Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Fri, 26 Apr 2024 22:17:43 +0000
Recording Market Depth Data with Sierra Chart Real-Time Feed
View Count: 1453
| [2018-04-03 22:43:50] |
| ticinotrader - Posts: 377 |
|
I'm using Sierra Chart Real-Time feed and executing trades with Interactive Brokers. When using this setup, I collect Market Depth data during the day (set at Symbol settings). The MarketDepth folder contains the saved depth files named using the IB symbol format. When I compare the created depth files of an entire session of the same instrument there is a significant size difference between what is recorded by this IB/SC instance vs what I recorded from CQG feed. The CQG files are more than twice as large. Can you please advise/confirm that I do depth recording the right way? When using a recorded IB/SC datafile for replay, it seems correct, but I want to be sure that I record the depth data from the SC Real-Time data source and not from IB. Thank you. |
| [2018-04-04 01:50:25] |
| |
|
There is no wrong way to do this. To ensure the market depth data is actually coming from the Sierra Chart Exchange Data Feed, refer to: Sierra Chart Exchange Data Feed: Integration with Trading Services 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: