Support Board
Date/Time: Sun, 11 May 2025 20:23:22 +0000
Post From: Historical Market Depth Data more than 6 months old
| [2023-09-16 07:35:59] |
| User370531 - Posts: 63 |
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I understand that Sierra data feeds only provide up to 6 months of historical market depth data for CME futures, and I don’t think any other service provides anything like this. However, I am wondering if any third party providers offer historical market depth in the same format as the .depth files such that I can pay for older data and simply put the files in the marketdepth folder and rename accordingly. Is the format of the .depth files proprietary or standardized? If standardized, any thoughts on where I could find the data for purchase?
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