A share LV1 market, is the existence of this situation. The latest price, the highest price and the lowest price of the A-share abstract are provided directly by the exchange according to the LV2's one-by-one data, and the K-line data is generated according to the requirements of the exchange and can only be generated according to the LV1 split pen data.
One by one: refers to the transaction data of each order, the latest price is generated one by one, A share LV2 has.
Split pen: aggregate the data one by one every 3 seconds, the quotation is weighted average price, A share LV1 has.
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