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Date/Time: Sun, 02 Feb 2025 00:53:47 +0000



Post From: Market Depth Data Trade Simulation Replay

[2019-08-06 12:17:23]
mommed.imam - Posts: 13
Hello,

I am kindly asking, how can I get a high Quality, under 1ms timestamp, tick by tick market depth data, when testing my HFT scalping automated strategy in sierra chart. I am currently, a subscriber to sierra chart advanced service package, but when I test my automated scalping strategy in the simulated back test replay mode, I get no market depth data, could you please help?

Best regards, Sami.