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Date/Time: Sun, 05 May 2024 13:28:39 +0000

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Post From: [Programming Help] - Detecting

[2022-12-07 04:19:20]
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T44 - Posts: 363
I want to set an alert / make an indicator value TRUE on these events:

bid-ask spread increases > X ticks
several levels are 'cleared out' of the order book (e.g. ask side) without a trade on the opposite side (e.g. at bid)

Is this possible with the CME data feeds provided by Sierra / Denali?