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Date/Time: Fri, 23 Apr 2021 05:58:34 +0000



Post From: Version 2198: Support For Historical Market Depth Data With Denali/Delayed Exchange Feeds

[2020-11-19 06:39:13]
Sierra Chart Engineering - Posts: 95944 | Ending Date: 2022-04-10
Version 2198 which as of this posting is currently a pre-release, but certainly fine to use, now has support for downloading historical market depth data through the Denali Exchange Data Feed.

Information about the Denali Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

Instructions to update to prerelease:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

To enable historical market depth data downloading, enable the option for this in Global Settings >> Sierra Chart Server Settings. See the screenshot below.

It is imperative, that you are running version 2198 before enabling this option. Some earlier versions have it but it is not regarded as safe to use it in an earlier version.

There is the ability to re-download the historical market depth data from a particular Date-Time in the chart. You can add the command for that through Global Settings >> Customize Chart Shortcut Menu. The name of the command is Download Depth Data from Date-Time. To use this command, right click on the chart at the point in time you want to start the download at, and select the command.

As of version 2199, when the market depth data download is complete after performing the above re-download operation, then the chart will be reloaded.

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For the time being historical market depth data is limited to the most recent 15 days. Our servers are maintaining this data for the last six months. Data longer than that duration is automatically deleted.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-11-21 05:31:45
imageEnablingHistoricalMarketDepthDataDownloading.png / V - Attached On 2020-11-19 06:20:20 UTC - Size: 24.81 KB - 464 views