Login Page - Create Account

Support Board


Date/Time: Mon, 16 Sep 2024 19:23:47 +0000



Post From: sc.MaintainHistoricalMarketDepthData

[2024-07-29 22:08:23]
Sierra_Chart Engineering - Posts: 16387
Yes the certainly can be expected:
does this explain why there are several entries for a single price at the same time stamp for certain records in the .depth files?

Does not sound unusual to us.

This data would need to be matched up to the chart bar that contains the timestamp. So it would be a chart bar that has a timestamp at or before the timestamps of the market depth data.
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: 2024-07-29 22:08:43