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Direct MessagesDate/Time: Sat, 04 May 2024 22:29:53 +0000
convert .depth data to .csv
View Count: 1311
| [2018-10-24 18:33:31] |
| User644165 - Posts: 25 |
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Hi All, I see that SC can collect level 2 data and store it. Is there a way to somehow convert it to csv so I can do some backtesting? Thank you! |
| [2018-10-24 19:05:45] |
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No this is not supported. It would take way too much space.
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 |
| [2018-10-25 06:06:46] |
| User644165 - Posts: 25 |
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I was thinking of using the existing .depth files found in the c:\SierraChart\Data\MarketDepthData folder,because I assume it stores depth data. I guess the market depth historical study is using this folder for storig depth data, but please correct me if I am wrong. So I am not talking about recieveing any kind of data from your server, just using the one that is already stored on my PC. I assume not every nanosec is recorded but it would do the job for me.
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| [2018-10-25 19:10:52] |
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Yes the Market Depth Historical Graph study does use the data in that folder. That data cannot be exported and the format is not 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 |
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