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Date/Time: Wed, 12 Feb 2025 12:57:04 +0000



Post From: Market by Order

[2020-03-07 20:55:46]
SpearChucker - Posts: 104
Any plans to take advantage of the rest of the data (beside Full Market Depth) available from the CME MBO? Like - 1) View Individual Queue Position and 2) Size of Individual Orders at each Price Level.

Some nice info available:

https://www.cmegroup.com/education/market-by-order-mbo.html