Support Board
Date/Time: Sat, 01 Mar 2025 16:21:40 +0000
Post From: API Sample for Receiving Denali MBO data in real-time
| [2021-10-03 21:56:30] |
| John - SC Support - Posts: 38292 |
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From what you originally wrote "I want to develop logic that continually watches for every add, change, and delete message that comes from the Denali feed for the orderbook, and manage my own internal structure of the orderbook", we were telling you that the information you were looking for was only in the original data from the exchange and that it is not something you could get from us. We still do not see a way to do what you want, as even if you keep track of changes, you do not know if there were trades at that level that caused a removal or a deletion, or if one or the other and then an add. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |