Support Board
Date/Time: Sat, 01 Mar 2025 16:01:32 +0000
Post From: API Sample for Receiving Denali MBO data in real-time
[2021-10-04 17:13:44] |
Sierra123 - Posts: 27 |
So in your opinion, what are the primary purposes/ uses of having the MBO data available in Sierra? Is it to see what is on the orderbook at any given time, and to be able to track where a particular order is in the stack of orders at a given price? I do see those capabilities, but are there other uses? Again, I've subscribed to this feed to make good use of it, but my ideas on how to use have not yet aligned with features that you may have envisioned or enabled yet. |