Support Board
Date/Time: Thu, 28 Nov 2024 22:53:30 +0000
Post From: Confirming CME Book Depth and pulling/stacking details
| [2023-03-28 23:47:51] |
| Rickty - Posts: 35 |
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A few questions: (1) To confirm: CME broadcasts - and SC makes available - depth of book out to 100 levels on each side of the book? Even though most trading ladders show only 10? I can see 100 in the DOM but it is not always clear it is updating. That said, I don't expect there will always be updates deeper in the book, but between 10ms update frequency in SC, and sync settings, it is sometimes difficult to verify updates are occuring (2) Is pulling/stacking updated with each new data sample/bar? Asked differently, is there any reason that pulling/stacking would not be updated out to 100 levels, even if changes occurred? |