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Date/Time: Tue, 14 May 2024 03:54:09 +0000



Post From: Estimated Position in Queue (EPIQ) on DOM

[2016-05-29 18:45:45]
norvik_ - Posts: 106
The key word of this feature describtion at XTRADER page is "approximately". Exact calculation of this value is impossible without L3(non-aggregated orderbook) data, which are avaliable only for licenced Market Makers in NASDAQ, and I don't know about CME is it possible to get it at all or not.