Not sure if it is an algo, but i.e. Rithmic-data has the MBO, so the system should know if there is a trader who puts in a large (or larger) order at a certain price-level.
Hello Bruce, I currently have a Ninja Trader lifetime license, Ninja trader brokerage is my broker, continuum is my data feed. I would like to continue to use ninja but would also like to use Bookmap and Jigsaw but can't get a handle on the correct data feeds. Can you help? Thanks.
You can use CQG Continuum but it may or may not display full depth data for several futures instruments. You may consider calling your broker and requesting Rithmic, since they offer full depth on all CME Group Futures instruments. Then you could connect both Ninja and Bookmap via the API of Rithmic's R-Trader Pro platform. Please reach out to [email protected] for more details.
regards,
Bruce
The Bookmap Team
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Bookmap can connect to Ninja's API, but it is deprecated since the data flows first through Ninja and then outputs to Bookmap. Thus an issue in Ninja will then apply to Bookmap. Also, Ninja filters the data. For example, if you connect Ninja to Rithmic data, Ninja will strip out the CME MBO data from Rithmic, thus Stops, Icebergs, and Heatmap filter addons will not work within Bookmap. Therefore it is best to connect Bookmap directly to Rithmic. You can call Ninja brokerage and request a second Rithmic feed for Bookmap. You can also subscribe to Rithmic data directly, for as little as $39/mo.
