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Direct MessagesDate/Time: Wed, 15 May 2024 21:27:55 +0000
Time and Sales (bid&ask sizes)
View Count: 759
| [2017-10-19 08:44:13] |
| User523468 - Posts: 27 |
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Hi, Is it ever possible to get time and sales bid&ask size values on chart replay. Or is there another way to store them for later use - like doing historical backtests? |
| [2017-10-20 07:26:56] |
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To do this, requires that the market depth data is recorded. Refer to the instructions here: Replaying Charts: Replaying of 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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