Support Board
Date/Time: Sun, 24 Nov 2024 15:02:03 +0000
Downloading Market Depth
View Count: 213
| [2024-06-04 17:30:36] |
| skalaydzhiyski - Posts: 58 |
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Hi guys, I have setup my Sierra Chart to have a "Market Monitor" which contains 24 contracts all on separate charts in a single ChartBook. I want this chartbook to be used every day in the following manner -> 1. I login to sierra chart 2. I open the chartbook 3. I automatically download the max number of days of market depth data going backwards from today (worst case scenario even only yesterday's market depth data counts 00:00:00 day1 -> 00:00:00 day2) Currently I know I can do Downnload Historical Market Depth Data by doing right-click on a single chart and then confirming with the dialog etc.. but I want to be able to do it for all open charts in the charbook in an automated way ? I don't mind writing some custom ACSIL code if you think this is doable, I just need to be able to get the data every day for the last 1 to 3 days in an automated way. I need the data to train ML models on it so you can imagine this process being done every day for a year and I am not sure whether I will remember to do it everyday (or even if I will be home every day etc..). I really like the Denali Data Feed and would like to make full use of it, but this small thing is currently stopping me :( Looking forward to hearing from you, All the best, Spas |
| [2024-06-06 21:57:19] |
| Sierra_Chart Engineering - Posts: 17156 |
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Market depth data will be downloaded for the symbol as long as Record Market Depth Data is enabled in the Symbol settings for the symbol: Global Symbol Settings 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 Date Time Of Last Edit: 2024-06-06 21:57:28
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