Support Board
Date/Time: Tue, 30 Jun 2026 02:00:28 +0000
MBO Data
View Count: 416
| [2026-05-15 03:56:40] |
| trader88 - Posts: 35 |
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Dear Support, I also have a question about programmatic access to market depth / MBO data. With Service Package 12 - Integrated Advanced MBO and Denali data, is there a supported way to access real-time MBO / market depth data programmatically from Sierra Chart? For example, can this be accessed through ACSIL, DTC Protocol, a local Sierra Chart service, or another supported API/export mechanism? My goal is to process real-time ES market depth / MBO data from my own local Sierra Chart installation for research and automation purposes. Thank you. Date Time Of Last Edit: 2026-05-15 04:11:20
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| [2026-05-15 04:38:50] |
| trader88 - Posts: 35 |
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Dear Support, Thank you. I found the ACSIL functions: sc.GetAskMarketLimitOrdersForPrice() sc.GetBidMarketLimitOrdersForPrice() I understand these provide Market by Order data at a specified price level, including order ID and quantity, assuming the correct Denali / Package 12 MBO configuration. I have one follow-up question: When using ACSIL with sc.UsesMarketDepthData = 1, are study calls triggered once per individual MBO update event, or can multiple MBO updates be applied to the book before the ACSIL study function is called? For example, if an order is added and then canceled very quickly at the same price level, is ACSIL guaranteed to expose both intermediate states, or would the study only see the latest snapshot at the time of the next study call? My goal is to understand whether ACSIL MBO access should be treated as event-level data or real-time snapshot data for research and automation. Thank you. |
| [2026-05-15 15:34:43] |
| Sierra_Chart Engineering - Posts: 24140 |
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, are study calls triggered once per individual MBO update event, or can multiple MBO updates be applied to the book before the ACSIL study function is called? Refer to:Working with ACSIL Arrays and Understanding Looping: When the Study Function is Called There definitely will be multiple updates before a study function is called. Yes: or would the study only see the latest snapshot at the time of the next study call?
ACSIL MBO access should be treated as event-level data No for this you would need to use the DTC Protocol Server:Data and Trading Communications (DTC) Protocol Server But CME data, cannot be accessed that way so you just simply have no access to this. or real-time snapshot data for research and automation. Yes.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation 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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