ES/NQ 10 Level DOM

[jeb9999]

ES and NQ DOMs go to 10 levels starting Sunday 05/31/09.

"Effective, May 31, 2009, CME Equities, MGEX and KCBT futures contracts traded on CME Globex® will be expanded to 10-deep books in the FIX/FAST format of market data. This implementation will affect all Quote Vendors, in that they must process all 10 levels, even if the choice is to display only 5-deep order books."

http://www.cmegroup.com/tools-information/lookups/advisories/market-data/Q2009-098.html

 

[AMT4SWA]

Right.....ACV will be even more interesting now.....:eek:

 

[jeb9999]

Any IB TWS users seeing 10 by 10 DOM for ES and NQ?

I only see 5 by 5 using TWS build 894.4.

YM and ZN give me 10 by 10 DOM.

 

[ang_99]

i don't see any difference on x-trader dom.

 

[jbob]

10 x10 right now. I see they implemented this on Sunday, but am I just noticing this. I saw it on the screen before seeing the press release, so I was thinking, wow, that's great. Not that it makes too much of a difference, but more info the better I guess. Now if they were to only reduce the tick size to .10, I'd really be happy.

 

[jeb9999]

Quote from jeb9999:

Any IB TWS users seeing 10 by 10 DOM for ES and NQ?

I only see 5 by 5 using TWS build 894.4.

YM and ZN give me 10 by 10 DOM.

Finally today IB is showing 10 by 10 DOM for ES, NQ and EMD.

Looks like someone at IB fixed a database setting to go from 5 by 5 to 10 by 10.