Support Board
Date/Time: Sat, 15 Nov 2025 22:43:03 +0000
Has Sierra Chart considered selling historical market depth data?
View Count: 233
| [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.
|
| [2025-11-11 07:44:05] |
| Sierra_Chart Engineering - Posts: 21432 |
|
Actually there is 9 months of historical market depth data for CME Group. The servers do automatically delete the market depth data older than this. It does take a lot of space. We do not have more of it. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-11-11 07:45:03
|
| [2025-11-11 08:09:36] |
| Sierra_Chart Engineering - Posts: 21432 |
|
For EUREX Sierra Chart does maintain one full year of historical market depth data.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: