Support Board
Date/Time: Tue, 26 Nov 2024 02:30:24 +0000
Request sample .scid file for _mbo symbol and column format description
View Count: 307
| [2024-01-13 06:28:48] |
| User434158 - Posts: 5 |
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I'm not currently subscribed to SC but have been in the past and looking at doing so again. My understanding from earlier posts is that the _mbo data feed combined NQTV+ConsolidatedTape into a single .scid file on 1st August, is that correct? Also, could you confirm whether or not the NQTV+ConsolidatedTape data feed can be exported live using DTC? Also, I have an old Matlab algo that was built using mbo data from an old Nasdaq Totalview ITCH feed. I'd greatly appreciate a small sample .scid file in csv format for a _mbo symbol with a description of the column data and order tags to assess mapping requirements of old vs new data feed using SC-DTC-Matlab setup. Thankyou Date Time Of Last Edit: 2024-01-13 13:44:29
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| [2024-01-15 15:18:33] |
| John - SC Support - Posts: 36286 |
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The MBO data is not stored. Therefore, it is not part of the .scid file, nor is it available through any file. The only way to access the MBO data is by creating a custom study. Refer to the following: sc.GetBidMarketLimitOrdersForPrice Also, you can not get market data from the system using the DTC Protocol, as the exchanges do not allow this. The format for the .scid files is at the following link: Intraday Data File Format For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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