Login Page - Create Account

Support Board


Date/Time: Tue, 28 Jan 2020 21:22:54 +0000



DOM data file merging, or backfill via feed

[2019-12-10 19:37:35]
Chad - Posts: 153 | Ending Date: 2020-05-26
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?

To post a message in this thread, you need to login with your Sierra Chart account:

Login

Login Page - Create Account