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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)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
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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)
flipper7
New York, NY
 
Posts: 2 since Jan 2017
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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)
 
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 TradingTech 
Chicago, IL
 
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)
 
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 Big Mike 
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

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  #65 (permalink)
 
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 tturner86 
Portland, Oregon
 
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@Big Mike is on vacation please give him some extended time to post recording.

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  #66 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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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

We're here to help: just ask the community or contact our Help Desk

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  #67 (permalink)
 
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 Malvolio 
Frankfurt, Germany
 
Experience: Advanced
Platform: TT, ProRealTime
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@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!

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

  #68 (permalink)
Three1seventy
Chicago USA
 
Posts: 15 since Jun 2011
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I have seen ADL in action and understand how the nodes string together. is it hard for a newbie? is this something i can learn on my own how to automate my trading using ADL?

  #69 (permalink)
 
TradingTech's Avatar
 TradingTech 
Chicago, IL
 
Experience: Master
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Malvolio View Post
@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!

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

Hello @Malvolio. Thanks for bringing this up. We have corrected the issue.

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
Follow me on Twitter
  #70 (permalink)
 
TradingTech's Avatar
 TradingTech 
Chicago, IL
 
Experience: Master
Platform: X_TRADER, TT
Trading: ES, NQ, ZN, CL, 6E
Posts: 167 since Feb 2016
Thanks Given: 72
Thanks Received: 122



Three1seventy View Post
I have seen ADL in action and understand how the nodes string together. is it hard for a newbie? is this something i can learn on my own how to automate my trading using ADL?

Hello @Three1seventy,

The basics of ADL are not difficult at all and you should have not problem. We offer some online resource to help get you on your way.

We have a forum dedicated to ADL development with an active network for ADL developers who answer questions and give guidance.
https://community.tradingtechnologies.com/spaces/14/index.html

We also have some step by step guidance in our online help.
https://library.tradingtechnologies.com/adl/gs-overview.html

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
Follow me on Twitter

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Last Updated on July 6, 2018


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