since the update I have unfortunately enormous problem in my heatmap to display the correct data.
As you can see on the pictures, the liquidities were displayed properly before the update. After the update there are always gaps in the liquidities, although they were never taken out of the market.
Furthermore, I purchased Level2 data from the CME through their client portal and can only see 30 price levels.
Are these two problems related to their data feed provider CQG?
regards
Jan
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