Guides

Three decisions matter early: venue fit, route cost, and how you handle missing data.

Venue
Coverage and depth
Cost
Credits and limits
Continuity
Gaps and recovery

Pick the guide that answers the next real question

Three decisions matter early: venue fit, route cost, and how you handle missing data.

Lock the operating assumptions

Make these calls early so the rest of the integration is straightforward.

1

Lock the venue mix

Pick the venue that fits your history window, book detail, and market breadth.

2

Price the expensive routes

Budget history, order flow, and deep-book calls before sizing polling or replay.

3

Add limits and gap rules

Set rate controls, continuity checks, and recovery rules early.

Good follow-up docs

Once the tradeoffs are settled, move to the interface you are building.