Support Board
Date/Time: Mon, 29 Apr 2024 15:43:17 +0000
Post From: MBO data and using a trading combine to route and execute orders
[2021-03-22 18:36:24] |
John - SC Support - Posts: 31162 |
First, thank you for the kind words about our software. Second, you CAN NOT get the MBO data for the Order List from the Rithmic data Feed. They are using it for Market Depth, and we do the same thing. But, in terms of seeing the Order List on the DOM from the MBO data that is part of Package 12 you need to use the Denali Exchange Data Feed from us. Refer to the following for what we are referring to in terms of the MBO data with Package 12: Market By Order Data Now, the real problem is that since you are using Rithmic through a Combine, like Leeloo, then that does not qualify as a Futures Trading Account for the CME Group. Therefore, you would not be able to get the Denali Exchange Data Feed and pay the Non-Professional Exchange Fees. Refer to the following for more information about the need for a Futures Trading Account for the Non-Professional exchange fees from the CME: Real-Time Exchange Data Feeds Available From Sierra Chart: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges If you do not want to pay the Professional fees to get the Denali Exchange Data Feed, then we recommend reviewing the following service that you could connect to just once a month in order to validate your Futures Trading Account: Easy Solution to CME Funded Trading Account Requirement Also, refer to the following regarding connecting once a month: Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |