Support Board
Date/Time: Sat, 18 Jan 2025 10:49:24 +0000
Post From: Feature Request Regarding Historical Market Depth Data
| [2018-01-24 19:42:42] |
| Logan W - Posts: 28 |
|
https://www.sierrachart.com/index.php?page=doc/ReplayChart.html#UpdateFrequencyOfReplayedMarketDepthData "Time stamping of market depth data is to the second. There is no millisecond time stamping used at this time. This means during a second, all of the market depth updates will occur at once and not be spread across a single second. So you may notice a burst of changes at once within a single second. Additionally, of a full snapshot of market depth is recorded once every 10 minutes. At the time you start a replay which involves market depth data, you are not going to see the accurate and all market depth data at that moment. It will take up to 10 minutes to become full and accurate." Please consider the following feature requests: - Efficient market depth replay that is updated with millisecond time stamping - Market depth is accurate from the start of a replay without needing to wait 10 minutes Thank you in advance. Date Time Of Last Edit: 2018-01-24 19:46:14
|