Regarding SierraChart’s Market Depth Historical Graph study, how much historical depth data does it keep?
Whenever you use Sierra Chart’s Market Depth Historical Graph study it saves the depth data into the MarketDepthData folder in the Data folder. When you start the study it plots the historical depth graph data that it has stored and on periods in which you didn’t have the study running you will see an extension of the last recorded depth data it has.
I am considering using Sierra Chart with Rithmic feed. Will this combination be good enough for getting precise Bid and Ask volumes on the charts?
Yes, the Sierra Chart + Rithmic feedcombination is a very powerful one. Rithmic feed is a true Tick by Tick data feed which means that you get the exact Ask or Bid volume of every trade that takes place in real time. Our experience is that the values displayed on the Sierra Chart Numbers Bars charts with the Rithmic feed are 100% identical to the values you will get with the DTNIQ feed. Don’t forget to go to File >> Data/Trade service settings and make sure that the Intraday Data Storage Unit is set to 1 Tick.