Hi,
If I turn streaming on then the lay book % goes over 100. If I turn streaming off then the lay book % stays below 100.
Any thoughts ?
Thanks,
Streaming / Lay book Percentage
OK. I didnt think that was supposed to happen anymore with the BF cross matching thingy ?Euler wrote:It's happening regardless of streaming or not, just a quirk of the market by the look of it.
