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changes.mady.by.user Matthew Whitaker

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Comment: Published by Scroll Versions from this space and version 1.3.12

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Info
titleMDUpdateAction

Clients may receive MarketDataIncrementalRefresh messages with MDUpdateAction = Change, but has no change in amount or price due.

This is due to CboeFX sending updates for Iceberg orders when MaxShow is specified, leading to updates with same visible MDEntryPx and MDEntrySize.

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