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Date/Time: Sun, 28 Apr 2024 14:41:13 +0000



Post From: I noticed today the order book now has the implied book added.

[2021-03-24 18:37:25]
uM8137 - Posts: 180
Out of curiosity, what other data vendor feed do you use that doesn't merge the two update types as the CME says you must for correct inside prices? It can't be CQG or Rithmic because they match Denali, they do the same.
Date Time Of Last Edit: 2021-03-24 18:38:40