Date/Time: Sat, 22 Feb 2020 13:31:27 +0000
Post From: Milisecond support for recorded market depth data with Replay
|ticinotrader - Posts: 191 | Ending Date: 2020-03-14|
Can you please comment on this new feature announced with v1949?
Is it backward compatible with MD files recorded before today (21 July 19) or is available from now on only?
Also can you please confirm that _any_ server connections will collect the milisecond timestamped data when using the Sierra realtime Datafeed? Just to make sure that my setup is correct - I'm continually collecting Depth data on various futures contracts.