Support Board
Date/Time: Fri, 23 Oct 2026 16:09:48 +0000
Post From: Denali feed: live MBO for COMEX GC via DTC for my own application
| [2026-10-23 14:31:30] |
| User355695 - Posts: 2 |
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Thank you, understood. I will keep all data inside Sierra Chart. Then my plan is to implement my trading logic inside Sierra Chart as an ACSIL custom study and trade COMEX MGC futures through Teton Order Routing. A few questions about this setup: 1. Is live Market-by-Order data available on Denali for COMEX GC and MGC for a non-professional user (Package 12 + CME Group non-professional fees with market depth)? 2. Inside ACSIL, is the full MBO data accessible for every order (add, modify, cancel, fill, with order IDs and queue position), or is it filtered by order size (I read in an older thread that only orders larger than 10 were sent)? 3. Which ACSIL functions/structures give access to MBO data and full market depth? A link to the documentation would be very helpful. 4. Can an ACSIL study place, modify and cancel orders automatically through Teton Order Routing (automated trading)? 5. Which futures brokers / clearing firms supporting Teton accept clients from Uzbekistan? 6. What is the total monthly cost for this setup: Package 12, CME Group non-professional exchange fees for COMEX with market depth and MBO, and anything else? 7. Can Sierra Chart run unattended 24/5 on a Windows VPS for automated trading? Thank you. |