Hi,

I started using Sierra chart to automate my order flow based strategies and backtest new ideas. I just found out I can only have 6months of historical market depth & MBO data.

Did anyone found a way / data feed or provider to get either Denali or Rithmic Market depth for at least a few years for the main CME indexes contracts ? Or if someone keept his market data files for a few years and would be willing to help it would be amazing.

Thanks for the help !

Still haven't found anyone who actually preserved his MD files over the years. Still interested

That may help you. He talks about backtesting DOM data and downloading data in SC.

This is the only way I found to get past market replay data:

https://www.theintentionaltrader.com/mrdd-eas/