Support Board
Date/Time: Mon, 03 Mar 2025 01:31:35 +0000
Post From: Reconstructing market orders with SC data
[2019-05-24 21:16:59] |
jeremy3s - Posts: 2 |
I have read in your forums that 100% accurate reconstruction of market orders at a single price is possible with SC data feed and CME data. Does the SC data feed include extra information that providers such as Rithmic and CQG omit to make this possible?
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