Support Board
Date/Time: Tue, 16 Sep 2025 14:30:43 +0000
Post From: Orderbook data
| [2022-01-11 04:30:09] |
| User5044343 - Posts: 68 |
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I process the data as I get it from the DTC server feed when requesting type 102 and receiving 140. I process it in order received. I find it very odd that there would be a delete on that large of a scale, but if you are saying it legit and it must be how cme sends it. |