Support Board
Date/Time: Mon, 03 Feb 2025 20:59:01 +0000
DOM data file merging, or backfill via feed
View Count: 557
| [2019-12-10 19:37:35] |
| Chad - Posts: 234 |
|
Supposing I have market depth data saved on two different PCs, with asynchronous start/end time segments (time overlap in some cases, other cases may be that a timeframe where no data was saved on one PC does exist on the other). Is there a way to consolidate/merge these records easily, i.e. some C++ utility script, or can it be done within Sierra? Otherwise, I assume waiting for historical market depth data to become available, and do a back-fill for each symbol desired would be appropriate, yes? |
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