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The netting I believe is correct, thought I think the frequency is
more often than once a second. Don't have an official source, just
from watching.
Here's what's coming from cbot...
http://www.cbot.com/cbot/docs/q12.pdf
Chris
--- In realtraders@xxxxxxxxxxxxxxx, Mano Appapillai
<manoappapillai@xxxx> wrote:
> Chris
> Here is what I was told by someone who knows:
>
> Current a/c/e system nets the quotes and blast them out in a batch
every 1 second. The new eCBOT system based on LIFFE Connect will be
real time streaming quotes.
>
> mano
>
>
>
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