How to Setup SierraChart for DOM Replay

25 February 2020 Update – For updated details please check this article.

  1. Check Data/Trade Service Settings: Intraday Data storage time unit = 1 Tick
  2. Check Global Settings Chart Update Interval less than or equal to 10ms
  3. Check Record Market Depth Data is selected on your instruments
  4. Open Data Download Chartbook (see link below) This is a collection of 1 trade charts of the desired instruments with Chart DOM activated. Keep this chartbook open during the day to record market depth data
  5. Open chartbook with DOM and a 1min chart (link below)
  6. Check the settings of the DOMs and the 1min chart : Days to load settings should be identical
  7. Select the 1min chart and scroll back to the desired replay start time. In this example it is yesterday’s 8am EST
  8. Hit CTRL+R to open replay window. Select All charts in Chartbook and Standard replay mode, then click play
  9. Answer yes to Clear replay/backtest data
  10. The DOMs along with the 1min chart start to replay.
  11. Adjust the replay speed for your needs. You can make sim trades during the replay.
  12. You can later find your recorded market depth data in your SierraChart\Data folder

Chartbooks used during the video

Datafeed: CQG | SierraChart version: 1568

IMPORTANT UPDATE TO #4: You should be connected to your real-time datafeed all the time to record market depth data. This is preferably your broker’s datafeed – for example CQG. Historical/delayed or non-tick based data feeds does not allow you to record market depth data. Without market depth data stored on your computer you can not replay DOM (or any tools requires market depth) properly.