Support Board
Date/Time: Thu, 12 Nov 2026 19:05:06 +0000
[Programming Help] - GC Delayed Market Depth Data for Personal ACSIL Automated Strategy
View Count: 384
| [2026-09-27 06:32:15] |
| User999299 - Posts: 1 |
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Hello, Before purchasing a Sierra Chart service package, I would like to confirm my use case. I want to develop a personal automated trading strategy using ACSIL/C++. I need COMEX Gold Futures (GC) delayed data for development and testing, including Time & Sales and Market Depth/order book data. The strategy would calculate order-flow information such as bid/ask delta, liquidity imbalance, absorption and liquidity sweeps, and use these internally as trading signals. 1. Is Service Package 3 sufficient for developing and testing this strategy using delayed GC data? 2. Does the delayed GC feed with Package 3 include Market Depth/DOM data? 3. Can an ACSIL automated strategy access this delayed GC Market Depth and Time & Sales data programmatically? 4. Is this permitted for a private/personal automated strategy used only by me? I do not need real-time GC data yet. I only want to develop and test the strategy first. Thank you. |
| [2026-09-27 15:51:57] |
| Sierra_Chart Engineering - Posts: 25416 |
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1. Is Service Package 3 sufficient for developing and testing this strategy using delayed GC data? Yes.2. Does the delayed GC feed with Package 3 include Market Depth/DOM data? Yes.3. Can an ACSIL automated strategy access this delayed GC Market Depth and Time & Sales data programmatically? Yes but the market depth data, would be the current state of the data, at the time it is accessed/read:ACSIL Programming Concepts: Programmatically Accessing Historical and Current Market Depth Data So you are not going to see, every single update. Some can be missed. Every update is stored in the historical market depth data files but ACSIL will not see every change. Also see: ACSIL Programming Concepts: Processing Every Trade and Bid/Ask Update in Custom Study 4. Is this permitted for a private/personal automated strategy used only by me? Yes. As long as the data is used only within Sierra Chart.
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 Date Time Of Last Edit: 2026-09-27 15:54:31
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