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Date/Time: Tue, 24 Dec 2024 17:53:22 +0000



ACSIL and the DOM

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[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.
[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

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