Date/Time: Sat, 22 Feb 2020 13:26:27 +0000
Post From: Milisecond support for recorded market depth data with Replay
|ticinotrader - Posts: 191 | Ending Date: 2020-03-14|
I have just realized that after upgrading to the latest version 1953, 54 and 56, my depth data collecting sierra instance stopped collecting depth data.
I am using a separate chartbook that is running continually - collection of different symbols with a 1 tick chart and chart DOM turned on.
Now I found that all the previously enabled recording options were turned off by default in symbol settings.
I manually adjusted/enabled (turned on) the market depth data recording option for all symbols I track and still run the same chartbook with the DOMs visible, but no data is recorded in the depth folder (no files).
Can you please confirm if there is any other setting that affects the recording of depth files?
Or is it mandatory from now to overlay the historical market depth study to collect data? Is not the DOM or chart DOM enough?
Thank you in advance.
Edit: I have tried adding the Historical Depth study and now it records the data. Would it be possible to add support to record depth files with DOM only?
Date Time Of Last Edit: 2019-07-23 10:50:49