Top of Book - futures trading

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Top of Book

Top of Book (Best Bid/Offer) market data contains all top bid, bid size, top ask, ask size, last trade, trade volume, and timestamp data for exchange traded products.

Source (with edits):

Top of Book data forms part of the Order Book, other parts of the Order Book include Depth of Market (or Level 2 data)

Also abbreviated as ToB and BBO.

Also know as Level 1 data.

See also:

Created by  steve2222 , May 13th, 2016 at 04:26 AM
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