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For quite some time the CME has been publishing the initiator (aggressor) trade and indicating all the orders it fills. It seems that most retail traders prefer to use the non-aggressor side of the trade for their charts and strategies as evidenced by the fact that most 3rd party platforms do...

Currently, we show position in queue in R | Trader Pro and only when it is logged into a system that supports live trading. Showing position in queue in our paper trading environment requires a lot more effort and may have server and end user performance implications. Since position in queue...

We show the quantity ahead of your front order and the quantity behind it. Alternatively you can see the number of orders ahead of your front order and the number of orders behind it.

Take a look at the order book of R | Trader Pro.

Suppose the account through which the purchase is to be made is an IRA, traditional or Roth.

If you had to buy stocks worth $5k today, what would you buy?

Our software has a copy trade feature. You place a limit order in one account and it places the same limit order in other accounts. If you modify your original order, it modifies all the limit orders it placed. If your limit order gets filled but the copied orders do not get filled within a...

I stand corrected. According to the spec our developers use, ice bergs are supported for all contracts except FX futures, FX options and CME interest rate options.

The unique ids to which posters have referred are exchange order id and priority id. These ids are order specific and do not identify the sender of the order to the public. In our experience we found that identifying the behavior of a particular trader can be made by the quantity and time of...

It is my understanding that iceberg orders on the Globex exchanges are no longer supported. With respect to: Traders on CME’s exchanges have historically been able to conceal sizable trades fairly easily, by using an “iceberg” order qualifier offered by the exchange. They’re called “icebergs”...

Rithmic, LLC announced today that its trading and charting screen, R | Trader Pro™, now shows position in queue for a user’s orders. “With the release of version 15.1.0.0, the display of an order’s position in the order queue is now visible for orders placed on the CME’s exchanges accessible...

All orders for contracts traded on COMEX and on NYMEX have already had their order ids visible for several months. Along with this visibility comes the display of a full order book, not just 10 levels deep. Check out GC and CL to see depth of more than 100 levels on each side. By the end of...

Rithmic, LLC announced today that it is making live equity market data from IEX available for free through its front end screens, R | Trader™, R | Trader Pro™, and through 3rd party screens that have incorporated Rithmic’s R | API+ libraries. “Rithmic is pleased to be able to provide live...

Rithmic, LLC announced today that its hosting provider and affiliate, TheOmne.net, LLC, is now offering a low cost version of its Virtual Private Servers located in its Aurora data center. "We are pleased that we can offer a VPS in Aurora for less than $100 per month", said Eric Aversa...

It is my understanding that one of your FCMs has all traffic go through its data center in Connecticut. The latency incurred because of it distance from the CME's data center (which is in Aurora, Il) may be a significant contributing factor to your slippage. If the logic to convert the...

We found that RTD and DDE generally do not keep up with the market, so using those interfaces, especially for market depth, tends to cause Excel to grind to a halt. However, we did find another way and it handles large flows of streaming market data, including market depth updates, quite...

Yes. You would use R | API+™ for that.

Rithmic's R | API™ can get you live market data as well as delayed market data. The CME's market data subscription fees do not apply for accessing their market data delayed at least 10 minutes. Ask your broker what their fee is for using R | API™.

The multiple millisecond difference between sts and jop is highly variable and seems to be a factor of busyness at the exchange. As the CME now offers the ability to have order numbers published on market data messages I thought that it might be interesting to see if sts - jop were different...

Rithmic, LLC is pleased to announce that China Maike Futures International Limited has joined Rithmic’s FCM & IB network. Through this network, Rithmic services the trading needs of multiple FCMs, their introducing brokers and their account holders. “Rithmic welcomes China Maike Futures into...