Support Board
Date/Time: Wed, 27 Nov 2024 04:58:12 +0000
Post From: Setting
| [2023-09-25 14:24:23] |
| John - SC Support - Posts: 36309 |
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1. Is there a difference if you record the market depth using the setting to do it in real time and your function that allows for complex downloading in just a few days? Are there any statistics that are closest and more accurate?
There is no difference in the data. Whether you record it in real-time, or if you download the historical data from us, it is the same. 2. What settings would you recommend to set in order to record the market depth most correctly?
In particular, I'm more interested in playback (pulling/stacking) with every second update and without the cumulative accumulation of this parameter While playing back at 30x speed, and using Spreadsheets to automate the process, correctness is far from true. Could this be due to any specific settings that you could recommend? Or perhaps Spreadsheets is not suitable for market depth automation and you need to use ASCILL programming, and will this be more effective? As long as you have the market Depth data for the time period you want, then you should be fine. It is best to record what you can in real-time rather than relying on getting the historical data when you need it. The data will automatically be recorded if you have the Market Depth Historical Graph displayed, but you can force the recording by setting the Symbol Setting for "Record Market Depth Data" to "Yes". Refer to the following instructions: Global Symbol Settings: Instructions We are not sure how you are using the Spreadsheet for the Market Depth, but it will definitely be slow and you will not see all the updates that are occurring in the DOM. This may be why you state that you are seeing differences in the Market Depth. Depending on what you want to do/see, you may need to create a custom study. Refer to the following: ACSIL Interface Members - Historical Market Depth Data (c_ACSILDepthBars) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |