Does anyone (perhaps using the FG branch?) have some data with the full > bid/ask levels history? I am looking for just a day worth of data to try > and understand the mechanics of the bid/ask volume as price moves around, so > I can do some research for the new "tension" indicator. > > I have a few months worth of the raw history, purchased from the CME. I'll post a sample tomorrow. It can be parsed with CMEDataConverter.java.
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