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Date/Time: Mon, 16 Mar 2026 23:09:27 +0000



Post From: CME Data Freezing

[2026-02-06 02:41:59]
User852559 - Posts: 42
I'm seeing some unusual behavior of the NQ order book as well today. I have an installation using Denali data with Teton routing that appears normal. However my 3 installations that are using Denali data with SC All Services show way more liquidity in the NQ than is actually there. One unusual thing that I noticed was that there would be large swaths of offers on the book and then we'd trade through them and that same area would go heavily bid and this would repeat every time we traded through those prices.

Edit: This went away upon restart and doesn't show anymore nor in the historical depth. It started around the time of the data lag and at the same price range so must've been in relation to that.
Date Time Of Last Edit: 2026-02-06 03:19:34