Support Board
Date/Time: Fri, 23 Oct 2026 16:10:38 +0000
Post From: Denali feed: live MBO for COMEX GC via DTC for my own application
| [2026-10-23 14:39:43] |
| John - SC Support - Posts: 48310 |
|
1. Yes. 2. It is filtered such that only MBO orders greater than or equal to 3 are transmitted. So any value of 1 or 2 is not accessible. Also, the only information available with the MBO data is the size and Order ID. Refer to the following: ACSIL Interface Members - Functions: sc.GetAskMarketLimitOrdersForPrice() 3. See above for MBO. For Market Depth refer to the following: ACSIL Interface Members - Functions: sc.GetBidMarketDepthEntryAtLevel 4. Yes. Refer to the following: Automated Trading From an Advanced Custom Study 5. We do not know who accepts clients from where. The list of brokers that support Teton can be found in Step #2 at the following link: Sierra Chart Teton Futures Order Routing: Setup Instructions 6. The package costs can be found at the following link: Description of Service Packages and Pricing The exchange fees can be found at the following link: Denali Exchange Data Feed: Supported Exchanges (Exchange Fees) 7. Yes. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |