Support Board
Date/Time: Sun, 09 Mar 2025 21:09:18 +0000
MBO Data related question
View Count: 1221
| [2021-08-17 01:21:38] |
| ejtrader - Posts: 688 |
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SC Team - Noticed an asterisk at one of the levels in MBO data. What does this represent? Is it possible to capture this in ACSIL? Thanks |
Attachment Deleted.  Sierra_MBO.PNG / V - Attached On 2021-08-17 01:21:25 UTC - Size: 19.85 KB - 545 views |
| [2021-08-17 13:46:50] |
| John - SC Support - Posts: 38516 |
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The Asterisk is your order. Refer to the information here: Market By Order Data: Determining Your Order's Relative Position in the Queue For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-17 20:15:12] |
| ejtrader - Posts: 688 |
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Thank you SC Team. Does the internal SC order ID and MBO order ID matches for the large orders? From the doc - "But, the position relative to other large orders is easily determined by looking at the position of your order in relation to the other orders that are displayed in the column." - While iterating through the MBO orders - wanted to know if I could some how be able to get the position ID relative to the other large orders in the queue. In the example above - my position ID was 2 - would it be possible to get this info from ACSIL? Thanks |
| [2021-08-18 13:35:31] |
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Regarding post #3, we need to look into that.
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 |
| [2021-08-31 10:20:57] |
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Using the sc.GetBidMarketLimitOrdersForPrice/sc.GetaskMarketLimitOrdersForPricefunctions, you can access the market orders data (market by order data) which includes the actual exchange order IDs We will then add to this data structure the exchange order ID: Automated Trading From an Advanced Custom Study: s_SCTradeOrder Structure Members 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 |
| [2022-01-12 19:19:59] |
| ejtrader - Posts: 688 |
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SC Team - wondering if the post #5 related change you have mentioned is implemented or still pending. Thanks |
| [2022-03-10 14:33:38] |
| ejtrader - Posts: 688 |
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SC Team - Have a question related to the MBO data. -- Does MBO data contains the time when the order is made into order book? -- Is this data provided by CME? -- If CME provides this data - is this tracked as part of Sierra. From current structure of MBO - it doesn't appear like it is tracked in Sierra - but not sure whether this data is actually provided by CME or not. Thanks |
| [2022-03-10 14:39:54] |
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-- Does MBO data contains the time when the order is made into order book? No.-- Is this data provided by CME? Not sure. Simply refer to the CME MDP reference and find out.It would be very doubtful we would go through the effort to add this though. 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 |
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