Support Board
Date/Time: Wed, 19 Nov 2025 01:50:38 +0000
Post From: L2 DEPTH DATA
| [2025-11-17 08:14:36] |
| User936721 - Posts: 25 |
|
Hello I hope you can help I am back testing a study that uses L2 data (Denali). My set up is as follows: I trade on a broker account - and that market data is OK. I have set up SC to allow SC data feeds On chart I have a quick link to download historical depth I'm unsure if there are breaks in the existing market depth files so ideally I want to delete all .depth files and then start a reply from say 1st Sept - pause and request a market depth download from that point to gather fresh market depth files and hen at least I know the .depth files should be complete Could you please confirm if that is the correct approach? Thank you |