Support Board
Date/Time: Sat, 29 Nov 2025 03:52:48 +0000
Post From: DataBento to .depth and .scid
| [2025-11-18 17:12:12] |
| skalaydzhiyski - Posts: 107 |
|
Hi guys, I don't have the code anymore since I decided to just use the default data service from sierra and my strategies don't really require .depth (I think sierra provides up to 6 months) so if you need that you can just download it from sierra and run your strategies from acsil. What I do is i export the tick data from my charts into .txt then use Python to do analysis. Then when ready I implement my strategies in ACSIL and run inside Sierra. If you really need to use databento for depth older than 6 months -> approach is: 1. download mbo data 2. read in a .depth file downloaded for sierra for your symbol 3. read in the depth file downloaded from databento 4. ask an llm to write you functions to parse from one to ther other (databento -> .depth) NOTE: you will need 1 .depth file per day for Sierra to work properly 5. create a new symbol in sierra chart (name it something custom like ES-custom, this way you don't interfere with the built in symbols for sierra 6. enjoy All the best |