Support Board
Date/Time: Sat, 30 Nov 2024 04:33:48 +0000
Post From: Custom studies question and MBO question
| [2022-12-24 18:41:30] |
| Profile Trader - Posts: 174 |
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SC is 100% correct you can not accurately determine que location based on order ID. IF someone(computer) is refreshing an order to fall back in the que (spoofing) the order ID will stay the same at the CME matching engine. This is one reason why the hope has been that SC will expand the level of info offered with the MBO datafeed. Things like: 1.No size filter 2.Complete modification list(Cancel, ReplaceSize, ReplacePrice, etc. 3.Original CME engine time stamp. SC has there been anymore discussion on this around the break room table? Insight that you might be able too share? Thanks, Doug Date Time Of Last Edit: 2022-12-25 19:21:23
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