Support Board
Date/Time: Sun, 24 Nov 2024 15:09:06 +0000
Post From: Downloading Market Depth
| [2024-06-04 17:30:36] |
| skalaydzhiyski - Posts: 58 |
|
Hi guys, I have setup my Sierra Chart to have a "Market Monitor" which contains 24 contracts all on separate charts in a single ChartBook. I want this chartbook to be used every day in the following manner -> 1. I login to sierra chart 2. I open the chartbook 3. I automatically download the max number of days of market depth data going backwards from today (worst case scenario even only yesterday's market depth data counts 00:00:00 day1 -> 00:00:00 day2) Currently I know I can do Downnload Historical Market Depth Data by doing right-click on a single chart and then confirming with the dialog etc.. but I want to be able to do it for all open charts in the charbook in an automated way ? I don't mind writing some custom ACSIL code if you think this is doable, I just need to be able to get the data every day for the last 1 to 3 days in an automated way. I need the data to train ML models on it so you can imagine this process being done every day for a year and I am not sure whether I will remember to do it everyday (or even if I will be home every day etc..). I really like the Denali Data Feed and would like to make full use of it, but this small thing is currently stopping me :( Looking forward to hearing from you, All the best, Spas |