With the switch of CBOT products to the CME Globex platform, a strategy I've been using has become obsolete...the fact that only the 5 best bids/offers are visible on the order book just doesn't give the system enough depth to generate signals. Which futures markets/contracts (non Globex) still allow traders to see more or the entire book? cheers
Liffe is 15 deep and Eurex is 10 deep. I totally understand where you are coming from man. 5 deep is just not a transparent book.
Using Webice (ICE exchange) lets you see the entire book. I know its true for the OTC stuff I work with and with their crude market. Pretty sure its the same story with nat gas.