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Date/Time: Sat, 28 Mar 2020 09:34:25 +0000



Post From: bids offers closes to price on market depth historical graph

[2019-12-09 00:28:15]
User322949 - Posts: 245 | Ending Date: 2020-03-31
rigtht but can we have the missing orders , you cant mix implied depth with quanitity and size , your results are all incorrect and this can be checked down to the millasecond from CME , so friday it looked like the data was correct but lagging and tonight its incorrect again and missing 34orders on bid and 28orders on offer .you can see the difference in RED and the match in GREEN . pic below
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