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Trading Technologies / Patrick Rooney (Product Manager) - Ask Me Anything (AMA)
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Trading Technologies / Patrick Rooney (Product Manager) - Ask Me Anything (AMA)

  #61 (permalink)
Market Wizard
Houston TX
 
Futures Experience: Advanced
Platform: XTrader
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TradingTech View Post
Hello @flipper7 & @SMCJB

CME only supports 10 levels of aggregated market book depth.

MDP 3.0 - Market Data Snapshot Full Refresh - Electronic Platform Information Console - Confluence

For detailed depth, TT supports 20 levels and will move that up to 50 later this year.

Sorry I should have read @flipper7 question better. My interest is with regards to the MBO/Market by Order functionality rather than depth of market. My understanding is that MBO* is the exchange telling you what EPIQ tries to estimate. As such anybody interested in EPIQ should be even more interested in MBO. I view this as an enhancement of the "Number of Orders at Price" functionality. While I'm interested in your response in general, I'm specifically interested in it as related to ADL. (As a side question, will we ever get "Number of Orders at Price" in ADL?)

*As you may know this functionality has been available on ICE, at least thru WebICE for decades.

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  #62 (permalink)
Trading Apprentice
New York, NY
 
Futures Experience: Beginner
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@TradingTech

Here are the MBO specs:

cmegroup.com/confluence/display/EPICSANDBOX/Market+by+Order

You're correct in saying aggregated depth via MDP 3.0 is 10 levels but instruments with MBO allow you to display the entire book along with actual position in queue which @SMCJB is referring to

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  #63 (permalink)
 Vendor: tradingtechnologies.com 
Chicago, IL
 
Futures Experience: Master
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Hello @flipper7. Here is an update for you.

We have 20 levels currently in prod and we are planning to make that 50 at a later date.

If you have any questions about the products or services provided, please send me a Private Message or use the futures.io "Ask Me Anything" thread
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  #64 (permalink)
Site Administrator
Manta, Ecuador
 
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Hi guys,

It is my pleasure to welcome back Jason Shaffer @ Trading Technologies on Tuesday, April 18th @ 4:30 PM Eastern US.

This is an "Ask Me Anything" (AMA) event. Patrick and his team will be answering as many questions as possible during the live event.

Register for the event:
https://on.futures.io/muyyq

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
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2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
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4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
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6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
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Last edited by Big Mike; April 17th, 2017 at 03:00 PM.
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  #65 (permalink)
Webinar Host
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@Big Mike is on vacation please give him some extended time to post recording.

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  #66 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
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Posts: 45,850 since Jun 2009
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tturner86 View Post
@Big Mike is on vacation please give him some extended time to post recording.

Hi guys,

Due to an unfortunate technical problem, there is no recording to post. We will work with TT to add another AMA event on the schedule soon, and will update the thread when we can confirm the new date.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #67 (permalink)
Elite Member
Frankfurt, Germany
 
Futures Experience: Advanced
Platform: TT
Broker/Data: Advantage Futures
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Malvolio's Avatar
 
Posts: 138 since Nov 2010
Thanks: 91 given, 82 received

Recent Changes

@TradingTech

Hello Patrick,

I noticed that some things were changed in TT, e.g. now you can zoom in and out of MD Trader. But this (zooming out) makes the fonts a bit "blurred". Perhaps TT can take a look into it?
Thank you!

*****
Ive just noticed that you can zoom in and out in charts too, great future! With continuous futures contracts this will be awsome!


Last edited by Malvolio; April 24th, 2017 at 05:30 AM.
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