What A-share Level 2 Data Actually Contains
What A-share Level 2 data actually contains: Shanghai and Shenzhen snapshot depth, order-by-order and tick trade streams, plus the field map to US feeds.
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What A-share Level 2 data actually contains: Shanghai and Shenzhen snapshot depth, order-by-order and tick trade streams, plus the field map to US feeds.
What is China's dragon-tiger list? After each close, Shanghai and Shenzhen name the top buying and selling brokerage branches. What it can and cannot show.