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Quantitative Finance · Glossário

O que é Streaming quote, liquidity tier?

Também chamado de: streaming quote · liquidity tier

Definition 15.1 Markets II: Rates, FX and Credit · Capítulo 15 — FX Spot Microstructure

A streaming quote is a bid and an ask, for given sizes, that a liquidity provider publishes continuously to a client or a platform and updates many times a second; the client trades by sending a request at a displayed price. A liquidity tier is the set of spreads and sizes a provider shows to a group of clients, set by its view of their flow.

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