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Requirements: platform, data feed and market data
SummaryData connection: Rithmic or Level 2Order Flow+ and volumetric history1-tick historyTick Replay (optional)Real-time only partsLoading time and performance
This page lists what AK FlowBook needs to run, and what changes when part of the data is missing.
Summary
| Item | Requirement | Notes |
|---|---|---|
| Platform | NinjaTrader 8, version 8.1.7 or later | Older versions are not supported. |
| Operating system | Windows | NinjaTrader 8 is a Windows application. It uses .NET Framework 4.8, which the NinjaTrader installer sets up. |
| Instrument | GC (COMEX gold futures) | Presets for MGC, ES, MES, NQ, MNQ and CL are included. Gold is the instrument we test and support first. |
| Chart | 1-minute | We design and test every layer on a GC 1-minute chart. |
| Real-time data | CME futures data with market depth | The map and the live layers need a live connection. |
| Order-by-order (MBO) data | A Rithmic connection in NinjaTrader | Needed for individual orders, queue rank and icebergs. Without it, AK FlowBook falls back to Level 2. |
| Volumetric history | NinjaTrader Order Flow+ | Recommended. Used to build delta and candle volume for historical bars. |
| 1-tick history | Tick data from your data provider | Recommended. Used to rebuild big trades on historical bars. |
| Tick Replay | NinjaTrader Tick Replay | Optional. AK FlowBook uses it when it is turned on. |
Data connection: Rithmic or Level 2
AK FlowBook reads the order book in two ways.
- Native MBO (market by order). Through NinjaTrader's Rithmic connection, AK FlowBook receives depth order by order. The map header shows
NATIVE_MBO. You see each resting order, its place in the queue, and iceberg marks. - Level 2 fallback. With any other connection that provides market depth, AK FlowBook uses the total size at each price. The map header shows
L2_FALLBACK. The map still works, but rows are not split into individual orders.
| Feature | Rithmic (MBO) | Other feed with Level 2 |
|---|---|---|
| Delta, candle volume filters | Yes | Yes |
| Big trades and BT2 dots | Yes | Yes |
| Levels, VWAPs and session levels | Yes | Yes |
| MBO Price Map, total size per price | Yes | Yes |
| Individual order segments and queue rank | Yes | No |
| Iceberg marks | Yes | No |
Order Flow+ and volumetric history
AK FlowBook loads NinjaTrader volumetric (bid/ask) data to compute delta and candle volume for the bars that were already on the chart when you added the indicator. Volumetric bars are part of NinjaTrader Order Flow+. The setting Load Native Volumetric History is on by default. See Settings.
1-tick history
Large orders often fill in many small prints. To rebuild them on historical bars, AK FlowBook loads 1-tick history. The setting Load 1-Tick History for Parent BigTrades is on by default. Your data provider must supply tick history for the days you load.
Tick Replay (optional)
AK FlowBook uses Tick Replay when it is on. Tick Replay makes NinjaTrader replay historical ticks into indicators, so loading takes longer. To use it:
- In the NinjaTrader Control Center, open Tools > Options > Market data and tick Show Tick Replay.
- On your chart, open the Data Series window and tick Tick Replay.
Real-time only parts
The MBO Price Map and the order book ladder draw only from live data. When you open a chart, AK FlowBook recomputes the history it can, then switches to live. A dashed separator marks the switch: <- RECOMPUTED | LIVE ->. Before live data arrives, the map shows REALTIME ONLY or WAITING_FOR_NATIVE_DEPTH. See Troubleshooting.
Loading time and performance
The first load can take several minutes, because AK FlowBook reads tick and volumetric history. If your chart feels slow, lower Performance Mode or History Display Days. See Troubleshooting.
Education only. Not financial advice. Trading futures and CFDs carries a high risk of loss.