Market depth via CQG

[jvanelli]

Is it true that CQG has begun to deliver a deep market book comparable to Rithmic (i.e. more than the useless 10 levels delivered in the past)? If so can anyone provide some details? Thanks in advance.

[NinjaTrader_Zachary]

Hello jvanelli,

Thank you for your inquiry.

That is correct. For example, on my SuperDOM, I was able to load well over 100 levels of market depth for a popular instrument (such as ES) when using a CQG-based connection. A few important things to note;

1. You must be on NinjaTrader 8.24.0 and higher.
2. If using a SuperDOM, you must set the number of levels from the Properties menu. This number defaults to 10 but can be increased by right-clicking on your SuperDOM background and selecting 'Properties'
3. Not all instruments have more than 10 levels of depth available. Less popular instruments may still be capped at 10 levels by CQG. If you have configured your system to show more levels of depth, and only 10 appear, it's likely that that is simply how much is available for that instrument. As an example, when I load 6A 06-21 on my SuperDOM, I still only have 10 levels of depth available.

Please let us know if we may assist you any further.

[Serialcoder]

Hi, can someone confirm that NQ has the 50+ levels up/down please.

[okrsfinance]

With level 2 data from Ninjatrader Continuum (is this the same as CQG?) I don't believe NQ gives more levels than 10. At least it doesn't for me. The only futures contracts I have found with more levels than 10 are ES and CL.

Attached is an image of a 1 second chart of NQ with the Order Flow Depth Of Market indicator running where I set the # of market depth levels property to 300.

[Serialcoder]

With level 2 data from Ninjatrader Continuum (is this the same as CQG?) I don't believe NQ gives more levels than 10. At least it doesn't for me. The only futures contracts I have found with more levels than 10 are ES and CL.

Attached is an image of a 1 second chart of NQ with the Order Flow Depth Of Market indicator running where I set the # of market depth levels property to 300.

Thank you. @Support what would be a solution to have full DOM on NQ using Ninjatrader Brokerage? IQFeed / Kinetick feed?

[NinjaTrader_Angelica]

Hello Serialcoder,

Thank you for your post.

If you are looking for more market depth. You could use Rithmic data.

Let us know if there's any questions.

[aviat72]

Hello Serialcoder,

Thank you for your post.

If you are looking for more market depth. You could use Rithmic data.

Let us know if there's any questions.

Is it possible to use Rithmic Data with Ninjatrader 8 if your lifetime license is recent?
I too am looking for deep book data (MBO) for Ninjtrader.
Does NT allow us to set market depth via the programmable API calls?

[Serialcoder]

Is it possible to use Rithmic Data with Ninjatrader 8 if your lifetime license is recent?
I too am looking for deep book data (MBO) for Ninjtrader.
Does NT allow us to set market depth via the programmable API calls?

I managed. You create a rithmic connection (in addition to ninjatrader brokerage) then you get data from rithmic and send orders via ninja cqg. Just set your preferred futures data provider in settings. I use around 100 levels above and below price, so yes you can obtain and use this.

[aviat72]

I managed. You create a rithmic connection (in addition to ninjatrader brokerage) then you get data from rithmic and send orders via ninja cqg. Just set your preferred futures data provider in settings. I use around 100 levels above and below price, so yes you can obtain and use this.

I do not even have the choice to create a Rithmic Connection in my Connections menu.

I am not using NT brokerage, use Interactive Brokers.