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Market Depth Data


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  #1 (permalink)
teamaker
Singapore+Singapore
 
Posts: 10 since Jun 2015
Thanks Given: 1
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Any one tried to use Market Depth data to develop a training strategy ? And sample code can be shared here ? thx.


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  #2 (permalink)
 tr8er 
Europe
 
Experience: Advanced
Platform: SierraChart, BookMap
Trading: ES, CL, 6E, 6B
Posts: 686 since Jan 2017
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sorry Mauriz, why the heck should someone be that stupid to pay 34k/mo for market data? I pay $ 18/mo and get the entire orderbook (all 4 CME exchanges).


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