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Data feed and Order Flow+

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    Data feed and Order Flow+

    Does the functioning of Order Flow+ suite depend on the data feed? For instance, Rithmic gives you the entire order book while CQG only gives you 10 levels. Maybe this is a stupid or obvious question but does this difference in how much of the order book is displayed have any relevance to the functioning or accuracy of the Order Flow+ suite such as the volume profile or the volumetric bars?

    Thank you.

    #2
    Hello grayfrog,

    Thank you for your post.

    The Order Flow tools typically will display up to 10 levels of market depth for performance considerations, and would not affect the accuracy of the indicators at all.

    Please let me know if I may be of any further assistance.
    Marco G.NinjaTrader Customer Service

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      #3
      Marco,

      Are you saying the Order Flow tools can't take advantage of Rithmic's extended order book depth?

      Comment


        #4
        Hello,

        Which order flow indicator in particular are you referring to? The only order flow tool that uses market depth in its calculations is Market Depth map, are you inquiring if this indicator is setup to show beyond 10 levels of data in real-time?

        I look forward to hearing from you.
        Ryan S.NinjaTrader Customer Service

        Comment


          #5
          Ryan,

          My apologies for not being specific. Can you answer whether the Market Depth Map can show all depth provided by the Rithmic feed, beyond the 10 levels that CQG is limited to?

          Comment


            #6
            Hello,

            Thanks for the note, the market depth map can show 10 levels on each side of the bid/ask for a total of 20 levels. Below is a link to our help guide on using this indicator for further reference:
            https://ninjatrader.com/support/help..._depth_map.htm

            Please let us know if you have any other questions.
            Ryan S.NinjaTrader Customer Service

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