Support Board
Date/Time: Sun, 15 Nov 2026 14:04:46 +0000
Post From: MBO DATA ES and NQ
| [2026-10-02 06:38:40] |
| GARYtheG - Posts: 37 |
|
Thanks blt, great point. With N and S per level plus the visible MBO orders, the hidden 1s and 2s are uniquely determined (#2 = R − m, #1 = 2m − R), and tracking count/size deltas event by event recovers most of the queue order too. The remaining ambiguity is which hidden order cancels or reduces when several of the same size sit in the queue, so native size-1 MBO would still be preferable. Appreciated! And thanks to the Sierra Chart team for the effort to lower the minimum to 2. That simplifies things a lot: with only 1-lots hidden, the reconstruction becomes trivial (#1 = m, and R = m serves as a built-in consistency check), and the remaining queue ambiguity shrinks to same-size cancels among the 1-lots. Much appreciated. |