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Historical Market Depth Data Download

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[2018-01-05 07:18:39] #1 [Go To First Post]
User106180 - Posts: 88
Is there any plan to provide historical market depth data for download? In post 2 of the following thread you mention that you would consider this in 2017 - New Feature: Market Depth Historical Graph . You also mention in the first post of the following thread that you wanted to do historical market depth data in 2017 - What is Sierra Chart Working On Even if just the previous weeks market depth data was available for download (I'm aware of how much bandwidth it uses) this would be very useful for studying new symbols and not having to have Sierra Chart running constantly to record the data (which could also take some pressure off your data feed). Thanks Date Time Of Last Edit: 2018-01-05 19:13:04

[2018-01-05 19:12:36] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It is something eventually we will get to but we do not know when. It is not likely until later in the year. It is not something to wait around for. It is a very involved task, that actually has very little demand. 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

[2018-02-18 15:55:17] #3 [Go To First Post]
User921942 - Posts: 16
Up !

[2018-02-19 16:46:08] #4 [Go To First Post]
User136422 - Posts: 33
thanks sierra, +1 for this; are you sure there is very little demand for this feature ? it's easy to imagine that every trader working with depth data is interested in that.

[2018-02-19 23:18:11] #5 [Go To First Post]
User19165 - Posts: 346
I'd like this feature too. I think with bookmap like tools becoming more and more popular (and common across platforms), there will be significant demand for this in the near future. The time of order book analysis now, reminds of when MarketDelta started out some 13 or so years ago. It will be heavily adopted as common analysis techniques in the near future.

[2018-03-04 21:17:37] #6 [Go To First Post]
User626121 - Posts: 82
I'd like this feature too. +1 that actually has very little demand. Don't think so. It would help me (and many others, I guess) tremendously. Please provide this asap.

[2019-05-01 22:36:29] #7 [Go To First Post]
User525733 - Posts: 126
has this been done yet! has very little demand. where do you get this idea from?

[2019-05-02 15:38:01] #8 [Go To First Post]
Ackin - Posts: 1863
Is there any plan to provide historical market depth data for download? +1

[2019-05-02 17:11:47] #9 [Go To First Post]
TedMar - Posts: 189
+1

[2019-05-02 18:44:22] #10 [Go To First Post]
User902615 - Posts: 1
+1

[2019-05-02 20:30:20] #11 [Go To First Post]
User657944 - Posts: 173
+1

[2019-05-03 07:05:15] #12 [Go To First Post]
User967010 - Posts: 7
+1

[2019-05-03 08:34:39] #13 [Go To First Post]
caligola - Posts: 116
Is there any plan to provide historical market depth data for download? +1

[2019-05-22 08:47:42] #14 [Go To First Post]
lw - Posts: 11
+1

[2019-06-17 20:08:05] #15 [Go To First Post]
Ackin - Posts: 1863
Please, is there any chance? or not? Thanks

[2019-08-25 13:04:46] #16 [Go To First Post]
Chris_uk - Posts: 89
+1

[2019-09-05 21:48:46] #17 [Go To First Post]
owneroxxor - Posts: 16
+1

[2019-09-05 21:50:30] #18 [Go To First Post]
owneroxxor - Posts: 16
basically, I am not subscribing to Sierra right now only because the lack of market depth on the replay for BMF futures. I cant model my trading strategy without that data. For sure I would purchase year license, because here in Brazil no platform support multiple assets replay at the same time as Sierra do. In the other hand, Sierra supports multiple assets replay at the same time but has that huge flaw (blind market depth) Date Time Of Last Edit: 2019-09-05 22:11:11

[2019-09-05 23:58:04] #19 [Go To First Post]
User541156 - Posts: 67
+1

[2019-10-17 16:22:23] #20 [Go To First Post]
Ackin - Posts: 1863
Sierra Chart Engineering) Please don't be mad at me, but I have a question: Is it so hard to create / sync with other features / data transfer demands for your servers? ... or is it a question of the cost of providing this data? Would it be possible to make the history of the last month available to users of your feed once a month, temporarily than will be resolved otherwise? One-time download of data depth. I really think that this service could be paid and find a lot of customers. Without this, it is not realistic to test scalp strategies. Thanks Date Time Of Last Edit: 2019-10-17 22:06:58

[2019-10-18 19:24:09] #21 [Go To First Post]
Ackin - Posts: 1863
I have already found the answer to my previous question Release of Delayed CME/CBOT/NYMEX/COMEX Data!

[2019-10-21 15:18:25] #22 [Go To First Post]
Chad - Posts: 231
@SCE, is it possible to extract/export depth data using a script that references ACSILDepthBars.h in \ACS_Source?

[2019-10-21 21:19:04] #23 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Depending upon what information you are looking for you may need to directly access the file: Market Depth Data File Format 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

[2020-10-24 12:38:04] #24 [Go To First Post]
User785900 - Posts: 5
+1

[2021-01-04 16:41:14] #25 [Go To First Post]
User893396 - Posts: 38
+1

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