Support Board
Date/Time: Thu, 28 Nov 2024 08:41:06 +0000
Simulation replay and bid / ask fills with no market depth data
View Count: 279
| [2023-05-12 09:38:08] |
| BenjFlame - Posts: 324 |
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Hi, If I run a simulation by replaying charts but with no market depth enabled, how are the first levels of the bid / ask established? Are they same as it was during live market? I ask this to know if market orders in the context of a replayed simulated environment would use same bid/ask level as in a live environment. |
| [2023-05-12 13:43:52] |
| John - SC Support - Posts: 36350 |
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The Best Ask/Best Bid information is always available, even during a replay. Regardless of whether you have an exchange with Market Depth data or not.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-05-12 17:02:03] |
| Sierra_Chart Engineering - Posts: 17200 |
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This is explained here: Replaying Charts: Bid and Ask Prices During Replay 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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