Support Board

Date/Time: Mon, 29 Apr 2024 15:33:47 +0000

Post From: MBO data and using a trading combine to route and execute orders

[2021-03-22 15:24:13] Link To Thread - Link To Post [Go To First Post]
User797603 - Posts: 29
I currently trade through a futures Combine with Paper Rithmic data and the R-Trader api to route and execute trades. I have been using Sierra charts to directly execute my orders from your chart trader for years. Now that you have the MBO (market by order data option) I would like to know if I can subscribe to the Denali exchange for the full CME group market depth to get this, and still route my orders from chart trading on sierra with a futures trading combine like Leeloo, which uses Rithmic. As you probably know all these combines use Rithmic data AND Rithmic does support MBO full depth. So if I subscribe to a level 12 package, can I use my Rithmic data feed to get the MBO book, or do I have to use the Denali exchange. If so, that's OK, but I still want to execute with sierra for trading the combine with Leeloo, because Sierra is simply the best chart trading platform that exists.