Support Board
Date/Time: Tue, 07 Jan 2025 12:57:42 +0000
Post From: Depth market data for backtesting
| [2024-12-11 19:35:52] |
| John - SC Support - Posts: 37037 |
|
The general information for how to replay Market Depth data is at the following link: Replaying Charts: Replaying of Market Depth Data But we only have historical Market Depth data for 6 months. So if you did not record the data before the most recent 6 months, then there is no data available for that prior time. Refer to the following for how to setup and download historical market depth data: Market Depth Historical Graph: Downloading Of Historical Market Depth Data Also, refer to the information for the following setting that will determine how much Market Depth data you can download: Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General) And finally, if you are using a Continuous Futures Contract, then the Market Depth data does not get downloaded for anything other than the current front contract. To get data for previous contracts, you would need to open a chart specifically for that contract and download the historical Market Depth data through that chart. Then it will be available in the Continuous Futures contract. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |