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Date/Time: Sat, 23 Nov 2024 05:51:28 +0000



Post From: Not receiving full market depth data for (Symbol VX)

[2024-09-10 23:54:11]
User920222 - Posts: 10
"If you are referring to the "50" that is inside of the parentheses after the word "Total" - i.e. "Total(50)" at the bottom of the Market Depth Window, then that has nothing to do with price. You can not have a Total Price, that value is the number of Market Depth values. So there is a total of 50 market depth data records for both the Bid and the Ask.

This is correct for that symbol. There is no other data available.|

I have been using the data inside the parenthesis (for symbol CFE symbol vx) for trading algorithms for years without a problem until recently. The number on the bid side fluctuates between 180 and 250 depending on market conditions. The number on the ask side remains steady at 200 plus or minus 10. So, the numbers remaining at 50 the entire day is not correct. If you take any other contract, the numbers inside the parenthesis fluctuate. This has never happened before. Can someone please figure out what the problem is. Thank you.