Support Board
Date/Time: Thu, 09 Jul 2026 16:07:44 +0000
Documentation clarification request regarding guaranteed ACSIL behavior
View Count: 26
| [2026-07-09 13:30:44] |
| John Bibb - Posts: 1 |
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Do GetBidMarketLimitOrdersForPrice / GetAskMarketLimitOrdersForPrice return orders in queue-priority order (front of queue at index 0)? And is that ordering guaranteed/maintained across order modifications — i.e., does the array reflect CME's priority re-queuing when an order's quantity is increased? Does s_MarketDepthEntry (from GetBidMarketDepthEntryAtLevel) expose the exchange's per-level number of orders for CME symbols — and if not, is DE.Quantity the complete level quantity including orders below the 3-lot MBO transmission minimum? Thank you! |
| [2026-07-09 14:34:56] |
| Sierra_Chart Engineering - Posts: 24211 |
|
For these ACSIL functions: GetBidMarketLimitOrdersForPrice / GetAskMarketLimitOrdersForPrice
The first order in the array, is associated with the lowest numbered order ID from the exchange. Order IDs do not change on order modifications. The lowest numbered order ID should be the one that has a queue position, which will fill earlier than ones after it. Order modifications have no effect on this. The quantity you see for market depth data are the actual quantities. That data is not filtered at all. It is actual. And the exchange only provides market depth data for the first 10 levels. The remaining levels are generated from market by order data, but that data is not filtered for the creation of market depth data. 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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