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Date/Time: Thu, 28 Nov 2024 13:37:16 +0000



Post From: SC replay - record everything

[2023-05-01 15:48:56]
VLiviu - Posts: 223
So the manual says:
"The downloading of historical market depth data is only supported with certain exchanges (CME, CBOT, NYMEX, COMEX, EUREX, CFE, NYSE, NASDAQ, AMEX) and only when using the Denali Exchange Data Feed or the Delayed Exchange Data Feed. It is not supported with other data feeds."

So, I am always connected to Teton CME order routing.
This means I can download the data, right?

Thanks