Support Board
Date/Time: Sat, 18 Jan 2025 19:24:14 +0000
Post From: Market Depth historical data recording during replay
| [2018-02-19 03:56:34] |
| whats1thingnow - Posts: 407 |
|
Hi, Thank you for your reply. I apologise for my original thread because it might have been unclear. I do understand that if i use the replay function, that I will SEE the market depth. This has been working beautifully for my reviews after the trading days. What I want to know is if the LIVE market depth data is still recorded while I use the replay function. e.g. - suppose the date/time right now is Feb 1st, 2018, 9:30 EST and market just opened - i can see LIVE market depth data and 10 levels of /ES - i see the market is slow and i don't want to trade live anymore that day, i want to do simulated trading instead with the replay function - so for the next 6 hours (while the LIVE market is open) i simulated trade instead, using the replay function for date Jan 15th, 2018 (using ESH18.2018-01-15.depth) The question is while I simulate traded on Jan 15th saved data, is new market depth data from Feb 1st, 2018 being recorded (ESH18.2018-02-01.depth) as well since I'm connected to SC (via simulation mode) Thanks for the clarification |