Recommended API for MBO data?

Rithmic API exposes MBO data for select exchanges (CME), but which APIs need to be called to actually get the data? I’d like to get the following:

  1. Individual queue position of my order
  2. Live updates to the queue position as it moves

I’m currently using Rithmic’s R | Protocol API. Thanks in advance.

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What I’ve found the only place that resembles a queue is in “depth by order” API.

There’s a field called “depth_order_priority”, but I’m not able to make much sense of it.

Hello @wtroughton,

Thanks for your question!

In our experience, Rithmic’s API team typically prefers their clients to email them their API questions directly to:

I personally don’t have too much hands-on experience with the API myself, so let me see if I can get in touch with their team for you.

In the event we cannot provide an answer, I would encourage you to email them directly.

Thanks for your cooperation,
Optimus Futures Support :optimus_logo_no_backroug: