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Date/Time: Sat, 30 Nov 2024 00:35:03 +0000



Post From: Identifying StopLoss and Iceberg Orders via CME MBO Data

[2020-09-25 06:02:26]
Sierra Chart Engineering - Posts: 104368
You cannot identify stop orders in the market by order data because it does not contain those orders.

And we are also not sure how you would identify orders that have a different display quantity and are not showing in the market by order data or show up with a smaller quantity.

Sounds like a lot of nonsense to us what they are offering.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-09-25 06:02:37