Support Board
Date/Time: Thu, 25 Jun 2026 22:17:28 +0000
Post From: ACSIL - access to incremental Market-By-Order updates (per-OrderID add/modify/delete)
| [2026-06-25 19:26:04] |
| User453167 - Posts: 6 |
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Is there any ACSIL access to the incremental MBO update stream (the per-order insert/update/delete actions you already process internally, the headers even define MarketDepthUpdateOperationEnum)? Ideally a drainable buffer per call like sc.GetTimeAndSales, each record { OrderID, BidOrAsk, Price, Quantity, UpdateType, DateTime }. If it doesn't exist, is it feasible / on the roadmap, and if not, is there a recommended way to track per-order changes within ACSIL? Thanks in advance. |