I have observed that most of operations within OnMarketDepth are Update. I do see Insert and Remove, but they are dwarfed by Update on ES contract.
Is there any way to analyze which position within particular level is being updated?
Instrument is ES. For example, let's say 3 persons are putting the following bids at the same level: 50 contracts, 70 contract and 100 contract. Let's say then 2nd person increases the size from 70 to 75. If looking at DOM level as a whole, I can see the size went from 220 to 225. But is there any way to identify which position within this level was increased by 5 contracts?
Thanks,
redduke
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