Support Board
Date/Time: Sun, 23 Aug 2026 02:40:14 +0000
ACSIL access to Market by Order data, and IBKR Ireland for CME non-professional
View Count: 19
| [2026-08-22 22:18:14] |
| User900688 - Posts: 1 |
|
Hello, I am evaluating Service Package 12 with the Denali Exchange Data Feed for CME futures (MNQ/NQ). Two separate topics, both of which determine whether I proceed. Market by Order and ACSIL 1. Does ACSIL expose individual Market by Order events to custom studies — order add / modify / cancel / execute with their order IDs — or can custom studies only read aggregated market depth levels? If per-order access exists, which ACSIL functions or structures provide it? 2. The documentation states that only orders of quantity 3 and greater are transmitted. Does this same threshold apply to whatever MBO data ACSIL can read? 3. The documentation states there is no support for recording or downloading historical Market by Order data. To confirm the boundary: can a custom ACSIL study itself write the live MBO stream to disk in a format I define, for my own offline analysis? If so, is there any licensing restriction on storing that data for personal research use? 4. Is Market by Order data available during Chart Replay in any form, so that a custom study using it can be tested against past sessions? 5. Is the free Delayed Exchange Data Feed sufficient to develop and test an ACSIL study that consumes MBO data, before any CME exchange is activated? Interactive Brokers entity 6. I am opening a futures account with Interactive Brokers Ireland (IBIE), not IB LLC. Does the Interactive Brokers Trading Service in Sierra Chart connect to IBIE accounts, and does connecting to an IBIE account satisfy the once-a-month live funded account verification required for CME non-professional exchange fees? 7. On the Uniform Subscriber Agreement, what should a client with an IBIE account enter as the clearing firm? Thank you. |
| [2026-08-23 00:40:06] |
| Benhouse - Posts: 5 |
|
Does ACSIL expose individual Market by Order events (add, modify, cancel, execute, with order IDs) to custom studies, or can a custom study only read aggregated market depth levels? And is Market by Order data available during Chart Replay, so that a custom study using it can be tested against past sessions? |
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