Support Board
Date/Time: Mon, 13 Jan 2025 07:29:21 +0000
TOS market replay data (Ondemand)
View Count: 1860
| [2017-04-10 17:03:39] |
| drwbns - Posts: 15 |
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Hi all. I know Sierra Chart supports a tos connection, but I'm having trouble getting the historical data to replay. Is it fully supported to replay tos data and simulate trades against it? Thanks for any help!
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| [2017-04-10 17:16:53] |
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Sierra Chart can replay any Intraday chart which you have open. Follow the instructions here: http://www.sierrachart.com/index.php?page=doc/ReplayChart.html This is not dependent on a particular data feed. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-04-12 04:42:15] |
| drwbns - Posts: 15 |
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Hi, I saw this post here - Market Depth in Replay Is it true that L2 market depth is not available for market replay even while using tdAmeritrade? If it is true, is this because TDAmeritrade doesn't allow 3rd parties full-access to their historical L2 data? I ask because historical L2 data is available when in TOS OnDemand mode. Thanks!
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| [2017-04-13 00:38:51] |
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If you are referring to futures market depth data, then that is fully supported when using TD Ameritrade through the Sierra Chart Exchange Data Feed both in real-time and replay. For support for futures data market depth data during a replay, this is supported. We will prepare documentation for this. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-04-13 00:39:28
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| [2017-04-13 02:58:03] |
| drwbns - Posts: 15 |
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I was referring to L2 data for equities.
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| [2017-04-13 06:46:17] |
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This is not supported with TD Ameritrade and it is not likely we would do any further development with TD Ameritrade because the particular interface Sierra Chart uses to TD Ameritrade is no longer actively supported by them. Market depth data for equities is supported with Interactive Brokers. Although we are not sure if it works properly from the TWS side for equities. Does anyone know if it does? The account we use for testing does not make this data available. But we will ask Interactive Brokers about this now. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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