NT8 Aggregated T&S

[brohnhdon]

I'm aware that there are already add-ons out there to display the aggregated tape, but considering these indicators are not free and I need to process the trade data within my script, I have a few questions.

1) Does the CQG Continuum data feed report tick timestamps using the exchange time or the local time?

2) Does Continuum distribute MBO data from CME and is this in any way supported by Ninjatrader?

[NinjaTrader_DrewO]

brohnhdon,

Thanks for posting.

1. CQG would support real time data time stamps by default, which would be native (not local):
-https://ninjatrader.com/support/helpGuides/nt8/en-us/data_by_provider.htm
2. Could you please provide some further details regarding what you're referring to when you mention MBO data?

[iantg]

Rather than opening a new thread I figured I would bump this one.

When will NT get around to supporting this?

https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Market+by+Order+-+Book+Management

http://www.cmegroup.com/education/market-by-order-mbo.html

Ian

[NinjaTrader_DrewO]

Hello,

Thanks for your note.

This would be an item at the data provider level, so I would recommend contacting your specific data provider to inquire what is provide through their API.

[iantg]

Hi Drew,

I can't contact CQG directly, but I understand that they don't yet offer MBO.

I did find however that Rithmic offers it. http://www.cmegroup.com/partner-serv...thmic-llc.html

NT supports the Rithmic data feed / order routing. So if I wanted to go with them, could NT support MBO. In case your not familiar with it: http://www.automatedtrader.net/news/...-data-solution

This would expose a feed that tracks your actual position in the queue. This is the part that I am looking for.

Thanks,

Ian

[NinjaTrader_DrewO]

iantg,

I checked with the Product Management Team and found that this would not be a supported item. However, I will submit a Feature Request to consider the possibility to add support for this item in a future release of the platform. Thank you for your feedback.

[pen15]

MBO data

I second this. If this data is provided in the Rithmic feed PLEASE give us access to it through NT. Knowing your actual position in the order queue would be very valuable.

iantg,

I checked with the Product Management Team and found that this would not be a supported item. However, I will submit a Feature Request to consider the possibility to add support for this item in a future release of the platform. Thank you for your feedback.