Having revisited an old friend for the first time in years, I was surprised to see CME's FX Future DOMs to be only 5-levels deep. Great liquidity in 6E and 6B, 70-150 contracts advertised at each level, and good turnover. Is there a deeper level of information, say 10-deep that I'm just not subscribed to? I thought at this point ALL CME Globex markets were displayed 10-deep. This doesn't necessarily affect our strategies, but can anyone provide color on this? I did a "Search" but did not find my result. Thanks, traders. -chicago
I think most front-end software only show you 5 levels deep to not overload the platform. I believe you can get 10 levels through API connection to CME. ie. XTRADER shows 5 levels of CL whereas CQG/CTS show 10.. and infinite levels of depth for ICE products
T4 shows 5-levels. I get 10-levels on everything else using this platform, including metals, energy, ags, treasuries, etc.
XTrader shows deeper levels with proper customization. See the manuals; 'Maximum Depth Levels'.. https://www.tradingtechnologies.com/help/xtrader/trading-tab/
Yep, TT changed that a few years ago. Change you setting for levels of depth and reboot XT. You'll get what you asked for if the exchange pushes it out.
I agree that instruments staring from 6 have 5 levels... but which is diffeence in trading taktiks? I don't know. for me there are know difference in 5 or 10 levels...