Support Board
Date/Time: Sun, 19 Apr 2026 20:23:05 +0000
Historical Data with MBO
View Count: 38
| [2026-04-19 03:51:35] |
| trader88 - Posts: 24 |
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Can I get historical data including MBO?
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| [2026-04-19 06:46:44] |
| Sierra_Chart Engineering - Posts: 23543 |
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There is no historical market by order data provided.
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 |
| [2026-04-19 17:15:56] |
| trader88 - Posts: 24 |
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Thank you for the answer. My other question is: Do you provide historical market depth (MBP / Level 2) recordings for CME futures (e.g., ES/MES)? Specifically, can I download historical top-N price-level book snapshots and updates (not just trades and BBO) going back multiple years? If yes, how far back, and in what format (SCID, depth files, etc.)? |
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