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Date/Time: Sat, 18 May 2024 11:01:52 +0000

Post From: Backtesting Level 2 based strategies possible?

[2020-01-03 19:03:45] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1) Having the Market Depth Historical Graph on the chart does force the saving of the Market Depth Data in the same way as setting the option in the Symbol Settings. But, it is recommended that you set the option in the Symbol Settings for Record Market Depth Data, as this will make the system always save the data, regardless of whether the Market Depth Historical Graph is on the chart or not. 2) Refer to: ACSIL Programming Concepts: Programmatically Accessing Historical and Current Market Depth Data Market Depth Data File Format This thread is now locked. 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: 2020-01-03 19:04:21