How to Measure Price in Quantity Trading

Both sides of the trade would then need to agree at the outset what the time period over which you're going to be measuring these prices. Because people obviously have different levels of size and percentage till that's done, right? That's right. So time is not part of the prescription or it's notpart of the input that we take in. It's the percentage rate and as long as they have quantity, as long as their price limit left and neither of them cancels, literally the stream could last the entire day. We've had streams that have lasted the entire day,. But it's important that the broker whose algo is coming to PureStream has the ability to cancel at any