Support Board
Date/Time: Wed, 04 Nov 2026 13:23:54 +0000
Rithmic Direct DTC feed: MBO in ACSIL, minimum size filter, aggressor Order IDs on trades
View Count: 20
| [2026-11-04 11:38:06] |
| User241773 - Posts: 1 |
|
Hello, I plan to write MBO-based studies in ACSIL (iceberg / sweep / stop-run detection) using Rithmic Direct - DTC as the data feed instead of Denali. Everything would stay inside Sierra Chart; nothing would be exported. Context from earlier threads (for Denali): MBO is available only through sc.GetBidMarketLimitOrdersForPrice() / sc.GetAskMarketLimitOrdersForPrice(), with Order ID and quantity only, current snapshot only (ThreadID=106718, ThreadID=107797). MBO cannot be replayed (ThreadID=71563). MBO is unrelated to Time and Sales, and aggressor/passive order IDs are not available with trades (ThreadID=59959). My questions, with Rithmic as the data source: 1. Is MBO supported with Rithmic Direct - DTC? Which Service Package is required, and do the two ACSIL functions above return data with this feed? 2. Does the minimum quantity filter for MBO (documented as >= 3 contracts) also apply to Rithmic data, or is it specific to Denali? 3. Are the limitations the same with Rithmic (current snapshot only, no add/modify/delete events, no replay)? Is there any way in ACSIL to receive each MBO change as an event instead of polling snapshots? 4. Does ACSIL expose the exchange order ID of the aggressor and/or passive order for each trade with the Rithmic feed (for example in s_TimeAndSales)? 5. Does the rule that real-time CME data cannot be sent outside Sierra Chart (for example through DTC) also apply to data received from Rithmic, or only to Denali? Thank you. |
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