Support Board

Date/Time: Mon, 16 Sep 2024 19:11:48 +0000

Post From: sc.MaintainHistoricalMarketDepthData

[2024-07-23 03:03:51] Link To Thread - Link To Post [Go To First Post]
Sierra_Chart Engineering - Posts: 16387
The questions you have in relation to that variable, are not valid. There just simply is no difference at all in the data recorded to the market depth files whether using that or not. The purpose of that variable is to ensure data market depth data will be recorded to the market depth file for the symbol. No this is not true and never has been: I understand that the most granular depth updates occur at 1ms intervals, which is the case with the historical depth data found in the .depth files without sc.MaintainHistoricalMarketDepthData. All depth updates from the exchange are recorded. There is no association with time and never has been. Depth updates are time stamped to the millisecond, but there is still no association to time other than the time stamp. There is a certain structured way, depth updates are processed from the exchange. And effectively all market depth updates are recorded. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-07-23 03:04:54