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Date/Time: Wed, 05 Feb 2025 12:01:50 +0000



[User Discussion] - How to control how many .depth files are loaded when using Continuous Futures Contracts

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[2024-12-10 22:22:56]
skalaydzhiyski - Posts: 68
Hello SC,

I want to run a big backtest with a contiuous futures contract for MES for 2024. I have all .depth files downloaded and all .scid data is also downloaded.

Now if I set DaysToLoad to 365 and Max Market Depth Days To Load to 365 this goes above my RAM (32GB) and Sierra gets stuck.

Is there a cleaner way of doing this backtest without buying more RAM ?

All the best,

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