Support Board
Date/Time: Sat, 01 Feb 2025 21:50:15 +0000
Market Depth Data Trade Simulation Replay
View Count: 1080
| [2019-08-06 12:17:23] |
| mommed.imam - Posts: 13 |
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Hello, I am kindly asking, how can I get a high Quality, under 1ms timestamp, tick by tick market depth data, when testing my HFT scalping automated strategy in sierra chart. I am currently, a subscriber to sierra chart advanced service package, but when I test my automated scalping strategy in the simulated back test replay mode, I get no market depth data, could you please help? Best regards, Sami. |
| [2019-08-06 17:34:35] |
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You need to have been connected to the data feed during the times of the replay, or the Market Depth is not recorded. Refer to the following information regarding Market Depth Data during replays: Replaying Charts: Replaying of Market Depth Data Additionally, if you require market depth data for CME futures you will need to use this data feed: Denali Exchange Data Feed We do plan to offer in a couple of months, delayed CME data. This will avoid the cost of the exchange fees. 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: 2019-08-06 17:37:52
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