Support Board
Date/Time: Tue, 07 Jan 2025 13:08:34 +0000
Post From: Depth market data for backtesting
| [2024-12-12 15:10:17] |
| John - SC Support - Posts: 37037 |
|
For backtesting DOM and Time and sales do i need the market depth historical chart or this is not required?
You do not need the Market Depth Historical Graph for any of this. 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?
The data starts getting recorded from the time that you made the change. In order to get prior data, you need to follow the instructions at Step #8 at the following link: Market Depth Historical Graph: Downloading Of Historical Market Depth Data You do not need the Market Depth Historical Graph to be on the chart in order to download the market depth data. Do i need to change symbol setting to record market depth data in both instances individually or does it carry forward to second instance?
If this is a separate installation, then you will need to update the symbol settings for it as well. If this is a sub-instance, started by selecting "File >> New Instance", then as long as the setting for "Global Settings >> General Settings >> General >> Use This Instance Symbol Settings In New Instances When Started" is set to "Yes", then the symbol settings will be automatically copied to the sub-instance when it is started. General Settings Window: Use Symbol Settings in New Instances when Started (Global Settings >> General Settings >> General >> New Instances) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |