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Date/Time: Sat, 08 Mar 2025 09:33:17 +0000



Post From: Market Depth Data Trade Simulation Replay

[2019-08-06 17:34:35]
Sierra Chart Engineering - Posts: 104368
You need to have been connected to the data feed during the times of the replay, or the Market Depth is not recorded. Refer to the following information regarding Market Depth Data during replays:
Replaying Charts: Replaying of Market Depth Data

Additionally, if you require market depth data for CME futures you will need to use this data feed:
Denali Exchange Data Feed



We do plan to offer in a couple of months, delayed CME data. This will avoid the cost of the exchange fees.
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: 2019-08-06 17:37:52