Support Board

Date/Time: Fri, 03 May 2024 02:31:15 +0000

Post From: MBO order id (for SC support)

[2021-07-29 17:26:23] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 31334
The MBO data is just showing the individual orders that make up the Market Depth at that price level. By definition, these are Limit orders waiting at that level for the price to move there. A Market Order is going to fill immediately and is not reflected in this information. We have no idea what BookMap is doing. We do not know what you mean by this: is it even real with Denali data? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing