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Date/Time: Wed, 15 May 2024 15:37:19 +0000



Post From: AMP client

[2020-04-20 00:34:51]
Sierra Chart Engineering - Posts: 104368
We have been doing some work related to the replaying of market depth data and one thing we do realize is that during a back test, in particular an accelerated one, the market depth updates are going to lag behind the processing of the last trade data.

We can solve this but it is going to make the process of back testing less efficient.

And then there is also the problem where market depth data has true millisecond time stamping and the trades do not yet have true millisecond time stamping but that is coming in about 2 months.

So there are couple of issues that still have to be worked out.
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

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Date Time Of Last Edit: 2020-04-20 00:36:28