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Date/Time: Fri, 19 Apr 2024 06:30:36 +0000



Post From: Available: More Market Depth Levels for CME Futures with SC Exchange Data Feed!

[2019-01-11 02:00:05]
trad - Posts: 22
1/

Can we see a list of instrument which support 50 market depth levels?

2/

May be I suggest to enable limited history ... 1 - 2 days at most for market depth of these popular instruments as well ...

This will remove the need for running sierra all the time just to collect market depth data.

Thanks.