Support Board
Date/Time: Wed, 05 Nov 2025 06:53:52 +0000
Post From: [Programming Help] - Detecting
| [2022-12-07 04:19:20] |
| T44 - Posts: 363 |
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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? |