Missing Bid-Ask levels - page 7

 
Andrey Gladyshev:
Aggressive orders are matched with limit orders, each satisfying its side.
That's the only way.

I have nothing more to add. I can only see a misunderstanding of matchmaking on your part.

asd

 
Andrey Gladyshev:
This is the only way.

Andrei, you've got it right. Don't waste your energy in vain.


 
Алексей Тарабанов:

If it were a queue, it would be different. But - it's not a queue, it's a stack, a queue in reverse. The last one to show up becomes the first one to perform.

The queue is figurative, but still not a stack at all, because it's not the time that counts, it's the price. But at one price, it's already a queue, so I'm right, you're wrong).

 
Aleksey Mavrin:

The queue is figurative, but still not a stack at all. because it's not the time that counts, it's the price. But at one price, there's already a queue, so I'm right, you're wrong)

Alexei, well, the last bidder always gives the best price. Or is it not so?

 
The S&P 500 has a FIFO rule. First in, first out.
That is, first in the book, you will be the first to be executed.
 
Алексей Тарабанов:

Alexei, well, the last bidder always gives the best price. Or does it?

The last bidder does not necessarily give the best price.
If your limit bidder gets in line with existing bids,
then this event does not improve the price.
If you stand empty in the spread, then you have improved the price.

 
Dmitriy Skub:

Andrei, you've got it right. Don't waste your energy in vain.


Thank you.

 
Dmitriy Skub:

Andrei, you've got it right. Don't waste your energy in vain.


This whole discussion is a tailwind.
There has been no result so far. And perhaps there won't be any.

The developers are silent. Neither yes nor no. At least they would say something.
There will be a lucid answer and the subject can be closed.

 
Алексей Тарабанов:

Alexei, well, the last bidder always gives the best price. Or doesn't it?

No, you can bid at any price (in some cases within the available range).

Reason: