Support Board
Date/Time: Thu, 28 Nov 2024 17:53:32 +0000
Post From: Market Depth Data on Replay
| [2023-04-13 20:21:40] |
| John - SC Support - Posts: 36350 |
|
As noted in the information to replay Market Depth, you need to have the market depth stored on the system. The first thing to do is to ensure that you are getting this done. To do so, for any symbol for which you will be wanting to replay Market Depth data, go to the "Symbol Settings" for that symbol and set the option for Record Market Depth Data to Yes. Before closing the Symbol Settings window, make sure the option in the upper left corner for Use Custom Symbol Settings Values has a checkmark next to it, otherwise the symbol settings you changed will not go into effect. Then select File >> Disconnect followed by File >> connect to Data Feed. This will not record the market depth for those symbols so when you run a replay, you will have the data available. The next thing to do is to download historical market depth for the issue you are having right now. Follow the instructions at the following link to setup the ability to get the historical Market Depth Data: Market Depth Historical Graph: Downloading Of Historical Market Depth Data Also check the setting for Global Settings >> Sierra Chart Server Settings >> General >> Max Historical Market Depth Data To Download and that it is set high enough for how far back you want your market depth data. Then, as specified in Step #8 of the above, you will want to scroll back to where you want to get Market Depth Data from and right-click and select the option for Download Depth Data from Date-Time. In order to get the data for a previous contract, you will need to open the specific contract and go through the process of scrolling back and right-clicking and selecting Download Depth Data from Date-Time. Once you go through all of this, you should be good. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |