Support Board

Date/Time: Sat, 18 May 2024 12:03:42 +0000

Post From: Historical Market Depth

[2020-01-08 22:57:55] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. The number of depth levels recorded is whatever is actually coming into the system. Normally, this would be the maximum depth available from the data source. It is possible to control the number of depth levels coming into the system if you are using one of the Real-Time Exchange Data Feeds available from Sierra Chart. In this case, refer to the following setting: https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#MaxDepthLevels Also refer to the information here on the Real-Time Data Feeds available from Sierra Chart: Real-Time Exchange Data Feeds Available From Sierra Chart 2. This is not available. Once we have the historical depth data available, then whatever historical depth data we have will become available. 3. Refer to the following: Market Depth Data File Format 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