Any progress CME data regarding MBO (Market By Order) exposure?

[NinjaTrader_ChelseaB]

Hello axelbaws,

Thank you for your vote.

I have added this to SFT-1496.

[zundradaniel]

I’d also like to request that NinjaTrader expose Rithmic’s MBO data through the API. While I understand that fully integrating MBO into tools like the SuperDOM or Order Flow indicators might require significant development effort, simply passing through the raw MBO data via an API event could be a simpler first step.

I've looked for an API specification on the MBO data but haven't found anything difinitive after a quick search so I don’t have insight into how Rithmic’s MBO data is retrieved or processed compared to Level 2 data. If it’s a completely separate API or requires substantial changes to the data flow, I understand that would add complexity. However, if the infrastructure is already capable of receiving this data but simply discards it (like the “Size” field in MBO), exposing it could be relatively straightforward.

Even a minimal implementation like, providing a new OnMarketByOrder event with fields like Order ID, Price, Size, Operation, and Timestamp would be a huge win for devs. This would allow us to build custom tools without requiring NinjaTrader to overhaul existing features.

As a bonus, the development community can help "beta" test the new event or fields for the NT team until your team has a chance to fully integrate into the existing features.

+1 from me

[NinjaTrader_ChelseaB]

Hello zundradaniel,

I have added this to SFT-1496.

Thank you for your vote.

[rare312]

Hey guys. As far as I know it's a first implementation MBO for NT8 ever.
And it's already available.

https://www.youtube.com/watch?v=YQewi3hxctY

[bltdavid]

+1

Please add my vote.

[NinjaTrader_ChelseaB]

Hello bltdavid,

Thank you for your vote.

I've added this to SFT-1496.

[alexmart]

How come that they able to make MBO for NinjaTrader? we are waiting for a long time while they done it here: https://www.youtube.com/watch?v=YQewi3hxctY

[liivats]

+1

Please add my vote.

[NinjaTrader_ChelseaB]

Hello liivats,

Welcome to the NinjaTrader forums!

I've added your vote to SFT-1496.

Thank you for your vote.