Does QuoteManager record/store market depth?

I'm looking to backtest strategies that need historical market depth per tick.
Does QuoteManager record/store all market depth per tick in the symbol list?
I would be using iQfeed.
Thanks,
Drew

Forgot to mention that I'd also like to pass tick by tick market depth to Excel through RTD.
Can RTD handle that? If QuoteManager doesn't record/save depth or can't pass it through to RTD, can RTD pass through market depth as it flows from iQfeed?
Thanks Again,
Drew

Hello Drmayer,

RT data plotted in the DOM window is not saved to the database (please see Collecting and Saving Data to MultiCharts Database for more details).
That is not possible to get DOM data from IQfeed (Which Data Sources Can Be Used to Plot Depth of Market (DOM) Window).
If you want to operate with DOM data - you can use the prebuilt "_Market_Depth_on_Chart_" and "_Market_Depth_on_Chart_2_" indicators for reference. That is possible to create a study that will stream it into Excel using RTD.

Thanks Henry.
Sounds like that means any volume analysis using market depth is lost as soon as that chart is closed. But it must be accumulated in memory to create the "volume profile", "volume delta", & "cumulative delta" studies. It probably is written to a temp file. How hard would it be to save that file in such a way that it can be accessed later?
The best way would be to extend QuoteManager to include it, but until that happens can anyone suggest a workaround?
I'm sure many of your present & potential customers would find historical access to this very valuable. Any chance this will be added in the future?
Thanks again,
Drew

Sounds like that means any volume analysis using market depth is lost as soon as that chart is closed. But it must be accumulated in memory to create the "volume profile", "volume delta", & "cumulative delta" studies. It probably is written to a temp file. How hard would it be to save that file in such a way that it can be accessed later?

These volume based features do not utilize the DOM data. The data is also not written into any file.

The best way would be to extend QuoteManager to include it, but until that happens can anyone suggest a workaround?
I'm sure many of your present & potential customers would find historical access to this very valuable. Any chance this will be added in the future?

You may want to submit a feature request to the Project Management of our web site so other users can vote for it: https://www.multicharts.com/pm/

If you want to operate with DOM data - you can use the prebuilt "_Market_Depth_on_Chart_" and "_Market_Depth_on_Chart_2_" indicators for reference. That is possible to create a study that will stream it into Excel using RTD.