Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Wed, 15 May 2024 14:58:55 +0000
LMAX Historical Data
View Count: 1711
| [2014-09-02 10:25:10] |
| User79556 - Posts: 2 |
|
I have read through the documentation for LMAX here: http://www.sierrachart.com/index.php?page=doc/LMAX.php It says the following: Sierra Chart uses a secure (SSL) FIX connection to LMAX for the best performance and stability.
as well as: Historical Intraday Data: Yes. Tick by Tick.
Since the FIX protocol doesn't provide historical data, where does the LMAX tick data come from? |
| [2014-09-02 16:40:46] |
| |
|
The historical data is maintained by Sierra Chart servers from the LMAX FIX 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 |
| [2014-09-02 16:48:30] |
| User79556 - Posts: 2 |
|
Sounds great! How far back does the LMAX tick data go? |
| [2014-09-04 03:54:45] |
| |
|
The data goes back to 2013-03-04. In the case of LMAX, the data is not tick by tick. The storage time unit is 1 second which includes all of the price updates over a one second period of time. 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: 2014-09-04 03:55:00
|
To post a message in this thread, you need to log in with your Sierra Chart account: