Support Board
Date/Time: Thu, 16 Apr 2026 05:51:22 +0000
sc.UsesMarketDepthData callback frequency with MBO subscription — called per event or per
View Count: 46
| [2026-04-15 19:33:26] |
| User642863 - Posts: 1 |
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We are building an ACSIL custom study to capture MBO order flow data. Setup: Denali, Package 12, Subscribe Market By Order Data When Market Depth Subscribed = Yes, Use Separate Connection For Market By Order Data = Yes, MNQM26. The study sets sc.UsesMarketDepthData = 1 and on each callback calls sc.GetBidMarketLimitOrdersForPrice / sc.GetAskMarketLimitOrdersForPrice to snapshot the order queue at the top 10 levels, diffing by OrderID to detect adds and removes. Question: Does the study function get called once per individual MBO order event, or once per batch of events after multiple updates have been applied to the book? If two MBO events arrive in rapid succession (e.g. add then cancel at the same price), will our study be called twice, or could the intermediate state be invisible? The sc.UsesMarketDepthData documentation only describes subscription behaviour, not callback frequency. |
| [2026-04-15 19:53:54] |
| User431178 - Posts: 861 |
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Study function is update based on timer, not market depth update or other events. You will see snapshots per time interval. General Settings Window: Update Intervals (Global Settings >> General Settings >> General) Date Time Of Last Edit: 2026-04-15 19:55:03
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| [2026-04-15 20:10:37] |
| John - SC Support - Posts: 45649 |
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Also refer to the following: Working with ACSIL Arrays and Understanding Looping: Update Study Function Calls 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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