Support Board
Date/Time: Mon, 03 Mar 2025 10:34:34 +0000
Post From: Market by Order data
[2021-08-09 14:41:30] |
Chad - Posts: 234 |
@SCE or @John: is MBO data accessible via ACSIL, or at least in a Spreadsheet Study? I searched ACSIL docs, didn't see it listed in arrays. Tried adding a Spreadsheet Study to a DOM but that data isn't output. FWIW I'm testing with CBOT ZN futs, Sep 21 expiry. EDIT/UPDATE Never mind, I think I found it...sc.GetAskMarketLimitOrdersForPrice(), etc. Just appending this to my post/question for other SC users who might find this thread while looking for answer to similar scenario. Date Time Of Last Edit: 2021-08-09 14:49:03
|