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Date/Time: Thu, 28 Nov 2024 19:42:41 +0000



How to replay market depth for stocks using the new Denali data April 2023

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[2023-04-03 20:37:21]
Ragy - Posts: 29
Hello

How to replay market depth for stocks using the new Denali data April 2023. I have started using the new Denali data for stocks today and was able to create a heatmap using the market depth, but when I was trying to replay last week trading session for TSLA the replay did not include the market depth, any reasons why? even when setting the max day to load for market depth to 20 days.

Is there a limitation with the new Denali for equity market depth?

Thanks!
[2023-04-04 16:46:26]
John - SC Support - Posts: 36350
Refer to the following information regarding replaying Market Depth data:
Replaying Charts: Replaying of Market Depth Data

And then refer to the following for how to download historical depth data:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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