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» 10 deep CME market depth
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| Author | Topic: 10 deep CME market depth (3 messages, Page 1 of 1) |
 skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Mar 23, 2009 01:53 PM
Msg. 1 of 3
Today CME started rolling out 10 levels of market depth on some electronic futures, with the rest to follow shortly. Are there plans to increase the number of levels being transmitted by IQFeed ?
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Stan S -DTN Guru- Posts: 256 Joined: Apr 13, 2006 
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Posted: Mar 24, 2009 07:28 AM
Msg. 2 of 3
Hi Skunk,
It appears the 10 deep is working in IQ. Check @CK9, @ESM9, @SK9 as examples. They have 10. |
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Mar 24, 2009 10:54 AM
Msg. 3 of 3
Hi Stan
Thanks for responding. Yes, it appears to be working today --at least for @YMM9 However, according to my broker, CME are still only transmitting 5 levels for @ES |
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