Support Board
Date/Time: Tue, 07 Jan 2025 13:00:09 +0000
Post From: Depth market data for backtesting
| [2024-12-12 01:57:09] |
| User377189 - Posts: 198 |
|
For backtesting DOM and Time and sales do i need the market depth historical chart or this is not required? I have set my symbols as per this part of the documentation ---> "Market Depth data can be forced to be stored as it is received by setting the Symbol Settings for a particular symbol to have the option for Record Market Depth Data set to Yes" If the symbol settings have been changed to record market depth data, does the data start recording from day it was set to yes and for prior months i will need to load chart with study market depth historical chart? Do i need to change symbol setting to record market depth data in both instances individually or does it carry forward to second instance? Date Time Of Last Edit: 2024-12-12 02:39:21
|