LP Continuity of Rate Provision
How continuous is pricing e.g. do they gap when market events happen?
It is important to have an understanding of an LPs continuity of pricing, especially if they are used in price formation. News events can be viewed in top-of-book by going to news events tab and selecting the affected instrument.
If your price for specific instruments is reliant on a small selection of LPs, you need to know if there is any chance of pricing gapping.