Support Board
Date/Time: Tue, 25 Aug 2026 10:15:54 +0000
Post From: Documentation clarification request regarding guaranteed ACSIL behavior
| [2026-07-09 13:30:44] |
| John Bibb - Posts: 2 |
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Do GetBidMarketLimitOrdersForPrice / GetAskMarketLimitOrdersForPrice return orders in queue-priority order (front of queue at index 0)? And is that ordering guaranteed/maintained across order modifications — i.e., does the array reflect CME's priority re-queuing when an order's quantity is increased? Does s_MarketDepthEntry (from GetBidMarketDepthEntryAtLevel) expose the exchange's per-level number of orders for CME symbols — and if not, is DE.Quantity the complete level quantity including orders below the 3-lot MBO transmission minimum? Thank you! |