Support Board
Date/Time: Sat, 18 Jan 2025 10:56:09 +0000
Feature Request Regarding Historical Market Depth Data
View Count: 837
| [2018-01-24 19:42:42] |
| Logan W - Posts: 28 |
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https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#UpdateFrequencyOfReplayedMarketDepthData "Time stamping of market depth data is to the second. There is no millisecond time stamping used at this time. This means during a second, all of the market depth updates will occur at once and not be spread across a single second. So you may notice a burst of changes at once within a single second. Additionally, of a full snapshot of market depth is recorded once every 10 minutes. At the time you start a replay which involves market depth data, you are not going to see the accurate and all market depth data at that moment. It will take up to 10 minutes to become full and accurate." Please consider the following feature requests: - Efficient market depth replay that is updated with millisecond time stamping - Market depth is accurate from the start of a replay without needing to wait 10 minutes Thank you in advance. Date Time Of Last Edit: 2018-01-24 19:46:14
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| [2018-01-24 23:49:55] |
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- Efficient market depth replay that is updated with millisecond time stamping - Market depth is accurate from the start of a replay without needing to wait 10 minutes This is actually already the case. The documentation was wrong. Unfortunately, at the time the documentation was being written this was at the time we were working on the CME market by order data which builds depth order by order, so we were having the mindset of this kind of logic which does not apply to standard market depth. The market depth data is 100% accurate from the start. The documentation has been corrected. 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 Date Time Of Last Edit: 2018-02-04 21:46:53
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| [2018-02-04 21:46:58] |
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Prior post has been updated. Also if you see that the Sierra Chart Exchange Data Feed market depth differs from CQG. CQG is wrong! That is with absolute certainty. 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 Date Time Of Last Edit: 2018-02-04 21:47:21
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