Support Board
Date/Time: Sun, 06 Jul 2025 11:19:09 +0000
[User Discussion] - DataBento to .depth and .scid
View Count: 963
| [2024-06-13 14:18:45] |
| skalaydzhiyski - Posts: 75 |
|
Hi guys, Is it possible (in theory) to convert databento data dump (depth + tick data) for a given date say (1 March 2020) into a corresponding .depth and .scid files for a ticker for this date so that I can get market replay through sierra for dates far back in history. The databento dump is in csv format. If I can encode the data into .depth and .scid binary files will this mean Sierra will be able to read from them as if it was a normal day? As in are there any restrictions that prevent sierra from doing DOM replay for dates that are further back in history ? All the best, Spas |
| [2024-06-14 15:40:36] |
| skalaydzhiyski - Posts: 75 |
|
Actually I have figured out how to do it, please don't bother with the Support Request, All the best |
| [2025-06-23 20:53:09] |
| User463107 - Posts: 2 |
|
I requested to DM with you, I would love to hear about how you managed to do this!
|
| [2025-06-23 21:29:15] |
| skalaydzhiyski - Posts: 75 |
|
I have a repo, please msg me tomorrow and i will show you how to parse the files
|
To post a message in this thread, you need to log in with your Sierra Chart account: