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OEC API > Market Data > Market Depth on .NET API for CME in Simulation
Author Topic: Market Depth on .NET API for CME in Simulation
(1 messages, Page 1 of 1)
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THarnett81
Posts: 78
Joined: Jan 13, 2011


Posted: Apr 06, 2011 @ 10:47 AM             Msg. 1 of 1
Hello.

Posting under Trevor Harnett's account....my firm, Connamara Systems, is writing a front-end to send orders and consume market data from OEC.

We're doing some testing in the simulation environment. We requested data for 6EM1 and only received 5-levels deep of market data. Is this a limitation of the simulation environment? In production, can we expect more market depth for CME products, or the same?

Please let me know.
Thank you.
John Vatianou
Connamara Systems, LLC
jvatianou@connamara.com
312-235-6772