Support Board
Date/Time: Wed, 12 Mar 2025 11:39:04 +0000
LOB tick data
View Count: 706
| [2022-05-03 21:19:34] |
| User785723 - Posts: 58 |
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I wonder if SC provides the historical limit order book data in a tick-by-tick manner. I read the documentation but am not really sure about this.
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| [2022-05-06 02:36:27] |
| Sierra_Chart Engineering - Posts: 18750 |
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There is support for historical market depth data: https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph Although not market by order 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-05-06 02:42:28] |
| User785723 - Posts: 58 |
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So if historical MBO is needed, one can run a custom study continuously to get and save it? Thanks |
| [2022-05-06 14:04:44] |
| John - SC Support - Posts: 38598 |
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Yes, you could do that. The following is one of the functions you might use to get the data: ACSIL Interface Members - Functions: sc.GetAskMarketLimitOrdersForPrice() For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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