Hi. I have a new question. How to determine which markets does MarketByOrderDepthDataListener interface support? It looks like it does support ESH0.CME@RITHMIC but doesn't support ESZ0.CME@RITHMIC nor NQZ0.CME@RITHMIC. Is there a way to determine this without testing on different markets?
Maybe I did something wrong and the interface does indeed support the markets above, but I'm not sure.
Thank you
MarketByOrderDepthDataListener
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Re: MarketByOrderDepthDataListener
Hi,
Currenly it is not possible to check MBO data availability with API.
MBO is supported with Rithmic (CME, CBOT, NYMEX, COMEX). Pls check ESZ0 one more time.
Currenly it is not possible to check MBO data availability with API.
MBO is supported with Rithmic (CME, CBOT, NYMEX, COMEX). Pls check ESZ0 one more time.
Re: MarketByOrderDepthDataListener
I tested my indicator on ESZ0 record and the methods (like send()) from the interface didn't send anything, as the indicator didn't show up nor did the Log.info() statement from a method appear, whereas all worked out OK on ESH0 record. Also, my customer tried the indicator on a live ESZ0 data and it also didn't work, but I can ask him to try again today.