Ok........ so generally speaking there's liquidity at various prices - not only the ones shown on the DOM but the ones above and below.... there's a limit only to what is shown - the limit can be exchange-driven or platform-driven.

As far as each price is concerned there also could definitely be more than what the 'stated' liquidity is, so it could show 100 lots on the bid but there is what's called an Iceberg order (or refreshing order) behind, so that once say 80 contracts have traded another 100 are loaded up.

Does it make sense?

@xplorer
Do you or anyone else have any experience how close the execution is live with CQG compared to the execution in Sim with CQG in the FGBL contract? Are the fills in Sim realistic?