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Date/Time: Tue, 30 Jun 2026 00:48:24 +0000



Post From: MBO Data

[2026-05-15 15:34:43]
Sierra_Chart Engineering - Posts: 24140
, 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?
Refer to:
Working with ACSIL Arrays and Understanding Looping: When the Study Function is Called

There definitely will be multiple updates before a study function is called.

Yes:
or would the study only see the latest snapshot at the time of the next study call?


ACSIL MBO access should be treated as event-level data
No for this you would need to use the DTC Protocol Server:
Data and Trading Communications (DTC) Protocol Server


But CME data, cannot be accessed that way so you just simply have no access to this.


or real-time snapshot data for research and automation.
Yes.
Sierra Chart Support - Engineering Level

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