Support Board
Date/Time: Sun, 02 Nov 2025 16:10:36 +0000
Post From: SOFR futures depth data - not receiving
| [2024-03-22 20:30:40] |
| Chad - Posts: 238 |
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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
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