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Continue to ChatThe whole point of having a last price consolidated data stream is a single way of understanding last sale and best bid that everybody can rely on, people can't just pick whatever method they think benefits them and call that reliable. - John Ramsay from https://whatsmyquote.com/quote/the-whole-point-of-having-a-last-price-consolidated-data-stream-is-a-single-way-of-understanding-last-sale-and