Snapshot Data: Captures market data at intervals (e.g., one sample per second). This can miss rapid price fluctuations that happen between snapshots, potentially leading to missed triggers.
Tick-by-Tick (TBT) Data: Provides a continuous stream of every trade, ensuring no price movement is missed. This results in more accurate matching of GTT criteria and reliable triggering of orders.
What is the difference between snapshot data and Tick-by-Tick (TBT) data?
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