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Direct MessagesDate/Time: Sat, 20 Apr 2024 00:47:22 +0000
[User Discussion] - Trading DOM Data - Record and Playback?
View Count: 2947
| [2014-11-09 12:38:29] |
| RMF2 - Posts: 43 |
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Is there a way to record the live trading DOM data for later replay? When I replay a chart or trading DOM, it shows 1's for one or two ticks around the current price. The live data showed many orders at many different levels, of course. |
| [2014-11-09 22:25:41] |
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The Trade DOM can be replayed. This is documented here: https://www.sierrachart.com/index.php?page=doc/doc_ReplayChart.html#ReplayingTradeDOM Market depth data is not saved and cannot be replayed. So the bid size and ask size will be 1. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-11-24 12:09:28] |
| nicktrader - Posts: 665 |
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I am asking myself why do you offer replaying the TradeDOM but you cannot see the depth data because this option is not saved. For my trade decision I am working with DOM and tape. It would be very helpful if you would save the DOM data too for the replay option. |
| [2014-11-24 18:14:22] |
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We would not save market depth data. It takes too much space.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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