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Direct MessagesDate/Time: Fri, 03 May 2024 14:29:35 +0000
[Programming Help] - New Eurex MBO via ACSIL
View Count: 936
| [2021-02-17 16:59:21] |
| kam2001 - Posts: 65 |
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Is it possible to access New Eurex MBO via ACSIL programming ? Thanks
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| [2021-02-19 15:39:13] |
| bradh - Posts: 854 |
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If it is in your data feed, and you can add it to the Chart Settings, then ACSIL can do anything it can do with any other symbol. If it is not in your data feed, then you won't get backdoor access, if that's what you mean.
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| [2021-02-19 17:45:52] |
| kam2001 - Posts: 65 |
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Yes, i have the correct subscription and datafeed. I can access it via tradind chart DOM and In 2214 release these new sc.GetBidMarketLimitOrdersForPrice(int PriceInTicks, int ArraySize, n_ACSIL::s_MarketOrderData) methods were released for accessing the market by order data. I tried passing params as per the signature. e.g some price and Arraysize as int but not sure about the structure of s_MarketOrderData. I've noticed it is a struct of OrderQuantity and OrderID but not sure where should i get OrderQuantity/OrderID before passing into this method.Any example of implementation !! Thanks
Date Time Of Last Edit: 2021-02-19 17:47:36
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| [2021-02-19 18:16:43] |
| User907968 - Posts: 802 |
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Your function signature is missing some useful information: sc.GetBidMarketLimitOrdersForPrice(const int PriceInTicks, const int ArraySize, n_ACSIL::s_MarketOrderData* p_MarketOrderDataArray); 'n_ACSIL::s_MarketOrderData* p_MarketOrderDataArray' - pointer to the first element of an array of 'n_ACSIL::s_MarketOrderData'. const int32_t orderArraySize{ 25 }; n_ACSIL::s_MarketOrderData askOrders[orderArraySize]; sc.GetAskMarketLimitOrdersForPrice(askPriceInTicks, orderArraySize, askOrders); You don't need to do anything with OrderQuantity and OrderID, these are populated for each array element when the function returns. |
| [2021-02-22 03:41:07] |
| kam2001 - Posts: 65 |
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Thanks a lot, appreciate it. Manage to get it working.
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