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Date/Time: Fri, 10 May 2024 17:47:38 +0000

Post From: Implied Spreads

[2018-02-19 18:41:51] Link To Thread - Link To Post [Go To First Post]
i960 - Posts: 360
Not seeing reliable depth data for ICE spreads right now. _S_SP_LFJ18_CBJ18.FUT_SPREAD.IFEU Which is the Gasoil/Brent J18 crack (traded often), I am seeing depth data that disappears and then comes back, depth missing on one side entirely, depth that doesn't match a DOM from another broker, etc. I fully realize people may be auto-spreading this and some amount of flashing depth is normal, but something looks wrong here as even the bid/ask spread is different. Also, when I say "right now" I mean over the past couple of days I've watched it. I know this used to work fine because I was charting it before without issue. Date Time Of Last Edit: 2018-02-19 18:42:57