CME Data Enhancements coming

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momentum
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CME Data Enhancements coming

Postby momentum » 02 May 2016

CME is providing information linking price and orders described here: http://www.cmegroup.com/globex/2016-04- ... -soon.html

Can MC now or is it planned that this information in the feed can be captured programmatically or natively?

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Henry MultiСharts
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Re: CME Data Enhancements coming

Postby Henry MultiСharts » 02 May 2016

Hello momentum,

This is something that CME should start providing first. Then depending on the way and form they provide it - the data provider / broker should stream it using his API. Only once that is done we will be able to evaluate if such functionality can be added or not.


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