Support Board

Date/Time: Thu, 18 Apr 2024 10:57:54 +0000

Post From: DOM data file merging, or backfill via feed

[2019-12-10 19:37:35] Link To Thread - Link To Post [Go To First Post]
Chad - Posts: 231
Supposing I have market depth data saved on two different PCs, with asynchronous start/end time segments (time overlap in some cases, other cases may be that a timeframe where no data was saved on one PC does exist on the other). Is there a way to consolidate/merge these records easily, i.e. some C++ utility script, or can it be done within Sierra? Otherwise, I assume waiting for historical market depth data to become available, and do a back-fill for each symbol desired would be appropriate, yes?