Login Page - Create Account

Support Board


Date/Time: Tue, 03 Mar 2026 03:38:34 +0000



[Programming Help] - Help needed with MBO data

View Count: 17

[2026-03-02 19:55:00]
User41683 - Posts: 42
Hi, I want to build a custom study that detect Iceberg Orders using MBO data.
GetBidMarketLimitOrdersForPrice always returns 0 - Service Package 12 / Denali / v2867
The MBO separate connection is active (Denali Data Feed (Market Orders Data) | Starting market orders updates for: ESH26), MBO data is visible in DOM columns, and depth data shows 700+ levels with NumOrders populated. However, sc.GetBidMarketLimitOrdersForPrice() returns 0 for all tick conversion methods tested including sc.Round(DepthEntry.Price / sc.TickSize) as shown in the engineering example. Tested on both a regular chart and Trading DOM. Code follows the pattern from ThreadID 61403 post #5.
Raw:681775.00 Adj:6817.75 TickSize:0.2500 HPM:0.0100
All of: Raw/TS, Adj/TS, PriceValueToTicks(Raw), PriceValueToTicks(Adj) → return 0

What do I miss? Is it some setting? Is it a particular ACSIL code I'm missing?

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account