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Denali MBO data
Posted: Mon Nov 29, 2021 9:04 am
by tomswider
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?
Re: Denali MBO data
Posted: Wed Dec 08, 2021 2:18 am
by dougrkyle
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.
Re: Denali MBO data
Posted: Wed Dec 08, 2021 3:08 pm
by tomswider
Thanks, Doug. That's such a shame. Hopefully, Eurex will release MBO data as the CME did in the future!