Hi,
I noticed that lt_ma sometimes reaches unrealistically low values. For example, it is the case of greyhound markets where some selections begin to be traded a few minutes before the off. If the market history depth is too long (10 minutes is sometimes too long) the computation of lt_ma takes into account also 'zero' prices. Is it possible to include into the computation only real last traded prices >=1.01 (i.e., to compute lt_ma from the momemt when trading begins)?
mkas