TRTHAPI provides the "applyCorrections" option, we would like to understand what it means. Does it mean it processes and applies the corrections messages provided by the source exchange or something else?
The apply cancellation and correction feature enables the user to automatically adjust the time series data for cancellation and correction message, providing corrected data. You need to enable this feature in output settings. Another important point to note is that this feature will work for a subset of exchanges supported on TRTH.