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How deep is Market depth for the ES?

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  • How deep is Market depth for the ES?

    Hi can you tell me how deep market depth is on the S and P futures? And is there a way to export the data to analyze it ?

    also do you now have the Kospi 200 futures? I presume that this is under the Korea stock exchange and not the Kosdaq?

    many thanks

    Mike

  • #2
    Re: How deep is Market depth for the ES?

    Mike
    It is 5 levels deep as provided by the CME (see enclosed screenshot)
    To my knowledge the KOSPI futures are not available at this time. You may want to confirm this with someone from eSignal
    Alex




    Originally posted by mikeB
    Hi can you tell me how deep market depth is on the S and P futures? And is there a way to export the data to analyze it ?

    also do you now have the Kospi 200 futures? I presume that this is under the Korea stock exchange and not the Kosdaq?

    many thanks

    Mike

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