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?
CME Data Enhancements coming
- Henry MultiСharts
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Re: CME Data Enhancements coming
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.
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.