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»Forums Index »Archive (2017 and earlier) »IQFeed Datafeed Wish List »10 deep CME market depth
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 ?

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006
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.

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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