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Date/Time: Mon, 13 Jan 2025 02:57:25 +0000



Post From: ACSIL - Tick by tick depth data with time stamps

[2017-03-22 17:15:10]
Sierra Chart Engineering - Posts: 104368
Those particular data feeds do provide market depth data as well as the Sierra Chart Exchange Data Feed.

Each individual market depth update is not available through ACSIL but the data can be stored in a data file. It is possible to then read that data file. However, the data file format is not currently documented.
Sierra Chart Support - Engineering Level

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