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Date/Time: Sat, 22 Feb 2020 13:08:22 +0000



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

[2019-07-21 23:34:46]
Sierra Chart Engineering - Posts: 81357 | Ending Date: 2020-06-09

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

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https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2019-07-21 23:36:16