Rithmic API supports market by order (MBO) for CME. But is there also support for EUREX? If not, is there an ETA for such support?
Thanks
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@PTrader Thank you for the question. Just a little explanation for those who do not know what is Market by Order (MBO) is. It is Market by Order (MBO) describes an order-based data feed that provides the ability to view individual queue position, the full depth of book and the size of individual orders at each price level.
New Queue Position Tracking on CME Direct gives customers the ability to view their exact queue positions for all markets, directly on their trade blotter. ISVs who adopt MBO will also be able to offer this functionality to their clients.
As far as we know its the Eurex that does not release such data, therefore the routing orders cannot display such data,
However, we placed a call to Eurex and Rithmic to get more data on this and whether it is contrary to what we know.
Thank you for your patience.
Matt Z
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Could you please let us know if some data feed vendor is offering Eurex® Order by Order Futures/Real-time , so it was recently launched.
Hello @cibarra we have received this message from Rithmic today:
On Monday May 27, 2019 the EUREX will go live with the EUREX T7 Release 7.1. Rithmic will release enhancements to Rithmic software to support this release and is ready for T7 Release 7.1
We assume that this will include all the new changes.
Thanks,
Matt Z
Optimus Futures
www.optimisfutures.com
Hello,
is it possible to get MBO data from rithmic on platform like MT5 in the future please ?
thx
If MT5 implements the Rithmic API, then it could happen. I am not sure whether it’s in their plans.
Matt Z
Optimus Futures
Hi Matt apologies if you have answered this question i have just found this thread. I’m not too sure if you are familiar with bookmap and its SI indicator for cme products. I am wondering if you can tell me if the rithmic eurex feed will support the mbo data as the cme does. IE allowing the indicator to be able to identify buy/sell iceberg and buy/sell stop orders? Bookmap MBO Bundle | Trading Indicators for CME Futures Data
Hi @Tom84069263 ,
Thank you for your questions and welcome to the community forum.
After speaking with Rithmic about this, we have learned that EUREX data provided by Rithmic does not support MBO - Market By Order data.
The CME bundle provided by Rithmic does support MBO data, however.
If you have any other questions please let us know.
Thanks,
Jake
Optimus Futures Support 
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