Sierra Chart Historical Replay Alternative: DOM, Footprint and Tape

By Geoff · November 3, 2026

Sierra Chart can replay the DOM, time and sales and numbers bars from a past session, with simulated orders filled against the replay. Getting there takes an installed program, a service package, and downloading the tick data and the depth for each symbol first.

MarketByOrder futures replay starts from the other end: the trades and the book are already stored, so you pick a date and a time and press play in the browser. Below is what each one needs, what it costs, and where Sierra Chart is still the better tool.

The author develops MarketByOrder. Sierra Chart details are from its linked documentation as of November 2026; check the current pages before you subscribe.

What a DOM replay needs, step by step

Sierra Chart's Chart Replay documentation says market depth only replays for a period where depth data exists on your machine, either recorded live or downloaded. The Market Depth Historical Graph documentation says CME depth is kept on Sierra Chart's servers for 180 days, and that on a continuous futures chart depth is not downloaded for the earlier contracts: you open a separate chart for each one.

The Trade DOM only follows the replay when the replay covers all charts in the chartbook, Skip Empty Periods is off, and the time zones match.

What it costs

Sierra Chart includes historical data with every package, and its Delayed feed carries CME depth at no extra cost, so replay alone needs no exchange fees. On the packages page, Package 5 at $36/month is the cheapest with numbers bars and the Market Depth Historical Graph; Package 3 at $26/month has neither.

Exchange fees start when you want real-time data. The Denali feed page lists CME with market depth at $13.50/month for non-professionals, on top of an Integrated package from $46/month for numbers bars, and the non-professional rate needs a live, funded futures account connected each month.

MarketByOrder includes its market data. Every account gets 5 minutes of replay a day, across up to 3 replays, and Pro is $14/month with no daily limit. No broker or trading account is needed. See pricing.

A DOM replay in MarketByOrder

ES on October 27, 2026, times in ET. The 10:39 bar rises from 7,731.50 to 7,736.50, five points, on a delta of -20. The footprint shows the rally but no net buying behind it.

The DOM shows why. From 10:39:36.5 to 10:39:41.5 the best offer steps up from 7,733.25 to 7,735.25. 614 contracts were resting on those eight prices and only 250 were bought there, so at least 364 were pulled before the buyers reached them.

In MarketByOrder this is one link: it opens ES at 10:38 that morning. Slow it to 0.1x to follow the offers, or right click any footprint bar and pick Replay from here to jump back to that minute.

Side by side

When Sierra Chart is the better fit

If you already trade live in Sierra Chart, its replay uses the same DOM, studies and order entry you trade with, and its CME tick history goes back to 2011.

MarketByOrder fits when the goal is practice: open a past session without installing anything or downloading data, replay the open on ES, NQ, GC or CL, and place sim orders on the DOM. When an idea is mechanical, run it as an algo over every trade of the session instead. For other comparisons, see Bookmap, Jigsaw and Quantower and TradingView.