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Direct MessagesDate/Time: Fri, 26 Apr 2024 11:31:40 +0000
Post From: time and sale data difference for cme e-mini futures between Denali delayed source and IB
| [2022-04-25 00:39:11] |
| User495091 - Posts: 3 |
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I compare time and sale for CME e-mini future between Denali delayed data and IB data. they are not same. for example, sometimes, IB data shows the trade is on BID side while Denali data show trade is on ASK side. wonder why?
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