Is Globex or ECbot market depth on the todo list anywhere soon?

Thanks!

With the current push to get the server patch through QA and, as Jay mentioned in another post, the need to get the IQFeed service to pull from ProphetX servers, I feel very confident saying that they are not in the immediate future.

Long term, if there is enough customers requesting it to make it feasible it will be added. I have not heard of much demand in that direction to date.

Tim

Actually CME depth is on the list, and quite high up. It will require a few things all coming together though. Right now, the feed we receive from the CME doesn't carry Market Depth. Thus, we are working on switching to the RLC feed from CME which does carry this data. Once we are on that feed (will required COM line changes as well as ticker development), we will then be able to quickly add it to our ProphetX platform.

How does that help you on IQFeed, you ask? We are currently working on porting IQFeed over to our ProphetX server system. When that is complete, hopefully the data for CME Depth will be available on the ProphetX servers and we will be able to quickly add the Depth feed into IQFeed as well.

As for CBOT depth, it is already available in our ProphetX service.

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Jay Froscheiser
DTN - Trading Markets

Thanks, Jay! I don't envy you your task. :-)

Add another request for Globex market depth in the api. At one point it was thought to be "quite high up". Should I sit on the edge of chair?

Thanks,

Terry

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Terry Laughlin
Buy low, soar high.