Support Board
Date/Time: Sat, 15 Mar 2025 15:15:53 +0000
Post From: Level 2/Market Depth data
| [2022-07-18 23:58:32] |
| User785723 - Posts: 58 |
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There was an error regarding my username that is solved by the broker. Now, my live account works. However, I still have issues with LOB data. For example, I got the LOB data for CME E-mini NQ from 5/10/2022 to 7/18/2022 and saved it in a csv file. The data after 6/10/2022 seems fine but the data before 6/9/2022 is wrong. You can see a screenshot attached which shows the significant difference in terms of the saved depth data file sizes which indicates an issue with older data. |
 LOB data issue screenshot - CME NQ.png / V - Attached On 2022-07-18 23:56:57 UTC - Size: 417.43 KB - 152 views |