Support Board
Date/Time: Fri, 27 Jun 2025 21:34:27 +0000
Does Denali have historical data for the DOM beyond a few days
View Count: 540
| [2021-09-24 15:14:20] |
| User585019 - Posts: 27 |
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Hello, I would like to run replays on the DOM from the last 12 months. Reading through the descriptions of the data services, I don't think this is possible. I already have Denali and can replays on the DOM for the last few days, but going back more than that, there's no history. Is there a data package that includes historical data for the DOM? I'm not sure if you refer to this as tick data or level 2. Either way, unless the MBO package offers this kind of historical information, I'm guessing it's not possible through Sierra Chart. Please let me know if it is, though. TIA |
| [2021-09-24 16:39:15] |
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If you are referring to historical market depth data, this is supported with Sierra Chart and the Delayed Exchange Data Feed and the Denali Exchange Data Feed. Refer to: Market Depth Historical Graph: Downloading Of Historical Market Depth Data There is 6 months of historical market depth data available. 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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