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Direct MessagesDate/Time: Tue, 14 May 2024 15:51:48 +0000
historical market depth data from SC data service
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| [2015-09-21 10:12:35] |
| User12089 - Posts: 350 |
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Do you offer Historical Market Depth data (effectively every single message from limit order book updates to best price to time & sales – so the whole market operation ie every aspect of it can be recreated) Here is an example of what I am asking for http://www.cmegroup.com/market-data/datamine-historical-data/#marketDepth Obviously you do stream that data as real-time data feed during market operation – the question is whether you also store it as historical data and offer it for subsequent retrieval and reuse If you do then what would be the way to obtain/retrieve the data – programmatically via an API and what is it? I do understand that you offer historical Tick Data (aka Time & Sales) for 180 days |
| [2015-09-21 10:18:12] |
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No, this is not supported. The data storage of this is just too immense to be practical. We would be far too burdened by getting involved in this and hurt performance of our systems. 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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