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Date/Time: Thu, 28 Nov 2024 17:53:51 +0000



Post From: Market Depth Data on Replay

[2023-04-13 21:07:29]
Delta Tango Foxtrot - Posts: 32
Record Market Depth Data to Yes. - Check
Use Custom Symbol Settings Values has a checkmark next to it - Check
select File >> Disconnect followed by File >> connect to Data Feed - Check
Downloading Of Historical Market Depth Data
Make sure you are running an up-to-date version of Sierra Chart - Check
Unless you are specifically wanting to use the Delayed Exchange Data Feed, make sure Allow Support for Sierra Chart Data Feeds is enabled. - Check
Select Global Settings >> Sierra Chart Server Settings.
Set the Support Downloading Historical Market Depth Data option to Yes. - Check
Set the Maximum Historical Market Depth Days to Download setting to the number of days you want to download. - Check
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. - Check - This seems like it did absolutely nothing...didn't seem to download / show any form of activity.
n 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. - Check

Also performed
If for some reason the downloaded market depth data is not displaying in the chart, then select Chart >> Reload and Recalculate to load it in. - Check