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- Wed Feb 17, 2021 6:29 pm
- Forum: General forum
- Topic: Bookmap SI indicator.... stop run calculation - MBO Data
- Replies: 0
- Views: 3745
Bookmap SI indicator.... stop run calculation - MBO Data
Would it be possible to clarify beyond my current understanding what MBO data (Rithmic in case of Bookmap) actually shows at the order id level? I have always been of understanding it only disseminates native cme iceberg order id, PIQ, granular order sizes at each price level, 10+ book depth. I keep...