What is actually last traded time and exchange time in WebSocket? Why is there such a huge (around 10 seconds to 5minutes) gap between those 2 times, especially for illiquid stocks. Thank you for answering in advance.
What is actually last traded time and exchange time in WebSocket?
The last traded time is the timestamp when actual trade has taken place. The exchange time is the timestamp at which the last tick has come i.e any of the quote fields has changed like market depth, etc. Go through the documentation here.
