Support Board
Date/Time: Tue, 08 Jul 2025 20:37:41 +0000
[Programming Help] - How to export leve2 snapshot history data?
View Count: 42
| [2025-07-08 03:44:54] |
| User492637 - Posts: 4 |
|
Hi, Is it possible to export data like...maybe the lv2 data in a array Date, Time, BidPrice1, BidSize1, BidPrice2, BidSize2, ..., AskPrice1, AskSize1, AskPrice2, AskSize2, ... 2025-07-06, 09:30:00.500, 5000.00, 12, 4999.75, 8, ..., 5000.25, 6, 5000.50, 9, ... Thank you! |
| [2025-07-08 15:26:08] |
| John - SC Support - Posts: 40785 |
|
There is not a way to do this using the built-in tools in Sierra Chart. You would need to create a custom study to do this. Refer to the following: ACSIL Interface Members - Functions: sc.GetBidMarketDepthEntryAtLevel https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php 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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