Support Board
Date/Time: Tue, 24 Dec 2024 17:53:22 +0000
ACSIL and the DOM
View Count: 1814
[2015-10-31 13:17:16] |
maxpi - Posts: 181 |
I want to access DOM data in ACSIL but so far I've got nothing. I'm reading and find a reference to a study scsf_DOMAccess. That doesn't seem to exist in any of the studies files. So I'm looking at another study called Depth of Market Data and it refers to a spreadsheet of the same name. My installation of SC doesn't have any ready-made spreadsheets.
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[2015-10-31 19:59:14] |
maxpi - Posts: 181 |
I've not worked with DOM in SC before. I have questions: --does any historical feed include DOM data? --if I capture data from IB or from SC data feed will I be able to replay DOM? |
[2015-11-02 08:35:31] |
Sierra Chart Engineering - Posts: 104368 |
Refer to this ACSIL member to access the market depth data: https://www.sierrachart.com/index.php?page=doc/doc_ACSIL_Members_Variables_And_Arrays.html#scSymbolData Market depth data is not available historically and cannot be replayed. 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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