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Date/Time: Thu, 06 Mar 2025 22:23:45 +0000

Post From: Limit the number of levels in the pull/stack sum?

[2020-08-20 16:28:29] Link To Thread - Link To Post [Go To First Post]
FuturesTradeKing - Posts: 13
Question, how many levels are included in this value? If the answer is ALL levels using the Denali feed, can you make a change to limit the number of levels? Generally only 10-15 levels are needed to examine the book for local price changes. Including ALL levels will mean including very large target limit orders that sit in the book far awway from price.
0x Thank you
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