Support Board
Date/Time: Fri, 29 Nov 2024 12:36:21 +0000
Post From: Can I Sim Trade with Tick Data for dates 5-6 years ago? How?
| [2023-02-12 19:33:01] |
| User708541 - Posts: 87 |
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I'm taking a trading class where I'm asked to sim trade (with tick data, vol profile, Market depth) on the DOM in specific markets at specif times from 2017 and 2018 (~5 years ago). I've gone through, in detail, everything in the thread below and I cannot get Sierra to 'recreate the past' so to speak. Replay not working and Re-Download Data help needed (as well as other links) Markets to trade in the past: ZF_FUT_CME(5 Year Note - CBOT), FGB (Euro Bund - EUREX), CL (Crude Oil CL_FUT_CME), GC (Gold GC_FUT_CME), ES (SP EMINI ES_FUT_CME) All charts have Market Depth Historical Graph applied Continuous Contract is selected Open Market Depth Window shows no data. I've re-downloaded the data Record market Depth Data is YES Data/Trade Service Settings -> set to 2200 days of 1-Tick Data (which covers the dates I'm looking to sim trade) I've had some 'success' but the DOM only shows "1" contracts being traded for all prices. I'd like to recreate the past and have Sierra show me real market conditions for the past dates as if I was really trading those markets but I'm unable to figure this out. Thank you in advance for your help. P.S I Have Service Package 12 with Denali if that matters. Date Time Of Last Edit: 2023-02-12 19:34:02
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