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Date/Time: Thu, 28 Mar 2024 12:46:12 +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: 351
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.