Support Board
Date/Time: Wed, 05 Mar 2025 18:13:42 +0000
Post From: Orderbook data
| [2022-01-11 04:30:09] |
| User5044343 - Posts: 68 |
|
I process the data as I get it from the DTC server feed when requesting type 102 and receiving 140. I process it in order received. I find it very odd that there would be a delete on that large of a scale, but if you are saying it legit and it must be how cme sends it. |