Support Board

Date/Time: Wed, 22 Oct 2025 04:47:13 +0000

[User Discussion] - Market Depth - 1 second chart

[2025-10-07 02:13:05] #1 [Go To First Post]
User781731 - Posts: 74
I am trying to use market depth data on a 1 second chart. This is not a problem live because I don't need to load multiple days of data. I can restrict data limiting to 1 day and even restrict the session times, which prevents freezing even when loading a 1 second chart of market depth data. The issue is when I try to load many as many days as possible, the software freezes. This is understandable - a 1 second chart of market depth data has 60x the data and processing that a 1 minute chart does. But for the purpose of backtesting, I need to be able to load as many days as possible (up to the maximum market depth data provided). So this means backtesting is impossible unless going 1 day at a time, e.g. set data limiting to show only 1 day date range and change it manually for every new date. This is very impractical when looking at doing e.g. 2+ months on 10+ markets. Can you think of any alternative? I understand accessing market depth on a higher timeframe like the 1 minute chart would solve the freezing issue. But the point of using a 1 second chart is so that I can access market depth information for patterns occurring much more quickly than on a 1 minute basis. When backtesting, there is no ability to access intra-bar data, otherwise I would use a 1 minute chart. But as far as I am aware, only 1 value per 1 minute period would be output, thus missing everything that happens inside that minute.

To post a message in this thread, you need to log in with your Sierra Chart account: