Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Wed, 08 May 2024 23:46:55 +0000
Market depth data replay issue
View Count: 1119
| [2019-10-08 19:10:31] |
| User683686 - Posts: 19 |
|
Hi I’m having issues replaying historical market depth data. I have CQG data for the whole of 2019 for the oil contracts. However when setting replay back to any months prior to September I don’t see any depth showing but the charts do replay everything else as normal. The chart settings are set to show 50 levels of depth and to load 360 days ( or however many I need) Do I need to also set my charts contract setting to the contract of the month when the data was collected? Any help would be appreciated as my strategy is only accurately backtesting through September and ideally I’d like to test it over a prolonged period. Regards |
| [2019-10-09 12:28:57] |
| User683686 - Posts: 19 |
|
Anyone?
|
| [2019-10-09 12:53:57] |
| User907968 - Posts: 802 |
|
Do I need to also set my charts contract setting to the contract of the month when the data was collected?
Yes Market Depth Historical Graph: Market Depth Historical Graph Not Displaying Item 14. "The symbol of the market depth data file needs to match the symbol of the chart exactly." |
| [2019-10-09 13:54:49] |
| User683686 - Posts: 19 |
|
Thank you for the reply...so its not possible then to test a full year in 1 go using replay...it has to be done month by month changing the contract symbol to match?
|
| [2019-10-10 03:41:13] |
| |
|
In regards to post #4, yes this is currently the case. We will see if we can solve this limitation soon. Also generally in regards to your first post, 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 Date Time Of Last Edit: 2019-10-10 03:47:30
|
To post a message in this thread, you need to log in with your Sierra Chart account: