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Date/Time: Fri, 24 Jan 2025 11:36:05 +0000



Post From: Any suggestions on obtaining long term historical times and sales data with bid/ask sizes

[2019-01-10 18:53:21]
Sierra Chart Engineering - Posts: 104368
but it seems that currently there is not direct way to access each record of it.
You can write a function to read the historical market depth data. Refer to:

Market Depth Data File Format
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: 2019-01-10 18:53:38