Support Board
Date/Time: Mon, 03 Mar 2025 10:38:17 +0000
Post From: Market by Order data
| [2021-06-04 17:57:48] |
| Chad - Posts: 234 |
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Well, where are they among the displayed lots, how are they distributed? I'm asking this under assumption that MbO data is consistent with FIFO matching engine. Perhaps CME doesn't make 1-lots viewable due to server storage/operational savings? @SCE: Also, in the documentation for MBO it states "There is no support for recording market by order data or downloading of historical market by order data." -> might this change in a future release, so I can run some modest backtests with it? Again, I understand that this increases the storage/file size requirements. And thanks for these great changes, I continue to be very pleased with your software. Date Time Of Last Edit: 2021-06-04 18:45:27
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