Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Thu, 02 May 2024 14:56:54 +0000
Couple of questions on the new historical market depth feature
View Count: 758
| [2016-06-23 21:22:28] |
| i960 - Posts: 360 |
|
1. Will there be a doc update at some point on the file format of the .depth files? 2. Why split them by day rather than just having it by contract like the SCID files? 3. What exactly does "extend last known depth" actually do vs not using it? 4. Presently I see the historical depth overlays ontop of volume profiles, might want to fix that - otherwise won't can't see the VBP at all. Probably makes sense for MD history to be under it rather than above it. 5. Any concerns over multiple charts for the same symbol using the MDH study, or is there just a single writer handling the .depth files? 6. Unrelated, but what does "record bid/ask average" do in the internal symbol settings? Where is that even recorded? |
| [2016-06-24 06:04:28] |
| |
|
1. Yes eventually. 2. These files are large and they need to be broken up and a day is a logical unit. However, in the next release, and actually the latest revision of 1433, these are now stored in a separate subfolder of the Data folder. 3. A basic definition of this is now here: https://www.sierrachart.com/index.php?page=doc/MarketDepthHistoricalGraph.php#StudyInputs 4. This will be solved in the next release. 5. No concern. 6. This is now documented. 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: