4 ms·
As I recall, ICE market data contains the full order book (size and identity of individual orders, not just total size at each level). Anonymized, of course.
by dllthomas 11y ago
As I recall, ICE market data contains the full order book (size and identity of individual orders, not just total size at each level). Anonymized, of course. I have no idea if this is available if you're not actually trading...