Well according to this the CME is going to introduce Market by Order functionality starting from Q4 2106.

Quoting 

New - Market by Order: Coming Soon To increase transparency and provide more choice to customers, CME Group will soon be enabling Market by Order (MBO) functionality in line with the current Market by Price (MBP) service for CME Globex electronic markets. Key Features: Ability to view individual queue position and size of individual orders at a price while remaining anonymous Existing channels enhanced to provide both Price and Order data on a single feed Historical MBO data available following the real-time launch DCM and asset class roll out model Supported by CME Direct The new MBO functionality will be phased over several months, starting Q4 2016 through Q2 2017.

Not sure what that means for us retail traders ie will our data vendors provide this extra information. Presumably it will cost more than the current data packages.

20160509 - CME Group

steve2222 

Well according to this the CME is going to introduce Market by Order functionality starting from Q4 2106. Not sure what that means for us retail traders ie will our data vendors provide this extra information. Presumably it will cost more than the current data packages. 20160509 - CME Group

Thanks Steve. Some tools/platforms already provide this, although it is an estimated figure (TT or Jigsaw, for example).

I wonder whether the higher accuracy that the CME would provide adds more value.

xplorer 

Thanks Steve. Some tools/platforms already provide this, although it is an estimated figure (TT or Jigsaw, for example). I wonder whether the higher accuracy that the CME would provide adds more value.

I have no interest in this myself - just posted for the benefit of others who may.

I don't even look at or use Depth of Market (DoM) data and in fact only subscribe to the Top of Book (ToB) CME data feed.

ICE provide position in queue information already - but I think you have to use WebICE to see it.
@steve2222's original message says "Supported by CME Direct" which makes me wonder whether it will only be available on CME Direct (which is CME's WebICE wanna be web based front end).
If it is available for other platforms I have to wonder how long it will be before TT/CQG/NT/etc modify their platforms to show it.

xplorer 

Thanks Steve. Some tools/platforms already provide this, although it is an estimated figure (TT or Jigsaw, for example).

NinjaTrader 8 provides this. In the SuperDOM, the optional column is called APQ (Aproximate Position in Queue).

NinjaTrader 

NinjaTrader 8 provides this. In the SuperDOM, the optional column is called APQ (Aproximate Position in Queue)

As @xplorer said, TT call it EPIQ, but a) it's only an estimate b) it only updates when your specifically viewing that instrument and c) it's not available as a data variable in any of your automated decision making (autospreaders, ADL etc)

For what its worth ICE don't make it available anywhere other than on WebICE so you cant use it in your decision process either.

xplorer 

I wonder whether the higher accuracy that the CME would provide adds more value.

It would actually be very helpful for many automated strategies, especially marketing making related ones.

SMCJB 

It would actually be very helpful for many automated strategies, especially marketing making related ones.

Thanks SMCJB - I presume you're talking about market making?

xplorer 

Thanks SMCJB - I presume you're talking about market making?

Yeap, especially for times when you want (or need) to be on the bid or offer, but would prefer not to actually trade

SMCJB 

Yeap, especially for times when you want (or need) to be on the bid or offer, but would prefer not to actually trade

Ok thanks. I know little about market making but I've always wanted to find out more.