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does SierraChart allow exporting of DOM data?


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  #1 (permalink)
cegthgtlhj
Stuttgart / Germany
 
Posts: 5 since Oct 2017
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sorry for the dumb question:
does SierraChart allow exporting of DOM data for a certain period of time into a text / Excel file?
Thank you


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  #2 (permalink)
 Trembling Hand 
Melbourne, Land of Oz
 
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Its already stored in a binary file that can be read just not as text. Its usually a massive file for the main contracts, For example NQ depth file is around 250 meg per day.

The file are in C:\SierraChart\Data\MarketDepthData

If you haven't got anything there see this
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375&Name=Market_Depth_Historical_Graph


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  #3 (permalink)
 tulanch 
Salt Lake City, UT
 
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cegthgtlhj View Post
sorry for the dumb question:
does SierraChart allow exporting of DOM data for a certain period of time into a text / Excel file?
Thank you

I belive you can use this to get bid ask data

https://www.sierrachart.com/index.php?page=doc/ImportExport.html

likely need to build a small chart, meaning 1 tick

I have not tried getting the depth data but I see this

https://www.sierrachart.com/SupportBoard.php?ThreadID=78912


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