Support Board
Date/Time: Fri, 15 May 2026 06:35:30 +0000
Post From: MBO Data
| [2026-05-15 04:38:50] |
| trader88 - Posts: 35 |
|
Dear Support, Thank you. I found the ACSIL functions: sc.GetAskMarketLimitOrdersForPrice() sc.GetBidMarketLimitOrdersForPrice() I understand these provide Market by Order data at a specified price level, including order ID and quantity, assuming the correct Denali / Package 12 MBO configuration. I have one follow-up question: When using ACSIL with sc.UsesMarketDepthData = 1, are study calls triggered once per individual MBO update event, or can multiple MBO updates be applied to the book before the ACSIL study function is called? For example, if an order is added and then canceled very quickly at the same price level, is ACSIL guaranteed to expose both intermediate states, or would the study only see the latest snapshot at the time of the next study call? My goal is to understand whether ACSIL MBO access should be treated as event-level data or real-time snapshot data for research and automation. Thank you. |