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Date/Time: Tue, 14 May 2024 10:11:03 +0000

Post From: SOFR futures depth data - not receiving

[2024-03-22 20:30:40] Link To Thread - Link To Post [Go To First Post]
Chad - Posts: 231
I've got CME SOFR futures ('SR3?##-CME' as well as 'SR1?##-CME') market depth enabled/supported under Symbol Settings, as well as recording 60 levels of it, but very scant receipt in the MarketDepthData subdir for them. Any idea what might be wrong? I get all the expected depth data for other CME Group exchange markets. Date Time Of Last Edit: 2024-03-22 20:33:29