Support Board
Date/Time: Mon, 10 Mar 2025 03:00:04 +0000
Post From: MBO Data related question
| [2022-03-10 14:33:38] |
| ejtrader - Posts: 688 |
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SC Team - Have a question related to the MBO data. -- Does MBO data contains the time when the order is made into order book? -- Is this data provided by CME? -- If CME provides this data - is this tracked as part of Sierra. From current structure of MBO - it doesn't appear like it is tracked in Sierra - but not sure whether this data is actually provided by CME or not. Thanks |