Denali MBO data

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tomswider
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Joined: Mon Nov 29, 2021 9:03 am

Denali MBO data

Post by tomswider » Mon Nov 29, 2021 9:04 am

Would there be a way to use denali mbo data with the si indicator in the future? Or more specifically adding Eurex mbo data to bookmap?
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dougrkyle
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Re: Denali MBO data

Post by dougrkyle » Wed Dec 08, 2021 2:18 am

It is not possible too use Denali Data feed from SC.  I have spoken too them several times in regards too this and they say that there CME agreement will not allow 3 party connection.  Not only that SC strips most of all MBO features in there Denali feed and also filters the order size as well.  Its not an MBO data feed at all.
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tomswider
Posts: 2
Joined: Mon Nov 29, 2021 9:03 am

Re: Denali MBO data

Post by tomswider » Wed Dec 08, 2021 3:08 pm

Thanks, Doug. That's such a shame. Hopefully, Eurex will release MBO data as the CME did in the future!
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