Support Board

Date/Time: Wed, 08 May 2024 11:31:36 +0000

Post From: request for a demo feed with level 2/bid/ask/depth update information

[2014-08-06 06:31:19] Link To Thread - Link To Post [Go To First Post]
ejtrader - Posts: 688
SC Team - As you currently don't store bid/ask information as part of scid and during replay though T&S data can be extracted, it doesn't include true bid ask information. This is making it a bit difficult to build a tool and to fine-tune as It can't be replayed back (exactly in the same way - which includes - true level2, depth updated, bid/ask information). In case of Ninja - there are replay files - which pretty much includes everything for this purpose and can be used in replay mode. Probably this is the only thing that I miss in SC compared to Ninja and is making it a bit difficult to fine tune tools in SC that depend on depth updates/ level 2 information. Is it possible for you to provide - FULL replay information ( bid/ask / level 2 / depth updates ) for a single instrument and that too for one single day - that can be used with SC ( Symbol ES ). Potentially you can think of using DTC client/server for this I would imagine. Would you please review and consider this replay for a single day/single instrument that can be used to replay repeatedly as needed? Hope you consider this as a genuine request. Thanks Date Time Of Last Edit: 2014-08-06 06:35:45