Does anyone know if any of the major internet datafeed provider (like Esignal, Qcharts, DTN, etc.) intends one day (preferably soon) to integrate in their package the CME/CBOT market depth data for both ES/NQ or YM ? The main idea behind is to be able to integrate such information inside trading signals calculation, and collect historical data for backtesting purpose of very short term trading strategies... IB (and some other broker feed) are offering such an information, but none of the 3rd party program (like QuoteTracker or SierraChart..) using this data will allow us to get an access to these market depth figures for charting/data collecting purpose.. Thank for any information on this subject, Eddy
Tradestation promises to start providing market depth as of the week after next, as part of their long-promised (and delayed) full upgrade of their futures data network. Some of us were just moaning about the delays implementing this upgrade over on another thread, but it does look like the MEAN IT this time.