Support Board
Date/Time: Mon, 25 Nov 2024 06:40:17 +0000
Post From: SOFR futures depth data - not receiving
| [2024-03-23 14:16:13] |
| Chad - Posts: 233 |
|
@John, thank you, I should've checked CME's site first for Volume & OI data: https://www.cmegroup.com/markets/interest-rates/stirs/three-month-sofr.volume.html @ticinotrader, thank you for the useful commentary. As an example, SR3H24 depth for 3/8/24 shows on my drive as 398KB. I'll add the later quarterly expiries to my Chartbook for depth download now. |