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Date/Time: Sat, 20 Apr 2024 02:53:28 +0000

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

[2019-12-09 00:28:15] Link To Thread - Link To Post [Go To First Post]
zippyzip - Posts: 293
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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