Support Board

Date/Time: Mon, 13 May 2024 08:37:11 +0000

Post From: MBO with Denali

[2021-02-08 08:27:01] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This has never changed: What about executed trades? All trades have always been sent. This is existing standard market data and is nothing new. You can see this in the time and sales window, and you can also see this within the chart when it is set to one trade per bar. Basically does the GetTimeAndSales Function have more then just TimeAndSalesPrice, TimeAndSalesVolume, TimeAndSalesTime, with MBO data? Market by Order data is wholly unrelated to Time and Sales trade data. Are you sending the aggressor order id and the passive order id in the data stream? This data is not available with trades. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-02-08 08:32:01