526...ShaunWhite wrote: ↑Mon Apr 12, 2021 8:30 pmYour data sample rate could be an issue. 1s is a lifetime and there could be 20 orders/fills/cancellations in that time even at prices above and below touch price. At peak times I'm getting a market change message about once every 17ms, 60 a second. That's the frequency of mains buzz !
However, if cross-matching throws in Lay bets on this runner from Back bets by other people on other runners, then that does mess things up.
This discrepancy doesn't occur too often, so I am suspecting it is cross matching.