Please consider using Rithmic data (Dorman and Phillipcapital support this). Market By Order has some incredible advantages. Not only knowing your order’s position in queue, but also knowing the size of individual resting orders (not just the total). The best you can do with CQG is for example knowing that there are 143 orders at a price level, but with MBO you can know that there are 143 orders at a price level comprised of, 23x 1contract, 10x 2 contract, and one giant 100 contract order from a single entity. This matters!
Take a look at this DOM powered by Rithmic MBO:
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