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Direct MessagesDate/Time: Sun, 05 May 2024 11:12:37 +0000
can sierra download historical depth of market from iqfeed?
View Count: 1082
| [2019-09-27 22:19:58] |
| uM8137 - Posts: 180 |
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I know IQFeed offers 6-months of depth-of-book history ticks, as I have had their feed in the past (before using SC). I'm curious if I were subscribe to IQFeed again, would SierraChart allow me to save those 6 months of depth (level 2, depth of market book) history ticks to disk? As far as I've seen at this point, SC can only save the realtime delivered depth data, but I would love it if this were possible. Please advise; perhaps their is functionality in SC I'm not aware of.
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| [2019-09-28 06:33:01] |
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No this is not supported and never will be with IQ Feed. Sierra Chart will be providing historical market depth data, for futures as soon as we can with the Sierra Chart data feeds: Real-Time Exchange Data Feeds Available From Sierra Chart 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: 2019-09-28 06:33:21
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| [2019-09-28 06:56:03] |
| uM8137 - Posts: 180 |
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Looking forward to that. That would be great. Do you have an approximate date for when the depth history will be ready? Thanks again. |
| [2019-09-28 08:21:37] |
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It is our intent to try to get it out this year but we do not know. Most likely it will not be done before the end of the year.
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: 2019-09-28 08:21:46
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| [2020-05-01 18:33:38] |
| adamsid - Posts: 7 |
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Is it now possible to download historical market depth? The only solution that I have found in the documentation is recording the market depth for individual symbols but that is not really practical in my case and I would like to be able to download the historical depth to replay different sessions. I can see this is possible with Tradeovate and Jigsaw, it would be great to have it here.
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| [2020-05-01 18:44:10] |
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Not yet. We are getting close to be able to offer this. It is one of the next tasks we will be working on.
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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