But that does not include expiration I know the expiration codes for ES on CME... but I have no clue how the current front month is coded for TF or FDAX. Ninja Trader handles that internally, too So it is not visible tehre
TF is not CME Globex...essentially you are using another feed (ICE Futures / NYBOT). "ICE offers unprecedented price transparency and ensures that full depth of market is shown to all participants and observers. " https://www.theice.com/about.jhtml
For the Russell, try TF FMZ00009!.NYBOT in R | Trader (note: there are 2 spaces between the TF and FMZ and the Z represents the month). There is no set limit as to the number of price levels that may be quoted for any of the instruments whose prices are published through The ICe (ICE, NYBOT, WCE, ...), so we show/provide them all.
For the instruments I trade these are the market depths accessible through the NT API: CME currency futures (e.g. 6E, 6B etc) - 5 levels CME index futures (e.g. ES, NQ etc) - 10 levels NYBOT index futures (e.g. TF) - 64 levels