Support Board
Date/Time: Fri, 21 Aug 2026 12:16:52 +0000
Post From: Denali MBO: Remote Buffer Delay, ACSIL Event Access, and Intermediate Book States
| [2026-08-21 08:39:55] |
| User459558 - Posts: 1 |
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Hello Sierra Chart Support / Engineering, I am working on an ACSIL study that uses Denali CME Market By Order data, and I would like to clarify a few technical details about how MBO data is delivered and exposed to ACSIL. I am specifically trying to understand the practical limits of reconstructing MBO order lifecycle events from ACSIL. 1. Remote Buffer Delay and the separate MBO connection Does the Remote Buffer Delay Send Time In Milliseconds setting apply identically to the separate connection used for Denali CME Market By Order data? For example, if Remote Buffer Delay is set to 20 ms, is the separate Denali MBO connection also paced/buffered according to that 20 ms setting? 2. Event-level MBO access from ACSIL Is there currently any ACSIL-accessible mechanism that provides an exchange-level sequence number, timestamp, or individual: - ADD - MODIFY - DELETE / CANCEL - EXECUTE event stream for Denali MBO updates? Or is the only supported ACSIL access to MBO the current book state through functions such as: "sc.GetBidMarketLimitOrdersForPrice()" and "sc.GetAskMarketLimitOrdersForPrice()"? In other words, can ACSIL process every individual Denali MBO update between study calls, or can it only inspect the resulting/current MBO state when the study function executes? 3. Chart Update Interval below Remote Buffer Delay If: - Remote Buffer Delay = 20 ms - Chart Update Interval = 10 ms can an ACSIL study observe any additional intermediate Denali MBO book states compared with using: - Remote Buffer Delay = 20 ms - Chart Update Interval = 20 ms? Or, from the perspective of MBO state visibility in ACSIL, would running the study more frequently than the Denali MBO delivery/update cadence provide no additional MBO information? I am mainly trying to determine the correct lower bound for an ACSIL MBO sampling/benchmark test and to avoid unnecessarily increasing CPU usage if intermediate MBO states cannot become visible below the server/data delivery interval. Thank you in advance for any clarification, especially regarding the distinction between the internal Denali MBO update stream and what is actually exposed to ACSIL. |