Support Board
Date/Time: Sat, 18 Jan 2025 10:47:05 +0000
Post From: Feature Request Regarding Historical Market Depth Data
| [2018-01-24 23:49:55] |
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- 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 This is actually already the case. The documentation was wrong. Unfortunately, at the time the documentation was being written this was at the time we were working on the CME market by order data which builds depth order by order, so we were having the mindset of this kind of logic which does not apply to standard market depth. The market depth data is 100% accurate from the start. The documentation has been corrected. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2018-02-04 21:46:53
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