Price-Time Priority vs Pro-Rata Fills
Why two orders at the same price get different fills: price-time priority, pro-rata and parity allocation, worked through one book with real market data.
#order book
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Level 1 vs Level 2 vs Level 3 Market Data
Level 1 vs Level 2 vs Level 3 market data, explained with real quote panels: top of book, depth by price, order by order, and what retail feeds skip.