Price spreader/skewer
The Price Spreader can spread and skew prices and re-publish them within the correlator. Configurable parameters for spreading and skewing come from an underlying session, which may be either an IAF adapter or another synthetic datasource.
The Price Spreader supports connections to sessions which have the following datastream capabilities, and will attempt to connect to them in the following order of priority:
1. Aggregated Book
2. Depth
3. Best Bid Ask