Why Two Order Books Differ: Snapshot and Update Checklist

Blank review checklist

1. What venue, instrument and subscribed depth are recorded?
Notes: ______________________________

2. What snapshot identifier and capture time exist?
Notes: ______________________________

3. What sequence fields belong to each update?
Notes: ______________________________

4. Does quantity mean replacement or increment here?
Notes: ______________________________

5. Was a gap or checksum failure recorded?
Notes: ______________________________

6. Is the state current, rebuilt, stale or unknown?
Notes: ______________________________

Keep original evidence separately. Unknown facts stay unknown. No live account check is performed.