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Date/Time: Tue, 06 May 2025 09:17:06 +0000



Post From: is Market Depth lvl 2 required for Volume profile?

[2025-01-14 19:05:12]
Alex01 - Posts: 17
Hi,

If I choose package 11 (Denali/Teton), am I fine with top of the book CME data for volume profile? Do I need CME Market Depth data (lvl 2), will I get better volume profile with that or top of the book will yield the same result as lvl 2 data? I'm not using level 2/time sale data at all to trade.

Thanks
Date Time Of Last Edit: 2025-01-14 19:06:24