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Direct MessagesDate/Time: Fri, 19 Apr 2024 18:23:26 +0000
MBO order id (for SC support)
View Count: 1087
| [2021-07-27 21:01:17] |
| User411647 - Posts: 19 |
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Dear support 1.Is it possible to find out the orderID of each paired order? could you give a little help like that? .... I tried to insert this function into the timeandsales code and assign an OrderID to each volume but it works temporarily (bad idea) I don't really understand how the function works .. PLEASE EXPLAIN 2.Is it possible to distinguish whether it is a limit or market order based on orderID? Very thanks :) |
| [2021-07-27 21:09:06] |
| John - SC Support - Posts: 30972 |
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1. To get the Order ID you would need to use ACSIL and the following function: sc.GetAskMarketLimitOrdersForPrice() And it's corresponding GetBid... function. 2. By definition the MBO data are limit orders. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-07-29 17:19:31] |
| User411647 - Posts: 19 |
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how are market orders distinguished from limit orders based on MBO data? bookmap probably uses OrderID .... or does it depend on several factors ?? I created an iceberg detector that works with MBP but I'm still thinking about stops .... is it even real with Denali data? |
| [2021-07-29 17:26:23] |
| John - SC Support - Posts: 30972 |
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The MBO data is just showing the individual orders that make up the Market Depth at that price level. By definition, these are Limit orders waiting at that level for the price to move there. A Market Order is going to fill immediately and is not reflected in this information. We have no idea what BookMap is doing. We do not know what you mean by this: is it even real with Denali data?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-02 10:12:07] |
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You cannot access market orders through the market by order data. Those are not accessible at all. The exchange does not provide that data.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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