I was referring to MBO (CME).
@Robert Morse @IAS_LLC thank you for your time. The Dev really wants Java API which seems to limit us to IB & Patsystems (via Rosenthal?). He...
Futures. Volume per instrument 500-2000 contracts.
Hey all, As the title suggests, we got an as-built order flow strategy. We're aggregating data ~250ms, so we don't necessarily need microseconds....
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