Support Board
Date/Time: Tue, 09 Sep 2025 18:48:38 +0000
[Programming Help] - MBO Access for Custom Study to Detect True Absorption
View Count: 140
| [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 |
| [2025-08-01 14:06:38] |
| John - SC Support - Posts: 41698 |
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There are only two ACSIL functions for accessing Market by Order data, one for the Bid and one for the Ask. Refer to the following: ACSIL Interface Members - Functions: sc.GetAskMarketLimitOrdersForPrice() 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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