Hi Chris1!
Unfortunately, there’s nothing Tradovate can do about the number of DOM levels offered in their own platform (10 levels each side only which makes a heatmap redundant) besides offering feed options that allow for this - which they currently don’t (just CQG right now which is meh). Sadly, even years after CME group introduced full DOM data, CQG isn’t offering this. Likely because their data capacity is already congested as is.
The best data feed with full DOM (800 levels instead of 10) is still Denali (Sierrachart’s in-house direct exchange feed) but I doubt Sierra would let Tradovate platform use that so you’d have to switch to Sierra as a platform (no-brainer though afaic as it’s the best platform anyway and Tradovate already offers this!) The only downside is that the data costs a little more (but 100% worth it imho).
So since I doubt Sierra would third-party what’s probably the best feed in the industry currently, there’s probably only one other option for Tradovate’s own platform right now if they want to offer a “bookmap”, which is to partner with Rithmic - which does also offer full CME market depth. And Rithmic isn’t so stubborn about sharing with 3rd party vendors. They’re also not an amazing feed, though (not much better than CQG, but definitely better).
But even if you go this route, there is still the issue of order routing direct through Sierra (which uses TT-FIX right at the exchange) and Tradovate for some reason doesn’t currently allow this (even though other IB’s clearing through the same clearing firms all do). This is scary because the TT routing has full server-side OCO and bracket order management with like 1ms-latencies which means you won’t have to worry about 50T slippage in a fast-moving market again (like happened recently with the big CQG outage).
In other words, just one CQG “hickup” like that could easily pay for 2+ years of Sierra subscription (with 1 contract only on ES - scale according to your size). When it comes to order routing, TT over CQG is a no-brainer and most pros/prop firms/banks/funds worldwide agree… So yeah.
If you’d like to support the cause for better order routing, please upvote and comment on the relevant thread via this link! =>>> Allow for Sierra Chart Order Routing
Best Regards,
Z