BATB vs ATB

[EKK]

Hi,

It seems there is some inconsistency in market data between BATB and ATB (apart from the fact that BATB is only top10).

They both do not include virtuals - so they should be the same.

I notice that small size (below 1.99 incl) are not included in BATB.

Is that expected?

Thanks

Documentation:

Level / Depth Based Ladders (level, price, size - triples - keyed by level):
size=0 - indicates a remove
batb / batl - Best Available To Back / Best Available To Lay (non-virtual)
bdatb / bdatl - Best Display Available To Back / Best Display Available To Lay (virtual)
Price point / full depth Ladders (price, size - tuples - keyed by price):
size=0 - indicates a remove
atb / atl - Available To Back / Available To Lay (these are the raw / full depth non-virtual prices)
spb / spl - Starting Price Back / Starting Price Lay
trd - Traded

[Lopiner]

It is, they are filtered out, i think the threshold depends on the currency your working with, from memory i believe it's a fixed amount in some currency like GBP so its variable in every other currency.