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Date/Time: Thu, 28 Nov 2024 13:46:13 +0000

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SC replay - record everything

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[2023-04-29 10:26:42] #1 [Go To First Post]
VLiviu - Posts: 223
Hello all, I need to run in replay mode so, is it possible to go back say 30 days and have all data including the Market Depth Historical Graph and the info listed in Chart Trade DOM (see attached pic)? Thanks Date Time Of Last Edit: 2023-04-29 12:55:14


Screenshot 2023-04-29 085401.png / V - Attached On 2023-04-29 12:55:06 UTC - Size: 63.34 KB - 90 views

[2023-05-01 15:37:10] #2 [Go To First Post]
John - SC Support - Posts: 36350
The Market Orders information is not saved, so that is not available during a replay. Otherwise, the other items are calculated from the main Market Depth data and trades, so they are all available. Refer to the following for how to replay Market Depth data: Replaying Charts: Replaying of Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-05-01 15:48:56] #3 [Go To First Post]
VLiviu - Posts: 223
So the manual says: "The downloading of historical market depth data is only supported with certain exchanges (CME, CBOT, NYMEX, COMEX, EUREX, CFE, NYSE, NASDAQ, AMEX) and only when using the Denali Exchange Data Feed or the Delayed Exchange Data Feed. It is not supported with other data feeds." So, I am always connected to Teton CME order routing. This means I can download the data, right? Thanks

[2023-05-01 20:27:13] #4 [Go To First Post]
John - SC Support - Posts: 36350
Yes. You are getting the data from our Denali Exchange Data Feed, so you have access to the historical Market Depth Data. Follow the instructions at the following link to ensure you have everything setup properly for the data to download: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2023-05-01 20:44:19] #5 [Go To First Post]
VLiviu - Posts: 223
appreciate it, already done!

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