Support Board
Date/Time: Mon, 10 Mar 2025 03:10:45 +0000
MBO orders with ACSIL questions
View Count: 1322
| [2022-01-14 17:32:56] |
| onnb - Posts: 662 |
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Looking at the mbo ACSIL API, just confirming a couple of points: 1. Does it return orders greater than 10 or all orders? 2. The OrderID field in s_MarketOrderData is the exchange order id, yes? |
| [2022-01-17 15:13:47] |
| Sierra_Chart Engineering - Posts: 18722 |
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1. Orders down to a quantity of 3 are provided. We will see if we can get the quantity down to 2 but we are just hesitant about data flows and performance impacts. 2. Yes. 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 |
| [2022-01-17 17:18:53] |
| onnb - Posts: 662 |
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Understood on the performance limitations, quantity of 3 is quite nice already and usable for many applications. Are there any thoughts or plans to provide DBO events through DTC? And if you were to provide it via DTC, do you think it might include events covering the full order life cycle (i.e., Create, Modify, Canceled, Filled etc.)? |
| [2022-01-18 01:16:17] |
| Sierra_Chart Engineering - Posts: 18722 |
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Market by order data currently can be accessed through the DTC Server. Add and Remove are supported. A Modify does an add and remove. A modify will be directly supported later.
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 Date Time Of Last Edit: 2022-01-18 01:16:32
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| [2022-01-18 01:39:02] |
| onnb - Posts: 662 |
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1. I'm guessing it must be supported as SC is using it for MBO? 2. Does the DTC/MBO have the same limitation of quantity 3? 3. I don't see documentation for it here: https://dtcprotocol.org/index.php?page=doc/DTCMessages_All.php I'm assuming it hasn't been documented yet? |
| [2022-01-18 01:47:59] |
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1. What is supported? 2. Yes. 3. Yes, not documented but these are the messages: const uint16_t MARKET_ORDERS_REQUEST = 150; const uint16_t MARKET_ORDERS_REJECT = 151; const uint16_t MARKET_ORDERS_ADD = 152; const uint16_t MARKET_ORDERS_MODIFY = 153; const uint16_t MARKET_ORDERS_REMOVE = 154; const uint16_t MARKET_ORDERS_SNAPSHOT_MESSAGE_BOUNDARY = 155; 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 |
| [2022-03-07 05:34:48] |
| onnb - Posts: 662 |
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We plan to start using these mbo messages 1. Can you provide the message structure? Is there an updated header file or similar? 2. Is there an ETA or plan to add these messages to the documentation? |
| [2022-03-15 14:22:46] |
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1. We apologize for the long delay. The latest DTC header files contain these messages. 2. No there is not an estimate for documenting these. However, Real-time CME data in newer versions is no longer accessible through the DTC server due to CME Group rules. If you would like to know more just privately contact us by email. 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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