Support Board
Date/Time: Wed, 15 Apr 2026 09:49:40 +0000
Header Specifications for Intraday and MBO Data Formats
View Count: 104
| [2026-04-08 06:54:41] |
| User731601 - Posts: 2 |
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Hello, I am looking for the specific header requirements and column definitions for the following data types in Sierra Chart (Denali live feed): Intraday Data: Could you provide the standard column headings and data types required for importing external time and sales data via text/CSV file (for conversion to .scid)? Market By Order (MBO): Does Sierra Chart currently support a specific file format or header structure for importing historical MBO (Level 3) data from an external source? Data Field Mapping: For the standard Denali Exchange Data Feed, which specific internal variables (e.g., in s_sc or s_SymbolData) are populated by MBO-specific updates vs. standard Trade/Tick updates? Thank you. |
| [2026-04-08 14:02:57] |
| John - SC Support - Posts: 45634 |
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Intraday Data: Could you provide the standard column headings and data types required for importing external time and sales data via text/CSV file (for conversion to .scid)?
If you want to create a .scid file from your own data, refer to the following:Intraday Data File Format Market By Order (MBO): Does Sierra Chart currently support a specific file format or header structure for importing historical MBO (Level 3) data from an external source?
The Market by Order data is transient, and is not stored at all. Additionally, this data is only supported for our own Denali Exchange Data Feed. As such, there is no way to get MBO data into the system from an external source.Data Field Mapping: For the standard Denali Exchange Data Feed, which specific internal variables (e.g., in s_sc or s_SymbolData) are populated by MBO-specific updates vs. standard Trade/Tick updates?
We are not really certain what you are asking here. But the MBO data does not update any other information in the system. As noted, it is transient and only available at that moment in time. The only access to the information is through the following function calls through ACSIL:ACSIL Interface Members - Functions: sc.GetAskMarketLimitOrdersForPrice() ACSIL Interface Members - Functions: sc.GetBidMarketLimitOrdersForPrice() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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