Support Board
Date/Time: Wed, 16 Sep 2026 20:57:59 +0000
ACSIL GetBid/AskMarketLimitOrdersForPrice returns 0
View Count: 21
| [2026-09-16 16:35:37] |
| rob9874 - Posts: 1 |
|
Hello, I am using Service Package 12 with Denali data for NQZ26-CME. Native market depth is working and Trading Chart DOM is enabled with the Combined Bid/Ask Market Orders and Pulling/Stacking columns. However, an ACSIL study using sc.GetBidMarketLimitOrdersForPrice() and sc.GetAskMarketLimitOrdersForPrice() returns 0 orders at nearly every update. Market depth levels and Time and Sales are received correctly. “Subscribe Market By Order Data When Market Depth Subscribed” is Yes. I tested “Use Separate Connection For Market By Order Data” with both Yes and No and reconnected, but the ACSIL functions still return 0. Minimum Market By Order Quantity was also tested at 1. Could you please verify that full CME Market By Order data is enabled and available to ACSIL for my account and NQZ26-CME? |
 Στιγμιότυπο οθόνης 2026-09-16 193419.png / V - Attached On 2026-09-16 16:34:38 UTC - Size: 82.71 KB - 4 views |
| [2026-09-16 18:20:13] |
| John - SC Support - Posts: 47917 |
|
Your account is fine for getting the Market by Order data. You are on the "Integrated Advanced with MBO" package and you have an exchange active that includes the Market Depth data. Please go through the items at the following link to ensure you have setup your system to get the MBO data: Market By Order Data: Step-by-Step Instructions And refer to the information for the function you are using at the following link. Note the reference to the study in Studies2.cpp. We tested that study and it is working fine, so there is nothing wrong with the particular function. https://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Functions.html#top If you still have a problem, make sure you enable the Market Order columns to ensure you are getting the data properly in your system. If you are, then there is something you are not doing correctly in your program. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: