Support Board
Date/Time: Mon, 31 Mar 2025 07:55:56 +0000
Post From: 300 Levels of Market Depth Available for CME Symbols with Sierra Chart Exchange Data Feed.
| [2019-06-16 08:52:33] |
| binaryduke - Posts: 378 |
|
These additional levels are great and appreciated. It would be wonderful to provide access to the full book at each level using the MBO order IDs so that as well as position in queue, analysis of the individual orders at each price level can be undertaken - even just exposure in ACSIL would be ok. Example here: https://www.cmegroup.com/education/market-by-order-mbo.html (bottom image on the page). This capability already exists within Rithmic's API. |