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
Exchange-assigned OrderIDs
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Re: Exchange-assigned OrderIDs
Hi, if the question is about getting order ids (market-by-order data, if supported by the adapter) in your module:
- for Simplified API, your module should implement MarketByOrderDepthDataListener
- for Core API , your module should implement Layer1ApiMboDataListener