+1 888 340 6572 GET STARTED
MultiCharts Project Management
Go to the previous open issue
Go to the previous issue (open or closed)
Please log in to bookmark issues
Open Feature request MC-595

Improve collecting data

Go to the next issue (open or closed)
Go to the next open issue

Data requirements are becoming increasingly broad (in terms of cross-market and cross-asset class) and deep (in terms of the granularity, i.e. full depth-of-book on a tick by tick basis),
so to test we need also to have a full depth-of-book on a tick by tick basis to test our strategy.
Quotemanager should collect all levels of DOM and not only the tick trade.

Steps to reproduce this issue

Full depth-of-book on a tick by tick basis.
Quotemanager should collect all levels of DOM and not only the tick trade.

Comments (2)
user-offline.png  MMarkus (mayatrader)
Aug 07, 2017 - 12:00

Indeed very critical feature - especially, since Ninja Trader offers such a feature. Historical L2 data is very expensive and this would be an awesome way to get some of the data. This would also allow to backtest new strategies.

No such user
May 10, 2018 - 04:07

Visit here and join the amazing video game forever must be like the many web users have always ready to play this online just go online and find free yahtzee games you cant need to registration direct play always and have the keeping best score.

Issue basics
  • Type of issue
    Feature request
  • Category
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
Attachments (0)
There is nothing attached to this issue
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates