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Date/Time: Sun, 16 Nov 2025 00:03:52 +0000



Post From: Has Sierra Chart considered selling historical market depth data?

[2025-09-29 16:06:38]
User370531 - Posts: 64
I'm aware that Denali Exchange offers 6 months of historical market depth data for free, which is frankly an unbelievable deal. The limitation is that one may want to backtest for much further back (5 years +). I would imagine SierraChart has not deleted that data and it is stored somewhere. Given how successful databento is in this market, you may want to look at offering historical market depth data for an additional fee. I would certainly be a customer. Especially for Eurex, where there is currently no way to get years worth of historical depth data without going to Eurex themselves, and they only offer it for the whole market rather than individual symbols, making it cost prohibitive.