I see my mistake - so exch time is last modified registered time at exch.
I went through the Article you suggested.
Things I can understand - there might be some tick drop while receiving ticks due to internet fluctuation.
I am little bi…
I am positing some screenshot here. Right now my system has max latency of 400ms.
on this chart, we are using different timezone, so time axis is off by 1hr, so please ignore that.
plot has two lines- green line is best bid price at that tim…