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Direct MessagesDate/Time: Sun, 28 Apr 2024 17:13:35 +0000
Post From: Level 2/Market Depth data
| [2022-07-21 02:09:39] |
| User785723 - Posts: 57 |
|
One observation: 1. I loaded NQU22 chart with data rollover. The depth data files before 6/10/2022 are small sized (less than 50MB) and they get big size after 6/10/2022 (more than 100 MB). 2. I then loaded NQM22 chart. The depth data files before 6/10/2022 are getting added in size and the older depth data seems to be downloaded correctly. So my conclusion is that there might be an issue on the platform with rolling over the depth data to previous Futures contracts. Please let me know. |