Support Board
Date/Time: Sat, 19 Apr 2025 09:45:11 +0000
Historical Market Depth Data - Extended Contract Depth Files
View Count: 99
| [2025-03-19 14:20:59] |
| codac99 - Posts: 1 |
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Apologies if this has already been discussed. Is there a way to access extended CME Level II market depth data for back testing purposes, or is it limited to the previous expired contract in Find Symbol/6 months? I will need to gather a minimum of two years, specifically for 6E. It is my current understanding that the limitation is 6 months, but can prior to this be provided, a repository avenue recommended, or a way to source third party and integrate into Sierra chart? Aside from this minor limitation, the performance has been unmatched to any other program we have used for algorithmic development. Much appreciated. Date Time Of Last Edit: 2025-03-19 14:32:55
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| [2025-03-19 15:18:11] |
| John - SC Support - Posts: 39362 |
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We only have the 6 months of historical Market Depth data available.
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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