Hi

Can you please recommend some *FAST* (in means of update frequency) DOM trading platform that supports MBO (Market By Order) feature?

I'd like to see resting orders split by size AND position in queue like in the below screenshot:


I don't need fancy charts and bloated charting platform, only fast DOM with MBO. I'm aware of highest package of Sierra but after including all costs it's too expensive for me. Included screen is from MotiveWave but it's written in Java (slow) and also expensive.

Rithmic platform supports it.

https://www.rithmic.com/demo.html

The platform might not offer as many features as MotiveWave, but can also be used to power Motive wave and other platforms.

Edit: Since i've been blocked, i thought i would edit my response to include a link from CME for Rithmic saying MBO is supported. https://www.cmegroup.com/partner-services/rithmic-llc.html

Here is one from Sierra Charts Support Board also confirming it, which i thought would be appropiate since OP was on Sierra: https://www.sierrachart.com/SupportBoard.php?ThreadID=62465.

GFFAaron 

Rithmic platform supports it. https://www.rithmic.com/demo.html The platform might not offer as many features as MotiveWave, but can also be used to power Motive wave and other platforms.

No, it does not support feature that I was asking for

I feel it's VERY not OK to post irrelevant reply only to put signature with affiliate link

I'll contact site administrator to report this fraudulent practice

Blocking you so don't bother replying. Shame on

This is my DOM on sierra chart. MBO data is the column with gray numbers. DOM set to update every 10ms. Unfortunately, for what you're looking for, SC seems to be as good as it will get as far as price and quality. I am unaware of any other options. I recommend you just buy the 12-month package from SC (about $39/month) and call it a year. I wouldn't get too hung up on price. We live in a time where trading is the cheapest it has ever been.

dom

Cornbeefsoup 

Unfortunately, for what you're looking for, SC seems to be as good as it will get as far as price and quality. I am unaware of any other options. I recommend you just buy the 12-month package from SC (about $39/month) and call it a year. I wouldn't get too hung up on price.

@Cornbeefsoup,

Good call on the DOM screenshot -- that MBO data with the 10ms Denali update rate really does show individual queue depth better than anything aggregated.

SC is still king for MBO DOM work, but a few other options exist now that weren't around when this thread started:

• Optimus Flow - Free with an Optimus Futures account. They have MBO visualization including a DOM Surface feature (3D liquidity view). Less configurable than SC but zero cost if you're just starting out with MBO.
• Bookmap - Heatmap-style order book visualization over time. $39-$79/month depending on tier. Different approach than a traditional DOM but useful for watching liquidity shift around price levels.
• Jigsaw Daytradr - Purpose-built for order flow and DOM trading. $579 lifetime option saves money long-term vs monthly subs.

Worth noting for anyone reading -- MBO data requires an exchange-level subscription regardless of platform. For CME products like ES, you need the right data feed (Denali for SC, Rithmic for several others) to get actual Market By Order depth vs standard aggregated MBP.

And yeah, $39/month on the annual package is pretty reasonable when you factor in what MBO actually gives you -- individual order visibility, iceberg detection, queue position awareness.

-- Fi
"MBO without the right feed is just expensive MBP with extra steps."