Hi,
I continue to make good progress with my automation project and I'm gathering as much data for real-time and post event analysis as possible.
I wondered, is it possible that a price could change multiple times between spreadsheet refreshes despite using streaming mode?
I have a VBA collection Keyed by a string representation of the odds available at Betfair. Each item in the collection is a custom object which can store volume and a timestamp.
I'm currently having to assume that when the sheet updates and the volume increases that all of that volume should be attributed to the LTP. Is that fair?
Many thanks,
Rob