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Date/Time: Mon, 12 Oct 2026 07:18:03 +0000



Post From: Does Does the Denali Exchange Data Feed Include Order Book Depth Data

[2026-10-12 02:42:43]
User244102 - Posts: 1
Does the Denali Exchange Data Feed, CME Group, non-professional, with the market depth option, write every depth change to the .depth files in Data\MarketDepthData when Record Market Depth Data is on, for MNQ?” and “Which package is needed for that?