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Direct MessagesDate/Time: Sat, 27 Apr 2024 19:12:49 +0000
Market Depth historical data recording during replay
View Count: 1458
| [2018-02-18 16:34:24] |
| whats1thingnow - Posts: 407 |
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from Market Depth Historical Graph: Step by Step Instructions Market Depth historical data is not currently provided. It can only be stored in real time when connected to the data feed. Therefore, it is necessary to stay connected to the data feed as much as possible to avoid missing data. If market depth data is not provided for the symbol, then only the Best Bid and Ask data will be stored. In this particular case, this will limit the number of levels to just one
so when i'm using SC's replay function... is market depth historical data still being recorded? |
| [2018-02-19 02:13:37] |
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Yes. Refer to: http://www.sierrachart.com/index.php?page=doc/ReplayChart.html#ReplayingOfMarketDepthData 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 |
| [2018-02-19 03:56:34] |
| whats1thingnow - Posts: 407 |
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Hi, Thank you for your reply. I apologise for my original thread because it might have been unclear. I do understand that if i use the replay function, that I will SEE the market depth. This has been working beautifully for my reviews after the trading days. What I want to know is if the LIVE market depth data is still recorded while I use the replay function. e.g. - suppose the date/time right now is Feb 1st, 2018, 9:30 EST and market just opened - i can see LIVE market depth data and 10 levels of /ES - i see the market is slow and i don't want to trade live anymore that day, i want to do simulated trading instead with the replay function - so for the next 6 hours (while the LIVE market is open) i simulated trade instead, using the replay function for date Jan 15th, 2018 (using ESH18.2018-01-15.depth) The question is while I simulate traded on Jan 15th saved data, is new market depth data from Feb 1st, 2018 being recorded (ESH18.2018-02-01.depth) as well since I'm connected to SC (via simulation mode) Thanks for the clarification |
| [2018-02-19 21:49:14] |
| Merlin - Posts: 81 |
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I don't know what Sierra's official answer to your question will be. But for me, the safest way to use market replay, while also watching the live market and recording data, is to install a separate instance of Sierra to be used purely for replay. This way I can be certain that the main instance will continue recording market data without interruption, and meanwhile I can be doing whatever I want in the replay instance. This also enables me to easily pause replay and check in on the live market, from time to time. By the way, the "virtual desktops" feature of Windows 10 is very handy for this. I run the replay instance in a separate desktop from the live instance, and I can jump back and forth between them with one keystroke. Merlin |
| [2018-02-19 22:43:26] |
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As long as Sierra Chart is connected to the Data Feed, the data is being recorded. It does not matter if a chart is replaying or not.
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 Date Time Of Last Edit: 2018-02-19 22:45:12
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