Support Board
Date/Time: Tue, 11 Mar 2025 17:14:04 +0000
time and sale data difference for cme e-mini futures between Denali delayed source and IB
View Count: 448
| [2022-04-25 00:39:11] |
| User495091 - Posts: 3 |
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I compare time and sale for CME e-mini future between Denali delayed data and IB data. they are not same. for example, sometimes, IB data shows the trade is on BID side while Denali data show trade is on ASK side. wonder why?
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| [2022-04-25 10:58:54] |
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Yes this does make sense. Only the Denali Exchange Data Feed will be accurate in regards to Bid volume and Ask volume.
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