Date/Time: Sun, 27 Sep 2020 15:45:39 +0000
DOM data file merging, or backfill via feed
|Chad - Posts: 170 | Ending Date: 2021-09-08|
Supposing I have market depth data saved on two different PCs, with asynchronous start/end time segments (time overlap in some cases, other cases may be that a timeframe where no data was saved on one PC does exist on the other).
Is there a way to consolidate/merge these records easily, i.e. some C++ utility script, or can it be done within Sierra?
Otherwise, I assume waiting for historical market depth data to become available, and do a back-fill for each symbol desired would be appropriate, yes?
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