Support Board
Date/Time: Fri, 21 Feb 2025 18:45:46 +0000
Package 11 actual depth
View Count: 493
| [2021-01-22 14:41:26] |
| User50927 - Posts: 91 |
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According to the CME website, MBO "describes an order-based data feed that provides the ability to view individual queue position, full depth of book and the size of individual orders at each price level" and therefore it is not clear to me whether I'll need to upgrade to Package 12 instead of 11 if I only need access to full depth. I don't care for the more granular "individual queue position + size of individual order" data in package 12 but I still need access to the entire limit order book which I currently enjoyed under Package 5 + Denali. Thanks.
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