Support Board
Date/Time: Wed, 12 Mar 2025 05:27:07 +0000
[Programming Help] - Markey depth
View Count: 531
| [2022-05-06 00:01:54] |
| User785723 - Posts: 58 |
|
Hi, I want to download (export) historical depth market like (Limit order books for every 10 ticks or every 1min candels) into csv or txt . How can I do it? |
| [2022-05-06 13:53:44] |
| John - SC Support - Posts: 38598 |
|
There is not a built-in way to do this. You would have to use ACSIL and create a custom study to do this, or have one programmed for you. Refer to the following for the start of the ACSIL information: Advanced Custom Study Interface and Language (ACSIL) And refer to the following list of programmers: List of Third Party Sierra Chart Study and System Programmers For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-05-08 19:03:32] |
| User785723 - Posts: 58 |
|
I can develop ACSIL but could not find a way to get historical LOB data. I can get live LOB data in ACSIL but not sure how to get historical 180-days data. The historical LOB data can be seen on the chart by adding the study, but there are no subgraphs inside the study to enable data export. |
To post a message in this thread, you need to log in with your Sierra Chart account: