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us_lv2_order_uses_exchange_cache

Function us_lv2_order_uses_exchange_cache 

Source
pub fn us_lv2_order_uses_exchange_cache(info: &CachedSecurityInfo) -> bool
Expand description

C++ QotRealTimeData::ParseUSLv2ToMainCache treats normal US securities (for example AAPL whose backend instrument_type is 3) as exchange-level LV2 sources: NASDAQ TotalView / ARCA first write (stock_id, lv2_type), then all sources are merged into the public orderbook cache. Indexes do not use this stock LV2 merge path.