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Date/Time: Tue, 14 May 2024 01:00:34 +0000

Post From: SOFR futures depth data - not receiving

[2024-03-23 14:16:13] Link To Thread - Link To Post [Go To First Post]
Chad - Posts: 231
@John, thank you, I should've checked CME's site first for Volume & OI data: https://www.cmegroup.com/markets/interest-rates/stirs/three-month-sofr.volume.html @ticinotrader, thank you for the useful commentary. As an example, SR3H24 depth for 3/8/24 shows on my drive as 398KB. I'll add the later quarterly expiries to my Chartbook for depth download now.