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Any progress CME data regarding MBO (Market By Order) exposure?

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    Any progress CME data regarding MBO (Market By Order) exposure?

    Has there been any progress on exposing the CME information regarding Market By Order via NinjaTrader available to an AddOn? This was originally tagged in August 2018 in this thread:


    https://ninjatrader.com/support/foru...queue-position


    This thread was also along same topic:

    https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1074283-switching-from-cqg-to-rithmic


    How a competitor is using Rithmic data to better show the book.

    Here is CME info:


    https://www.cmegroup.com/confluence/...ook+Management

    Don't need the NinjaTrader software GUI to show this but looking to add it to my own data processing of orders. So available in the API..

    #2
    Hello JimB17,

    Thanks for your post.

    This is not yet implemented and is still being tracked in the internal ticket SFT-1496. I have noted your feedback so it is in the eyes of the development team.

    Please let me know if I can be of further assistance.
    JimNinjaTrader Customer Service

    Comment


      #3
      SFT-1496 +1 vote for this,

      Comment


        #4
        SFT-1496 +1 vote for this

        Comment


          #5
          SFT-1496 +1 vote for this

          Comment


            #6
            Sft-1496 +1

            Comment


              #7
              Hello ElMagoR

              We already tracked your interest in post #3.

              For everyone else, your interest is tracked.
              JimNinjaTrader Customer Service

              Comment


                #8
                SFT-1496 +1 vote for this
                thanks!

                Comment


                  #9
                  Is there a way to feed in parsed data from an external MBO feed into NT? I do not think the DLL interface supports it.
                  I would like the Order Flow Market Depth Map indicator to use the externally provided depth data.

                  Comment


                    #10
                    Hello aviat72,

                    I do not think this is possible.We can use Bid Ask and Last from the DLL Interface with the External Data Feed to stream live level 1 data, but we do not have a level 2 feed to provide data to using the DLL interface.

                    Please let us know if you have any additional questions.
                    JimNinjaTrader Customer Service

                    Comment


                      #11
                      SFT-1496 +1 vote for this

                      Comment


                        #12
                        Thanks for sharing interest jvanelli.

                        Your vote has been added.
                        JimNinjaTrader Customer Service

                        Comment


                          #13
                          SFT-1496 +1 vote for this

                          Comment


                            #14
                            SFT-1496 +1 bring it on! Cheers)

                            Comment


                              #15
                              Thanks for your feedback js497 and chris07,

                              Votes added!
                              JimNinjaTrader Customer Service

                              Comment

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