Exchange-assigned OrderIDs
Posted: Tue Apr 20, 2021 11:01 pm
CME : "Exchange-assigned OrderIDs are unique per order and are consistent for the life of the order. "
With bookmap onDepth (boolean isBid, int price, int size) looks like the ID of the order is missing.
How can I get the CME OrderID for each orderbook update?
Thanks
With bookmap onDepth (boolean isBid, int price, int size) looks like the ID of the order is missing.
How can I get the CME OrderID for each orderbook update?
Thanks