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Date/Time: Thu, 25 Apr 2024 04:19:25 +0000

Post From: CQG data for crude CL has only 400/400 levels + SWITCH TO DENALI

[2020-04-01 12:43:15] Link To Thread - Link To Post [Go To First Post]
User311344 - Posts: 136
No it is not counted this way. It is 800 each side. And really at this point we can make that anything. We could make it 5000. We can then say we have got 5000 levels of depth. It is meaningless because 5000 levels do not even exist. We just found that 800 was more than sufficient. We should probably make the number 1000 and just say there is full depth. We should not even be mentioning a number any longer. Hey, Im glad this 480 capping is being sorted out, but per what you said above, please take a look at enclosed chart showing historical number of levels for ES. As you can see Ask side often reaches 800 levels and is being cut off. So if theres no problem for you to make the number of available levels higher, could you make it so it would surelly contain all available depth from the exchange? 1500 levels per side would be a really reasonable value. Thanks in advance!


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