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DOM level depth
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DOM level depth

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Evidence Alpha
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DOM level depth

Regarding the Level 2 datafeeds at Interactive Brokers on CME and CBOT exchanges ...how many lines of market depths do you get on YM or ES ? Thank you

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Evidence Alpha View Post
Regarding the Level 2 datafeeds at Interactive Brokers on CME and CBOT exchanges ...how many lines of market depths do you get on YM or ES ? Thank you

Hi... the max levels you get are exchange dependent, not broker dependent

This should be what you're looking for

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Source: http://www.cmegroup.com/market-data/files/cme-group-market-depth-faq.pdf

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