adanac...do you have more accurate counts/data? I know you state that you can only see the first 30 seconds of the trade and therefore assume that any trade that does not settle by 30 seconds will never be matched, but it would be good to see all the trades that actually do get matched. Since trades have 3 days to settle is looks like you are missing a lot of the action.
Basically when you state that there are still unmatched trades after 3 days...you are really just guessing - that is why I am asking if you have any accurate data.
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