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Date/Time: Fri, 29 Mar 2024 15:17:24 +0000



Post From: Milisecond support for recorded market depth data with Replay

[2019-07-21 23:34:46]
Sierra Chart Engineering - Posts: 104368

Is it backward compatible with MD files recorded before today (21 July 19) or is available from now on only?
No. Yes. So not backward-compatible. Only effective with that version(1949) and higher. There are going to be some additional improvements with this effective with 1954.

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.
Not sure we understand the question but the millisecond time stamping support and overall best optimized handling of market depth data is only assured to be working with Sierra Chart provided data feeds like the Sierra Chart Exchange Data Feed and the Denali Exchange Data Feed.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-07-21 23:36:16