PelatihA market-by-price feed publishes, for each price level, the total quantity and the number of orders. A market-by-order feed publishes every order individually, with an identifier and its priority, and every change to it.
Quantitative Finance · Glosarium
Apa itu Market by price and market by order?
Dikenal juga sebagai: market-by-price · market-by-order