Support Board
Date/Time: Thu, 25 Jun 2026 21:15:39 +0000
ACSIL - access to incremental Market-By-Order updates (per-OrderID add/modify/delete)
View Count: 9
| [2026-06-25 19:26:04] |
| User453167 - Posts: 6 |
|
Is there any ACSIL access to the incremental MBO update stream (the per-order insert/update/delete actions you already process internally, the headers even define MarketDepthUpdateOperationEnum)? Ideally a drainable buffer per call like sc.GetTimeAndSales, each record { OrderID, BidOrAsk, Price, Quantity, UpdateType, DateTime }. If it doesn't exist, is it feasible / on the roadmap, and if not, is there a recommended way to track per-order changes within ACSIL? Thanks in advance. |
To post a message in this thread, you need to log in with your Sierra Chart account: