Support Board

Date/Time: Mon, 13 May 2024 07:41:56 +0000

Post From: MBO with Denali

[2021-02-05 17:43:29] Link To Thread - Link To Post [Go To First Post]
Profile Trader - Posts: 168
John a few more questions with regards to MBO data feed... 1) Are you sending all of the Trades executed (and not just the ones with size greater than 10)? 2) Is it possible to see the aggressor and passive order id's that are associated with each trade in the mbo data feed? 3) If answer for #2 is yes, do I need to purchase the MBO feed to get this information. In other words, at this time, all I'm looking for is the 2 unique identifiers for the order id's that were used on each trade, and not necessarily the list of orders standing on the order book or the change requests (add, replace, cancel) to the order book. Does the standard Denali data feed offer that info or only MBO data feed?