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What is the value right after the Bid/Ask columns in the flat file format?


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What is the value right after the Bid/Ask columns in the flat file format?

  #1 (permalink)
 me78 
Madrid Spain
Elite Member
 
Experience: Intermediate
Platform: ATAS+custom
Trading: CME.ES, CME.6E
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I am having a look to the flat file format, and I would like to understand what is stored in column number 8:

2018-01-02 03:28:05.874 2677.75 2 53813 2677.75 2678.00 2710183 0 0 C CMEMINI 01 REGULAR
2018-01-02 03:28:05.874 2677.75 1 53814 2677.75 2678.00 2710183 0 0 C CMEMINI 01 REGULAR
2018-01-02 03:28:05.874 2677.75 1 53815 2677.75 2678.00 2710183 0 0 C CMEMINI 01 REGULAR
2018-01-02 03:28:05.874 2677.75 1 53816 2677.75 2678.00 2710183 0 0 C CMEMINI 01 REGULAR


So in the above excerpt, what does value 2710183 mean?

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ondafringe
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me78 View Post
So in the above excerpt, what does value 2710183 mean?

Not certain, but it's probably open interest.

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Last Updated on October 1, 2020


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