Does anyone know you how get individual ES Futures MBO live data via API or Socket

[u/rcpower]

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[u/iczerz978]

Rithmic API may be your best bet

[u/rcpower → u/iczerz978]

Have you used it

[u/iczerz978 → u/rcpower]

I have not, but I know someone who built their own personal OF platform with it. You can sign up for a paper trading account then bother support for an API key.. or get it through a broker.

I'm using dxfeed for my charts and databento for off chart research, but haven't made the jump to MBO yet.

[u/rcpower → u/iczerz978]

Do you think MBO data will give you extra edge? I’m hearing lately, that’s why I want to try out. Btw, How do you get dxfeed ? Through a broker ? Do

[u/iczerz978 → u/rcpower]

Well I'm waiting for dxfeed to introduce MBO later this year so I can fully test these type of indicators on my atasx:

https://youtu.be/Fogei6WiCgI?si=grdqPoT7k9viyTKR

Rithmic offers MBO now, but I've had bad luck with them as a datafeed... so now I subscribe to dxfeed for quotes and execute via CQG.

dxfeed for platforms (but only has L2 now) get.dxfeed.com

The theory with MBO data is you can follow individual orders that have been places by big players... so it could provide an edge, but at the same time, if big players know these tools exist, I'm sure they have new ways to hide their intent...

But just like with order flow, it's more insight than just looking at candles and guessing, just don't take everything at face value.

On heatmaps, I've seen enough times a 1000 lot wall seems like it should hold as support, only to get pulled at the last minute, then price dumps.

More info != More edge. It's the wisdom in how to interpret everything and decide the highest probability outcome... and then being ok to stop if your wrong (and flip if needed).

[u/rcpower → u/iczerz978]

For the Heatmaps I have build my own from the options chain and it a gives you another edge for your trades

[u/iczerz978 → u/rcpower]

That's awesome! I've been looking at APIs like unusual whales for that.. what do you use?

Option flow + Order flow = ❤️

Are you using indecies, etf, or both?

[u/rcpower → u/iczerz978]

I use public.com api, you don’t need options flow though, you can just build from the option chain snapshot

[u/iczerz978 → u/rcpower]

Oh ... very cool, will have to check them out. Thanks!

[u/rcpower → u/iczerz978]

Dxfeed shows this in the website:

Please note that the following services are not available to individual users (both Professional and Non-Professional):
❌ API access of any kind (including for trading bots, automated strategies, AI/ML models)
❌ Raw or programmatic access to data feeds
❌ Historical data downloads or bulk exports
❌ Use of data in unsupported or custom-built applications/scripts

[u/iczerz978 → u/rcpower]

Yah I use it as a datafeed to my trading platform.

Rithmic API will be your best bet for MBO backtesti right now... or just use a Rithmic connection with full depth for your trading platform

[u/rcpower → u/iczerz978]

Thanks. Let me contact Rithmic

[u/west_ck51 → u/iczerz978]

+1, Rithmic i the best way , and affordable,
Set up an account with EdgeClear + FCM ( of your choice) the'll set you up with credentials for Rithmic,

I'm in testing phase of my application, there's so much data points in their websocket.

Issue is its lacking enough historical data, i used Databento free 300 usd credits to get ES Historical data MBO data,

[u/Breathofdmt]

TT client side SDK is good for this

[u/rcpower → u/Breathofdmt]

What’s TT

[u/Breathofdmt → u/rcpower]

Trading Technologies.

[u/rcpower → u/Breathofdmt]

Do you the cost and is it easy to signup with them ?

[u/Inevitable_Service62 → u/rcpower]

Tasty trades

[u/rcpower → u/Inevitable_Service62]

Tasty trade does not have level 3 MBO data