Support Board
Date/Time: Mon, 18 May 2026 19:02:22 +0000
Question on Market By Order (MBO) Data
View Count: 30
| [2026-05-18 14:13:15] |
| Gabriele Adrianzen - Posts: 1 |
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Hello Sierra Chart Support, I recently upgraded to Service Package 12 to use Market By Order (MBO) data with Denali. One of my custom execution charts is based on: 10-tick range bars Numbers Bars / Footprint Market Depth Historical Graph (heatmap) Delta and diagonal imbalance analysis My question is: Can MBO data be integrated or utilized indirectly within the Market Depth Historical Graph / Heatmap studies, or is MBO visualization strictly limited to Trade/Chart DOM columns only? For example: Can the heatmap reflect individual large resting orders through MBO filtering? Is there any study or configuration that allows MBO-based visualization directly on charts? Or is MBO only accessible visually through DOM columns? Thank you very much. |
| [2026-05-18 15:51:20] |
| John - SC Support - Posts: 46170 |
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The MBO data is only available to be visualized in the DOM. You can get access to the data programatically, and then see if you can do what you want with it. Refer to the following: ACSIL Interface Members - Functions: sc.GetAskMarketLimitOrdersForPrice() https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php 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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