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Strategies & Market Trends : DAYTRADING Fundamentals -- Ignore unavailable to you. Want to Upgrade?

To: Eric P who wrote (14238)	9/23/2001 8:30:33 AM
From: fut_trade	Read Replies (3) \| Respond to of 18137

"beginning to consider trading the e-mini" There is something called market depth of futures which gives the top 5 bid/ask prices and sizes. This information is not available on my SDK datafeed. I can see it on my interactivebrokers TWS screen, but have no way to read it into my computer. But interactivebrokers does have an API that might provide the information for your use. I watched it a few times and the numbers bounce around so fast it gives me a headache just trying to watch it. I think this information as you say "could be a real value for scalpers" of which I am not.