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Date/Time: Mon, 18 May 2026 19:02:03 +0000



Post From: Question on Market By Order (MBO) Data

[2026-05-18 14:13:15]
Gabriele Adrianzen - Posts: 1
Hello Sierra Chart Support,

I recently upgraded to Service Package 12 to use Market By Order (MBO) data with Denali.

One of my custom execution charts is based on:

10-tick range bars
Numbers Bars / Footprint
Market Depth Historical Graph (heatmap)
Delta and diagonal imbalance analysis

My question is:

Can MBO data be integrated or utilized indirectly within the Market Depth Historical Graph / Heatmap studies, or is MBO visualization strictly limited to Trade/Chart DOM columns only?

For example:

Can the heatmap reflect individual large resting orders through MBO filtering?
Is there any study or configuration that allows MBO-based visualization directly on charts?
Or is MBO only accessible visually through DOM columns?

Thank you very much.