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Question about Emini futures market depth

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  • Question about Emini futures market depth

    Hi,
    I subscribed to emini future market depth, and when I display level2, what I get is quite different than from stock depth.

    On Emini AB H5, the market depth shows only 5 level of depth, each equal in vertical height.

    Any comment on emini future market depth ?

    Thanks,
    Koros

  • #2
    The CME only issues market depth 5 levels deep. What you are receiving is all that the exchange transmits. Contracts on the CBOT transmit 10 levels deep.

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