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Date/Time: Tue, 23 Apr 2024 14:14:09 +0000



Does SC data support market depth + market depth replay?

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[2020-05-14 09:52:55]
EpictetusI - Posts: 9
Hello,

I was wondering if the SC data service supports market depth, and if I can then replay the market depth and sim trade on a DoM.

If not, what is the cheapest way to access delayed market depth? I do not need it live.

I would ideally like to be able to trade past volatile periods as if it were live.

Thank you for your help!
[2020-05-14 11:48:42]
Sierra Chart Engineering - Posts: 104368
Yes this is fully supported but we need to know what exchanges you want market depth data for.
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
[2020-05-14 12:25:29]
EpictetusI - Posts: 9
Thanks for getting back to me so promptly.

The exchanges would be:

1. Nymex
2. Eurex
3. ICE EU
4. CBOT
5. ICE US

Ideally I'd have the futures calendar spreads for these too.

What steps would I need to take or is this switched on from your end?
[2020-05-14 19:37:59]
Sierra Chart Engineering - Posts: 104368
We do not have delayed market depth for the exchanges other than the CME Group of exchanges. For the delayed data, refer to:
Delayed Exchange Data Feed
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: 2020-05-14 19:38:19

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