Login Page - Create Account

Support Board


Date/Time: Sun, 16 Mar 2025 16:09:36 +0000



Post From: MBO tick data issue

[2022-08-16 04:17:42]
User785723 - Posts: 58
I’m using ACSIL to get and store MBO tick data on the ask and bid side.

I am considering sc.LastTradePrice and expecting that the minimum ask order is always above and the maximum bid order is always below sc.LastTradePrice.

However, for around 20% of the stored data, this is not the case i.e., either:
minimum ask order price < sc. LastTradePrice
or
maximum bid order price > sc.LastTradePrice

How can I address this issue?

Also I wonder if the trader id for each of the orders can be obtained via ACSIL for MBO data.