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.
Quantitative Finance · Glossário
O que é Streaming quote, liquidity tier?
Também chamado de: streaming quote · liquidity tier