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Direct MessagesDate/Time: Sun, 05 May 2024 18:01:08 +0000
are bid/ask quote updates available on any of the data feeds? (at non-trade points)
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| [2019-02-21 16:38:58] |
| uM8137 - Posts: 180 |
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I'm looking through the .scid file and I only see trades but not quote updates. I am connected to CGQ at the moment. I see the large discussion of the +30 levels of depth of book when using the sierra chart data feed. So these are quotes that are not traded. I wonder if a) these quotes (at both level 1 and level2) are recorded in the .scid file, for any of the data sources? b) are these quotes available historically, say looking back over the past year, on any of the data sources? thank you. |
| [2019-02-21 19:03:07] |
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Refer to this page: Data Recording Modes Market depth data can be recorded and is documented 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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