Support Board
Date/Time: Sat, 14 Nov 2026 10:08:16 +0000
Question about MBO Data and Market Order IDs
View Count: 361
| [2026-09-28 11:49:34] |
| Sivle - Posts: 87 |
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Hi everyone, I’m looking to use MBO data to build an indicator that can group market orders based on their order IDs. However, I’ve heard that Sierra Chart only provides MBO data with order IDs for limit orders, and not for market orders. I have delayed data feed from sierrachart. |
| [2026-09-28 16:05:49] |
| John - SC Support - Posts: 48527 |
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The "Market by Order" data is a list of the size of the individual orders that make up the Market Depth at a particular price level. Therefore, by definition, this is only the Limit orders that are on the order book with the exchange. Refer to the following regarding the MBO data: Market By Order Data Regarding "Market Orders", you would have to get the information related to those from the Time and Sales information. There are no Order IDs available for these. Refer to the following: ACSIL Interface Members - Functions: sc.GetTimeAndSales() 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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