how to create an nbbo feed with different symbols? #712
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Hi, I'm having difficulty using the NBBO feed. I am trying to adding different exchanges with different symbols into the feed. I want to add OKEx, FTX with contract 'BTC-USD-PERP' and dYdX with contract 'BTC-USD'. is it possible to add them together? Thank you.
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Replies: 1 comment
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You can't - such a thing wouldnt make sense. You can only make an NBBO of the same symbols. Similarly, you need to add at least two exchanges. I can add some code so these things raise errors if they are attempted. |
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You can't - such a thing wouldnt make sense. You can only make an NBBO of the same symbols. Similarly, you need to add at least two exchanges. I can add some code so these things raise errors if they are attempted.