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Direct MessagesDate/Time: Wed, 24 Apr 2024 23:51:03 +0000
Historical Market Depth
View Count: 615
| [2019-06-21 23:22:13] |
| User778507 - Posts: 3 |
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I'm new to SC. How do I get historical market depth using CQG? I've read that it should fill-in when in replay mode. I'm using the latest version of SC and CQG, but when I begin replay the market depth does not appear. What am I doing wrong? Thanks.
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| [2019-06-23 20:15:46] |
| John - SC Support - Posts: 31098 |
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Refer to the following documentation: Replaying Charts: Replaying of Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-06-23 20:59:26] |
| User778507 - Posts: 3 |
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Thanks, I've been reading this and although I have a partial day of bid/ask depth collected for Friday, when I run replay I can't get the bid/ask depth to fill-in for the beginning of the day or prior days for that matter.
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| [2019-06-23 21:51:35] |
| John - SC Support - Posts: 31098 |
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If you were not connected to the data feed during those times, then the Market Depth is not recorded and therefore is not available during a replay.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-06-24 00:28:39] |
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Also refer to: Market Depth Historical Graph: Market Depth Historical Graph Not Displaying 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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