Recommended API for MBO data?

Futures Trading Platforms Rithmic Trader (R | Trader) and RAPI
1

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.

1 Like
2

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.

3

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: rapi@rithmic.com.

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,
Jake
Optimus Futures Support :optimus_logo_no_backroug: