Support Board
Date/Time: Thu, 27 Mar 2025 23:36:36 +0000
Post From: MBO Data and Teton Symbol Settings Issue
[2022-11-17 16:22:57] |
Sierra_Chart Engineering - Posts: 18967 |
The answer at post # 7 is correct and that is the only solution. However, the change we made recently created a new problem. We are releasing version 2454 in about 20 minutes to revert what we did previously. So you will need version 2454. And here is the new code example: SCSFExport scsf_MarketLimitOrdersForPriceExample(SCStudyInterfaceRef sc)
{ if (sc.SetDefaults) { // Set the configuration and defaults sc.GraphName = "MarketLimitOrdersForPrice Example"; sc.AutoLoop = 0; return; } // Do data processing int BidNumLevels = sc.GetBidMarketDepthNumberOfLevels(); int AskNumLevels = sc.GetAskMarketDepthNumberOfLevels(); const int NumberOfMarketOrderDataElements = 20; n_ACSIL::s_MarketOrderData MarketOrderData[NumberOfMarketOrderDataElements]; for (int LevelIndex = 0; LevelIndex < BidNumLevels; LevelIndex++) { s_MarketDepthEntry MarketDepthEntry; sc.GetBidMarketDepthEntryAtLevel(MarketDepthEntry, LevelIndex); int ActualLevels = sc.GetBidMarketLimitOrdersForPrice(sc.Round(MarketDepthEntry.AdjustedPrice / sc.TickSize), NumberOfMarketOrderDataElements, MarketOrderData); for (int OrderDataIndex = 0; OrderDataIndex < ActualLevels; OrderDataIndex++) { uint64_t OrderID = MarketOrderData[OrderDataIndex].OrderID; t_MarketDataQuantity MarketDataQuantity = MarketOrderData[OrderDataIndex].OrderQuantity; } } for (int LevelIndex = 0; LevelIndex < AskNumLevels; LevelIndex++) { s_MarketDepthEntry MarketDepthEntry; sc.GetAskMarketDepthEntryAtLevel(MarketDepthEntry, LevelIndex); int ActualLevels = sc.GetAskMarketLimitOrdersForPrice(sc.Round(MarketDepthEntry.AdjustedPrice / sc.TickSize), NumberOfMarketOrderDataElements, MarketOrderData); for (int OrderDataIndex = 0; OrderDataIndex < ActualLevels; OrderDataIndex++) { uint64_t OrderID = MarketOrderData[OrderDataIndex].OrderID; t_MarketDataQuantity MarketDataQuantity = MarketOrderData[OrderDataIndex].OrderQuantity; } } } 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, use the Teton service: Sierra Chart Teton Futures Order Routing |