Support Board
Date/Time: Thu, 23 Jan 2025 21:48:45 +0000
Post From: Replaying with DOM?
| [2018-12-06 18:29:55] |
| marc3 - Posts: 1 |
|
Hi Sierra, I just signed up for the trial, and I'm impressed by the quality of the software so far. Maybe you can push me in the right direction: I would like to replay DOM as true to live as possible so I can practice trading, including bid/ask changes a few ticks wide. Currently, with the trial, I can only see 1 bid and 1 ask. If I signed up with a broker or the CME trial data with market depth, will replays work with accurate bids and asks? If so, what resolution is this data? Does it change every tick or every limit order change that would be visible on a live DOM? Would I be able to see things like bids/asks reducing as people cancel their orders? I've read the historical data pricing page, but it only says "with Market Depth", not how much market depth or what frequency it updates. Apologies if this has been answered before, but I searched and couldn't find an answer. Thanks! |