Support Board

Date/Time: Fri, 10 May 2024 04:43:35 +0000

Post From: Market Depth historical data recording during replay

[2018-02-18 16:34:24] Link To Thread - Link To Post [Go To First Post]
whats1thingnow - Posts: 407
from Market Depth Historical Graph: Step by Step Instructions Market Depth historical data is not currently provided. It can only be stored in real time when connected to the data feed. Therefore, it is necessary to stay connected to the data feed as much as possible to avoid missing data. If market depth data is not provided for the symbol, then only the Best Bid and Ask data will be stored. In this particular case, this will limit the number of levels to just one so when i'm using SC's replay function... is market depth historical data still being recorded?