Support Board
Date/Time: Fri, 14 Mar 2025 15:24:01 +0000
is Market Depth lvl 2 required for Volume profile?
View Count: 119
| [2025-01-14 19:05:12] |
| Alex01 - Posts: 17 |
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Hi, If I choose package 11 (Denali/Teton), am I fine with top of the book CME data for volume profile? Do I need CME Market Depth data (lvl 2), will I get better volume profile with that or top of the book will yield the same result as lvl 2 data? I'm not using level 2/time sale data at all to trade. Thanks Date Time Of Last Edit: 2025-01-14 19:06:24
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| [2025-01-14 19:17:02] |
| John - SC Support - Posts: 38659 |
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Volume Profiles do not use the Level 2 data. The Volume Profile is based on actual trades, not the resting orders on the DOM.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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