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Date/Time: Fri, 29 Nov 2024 03:29:57 +0000



Post From: imbalance messages at open / closing auctions in TotalView

[2022-07-04 09:19:48]
Sierra Chart Engineering - Posts: 104368
There is no storage of this data in Intraday data files. The data can be viewed through a Quote Board:
Getting Quotes

And it is ACSIL accessible:
sc.GetBasicSymbolData()

Make sure you are running the latest version of Sierra Chart:
Software Download: Fast Update


edit: Is there a new DTC message type for NOII?
Yes check the nonstandard DTC file:
/DTC/DTCProtocol_NonStandard.h

? What values mean what in ImbalanceDirection and CrossType?
These are just populated with whatever character value the exchange sends through. We will document them.
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: 2022-07-04 09:22:35