Support Board
Date/Time: Tue, 26 Nov 2024 15:32:32 +0000
Post From: More information on the binary structure of market depth .depth files?
| [2021-09-29 16:06:01] |
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This is all a correct understanding: Aggregate list of things I know are true about the .depth binary (correct me if I'm wrong)
- the header record is 64 bytes - the depth record is 24 bytes - data is stored in the form of each market depth update - a flag of 01 denotes the end of a batch of market depth updates 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 |