Currently, I get only one bid and offer order total, the closest to the market, on my CQG platform. I would like to receive a range of buy and sell order totals, at 6-10 different buy and sell levels, away from the current market. I know this is available, I have seen it demonstrated. How do a receive this Depth of Market data? Is there an additional charge?
CQG has 2 version, one is CQG simple and CQG Direct. CQG Direct has the ability to have the DOM set to 10 deep. This is set for most liquid contracts.
I have attached an image of CQG Direct DOM. Drop an email to support (AT SIGN) optimusfutures .com if you wish to change versions.