Support Board
Date/Time: Wed, 10 Sep 2025 00:48:26 +0000
Post From: MBO Access for Custom Study to Detect True Absorption
| [2025-08-01 03:14:57] |
| User168161 - Posts: 1 |
|
Hello Sierra Chart Team, I’m currently evaluating Sierra Chart Package 12, and I have access to the full Denali feed with MBO (Market by Order) data. I have experience with ACSIL and would like to develop a custom study that detects true absorption, filtering out spoofing, quote stuffing, reshuffling, and other forms of misleading order book activity. Could you please confirm: Does Sierra Chart expose sufficient APIs/functions and headers (e.g., SCMarketByOrder.h, sc.GetDOMMarketByOrderData, etc.) to access and use MBO data programmatically in ACSIL? If so, could you provide documentation or a reference path to the relevant files and examples? Thank you very much for your help. Best regards, Lalit |