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»Forums Index »Archive (2017 and earlier) »Data and Content Support »level2 for futures
Author Topic: level2 for futures (3 messages, Page 1 of 1)

sma202
-Interested User-
Posts: 24
Joined: Nov 20, 2010
Posted: Aug 22, 2011 05:40 PM          Msg. 1 of 3
On lvl2 the market maker is MD(some #). Is that supposed to mean something given it's an exchange or is it random?

sma202
-Interested User-
Posts: 24
Joined: Nov 20, 2010
Posted: Aug 22, 2011 05:44 PM          Msg. 2 of 3
Another question..I seem to be getting updates on @ES#, @NQ#, but not @AD# ?

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Aug 23, 2011 08:20 AM          Msg. 3 of 3
For futures we have true market depth instead of a level 2 display.

Each Market Depth level is identified by MDXX where XX is a number and uniquely identifies the information for that depth.

It looks like your account is only authorized for CME-Mini (@AD# is authorized on the full CME).
 

 

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