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Date/Time: Tue, 08 Jul 2025 20:17:37 +0000



Market Depth missing

View Count: 98

[2025-07-03 20:20:36]
User535599 - Posts: 21
Hello,

I like to see Replay Chart Market Depth but at 01.07 missing. I tried new chart, Download Depth Data from Date-Time,
Chart >> Reload and Recalculate but nothing has changed.
imageMarket Depth.png / V - Attached On 2025-07-03 20:19:53 UTC - Size: 826.3 KB - 13 views
[2025-07-03 21:57:34]
John - SC Support - Posts: 40785
A few items of note:
- When using a Continuous Futures Contract, you would have to download the Market Depth data for the particular contract in a chart that covers the dates for which you want data. For instance, for January 7, 2025 for the MNQ, the active contract was the H contract. Therefore, you would need to open a chart specifically for the MNQH25_FUT_CME symbol and then request the download of the Market Depth Data.
- You need to ensure that the following setting is set to a high enough number to cover the time for which you are wanting to download Market Depth data (or set to 0):
Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General)
- We only keep about 6 months of historical market depth data available. There should be data for January 7, 2025 as of today (July 3, 2025), but it may not be available in a few days.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-04 08:37:16]
User535599 - Posts: 21
Thank you!

It was 2 I changed for 10. At 2025-07-01 Marketh Depth missig beetween 09-17 Central European Time. Can you check it you see it or is it corrupted at Sierra Server.
image2025-07-01.png / V - Attached On 2025-07-04 08:36:44 UTC - Size: 550.56 KB - 10 views
[2025-07-07 15:12:24]
John - SC Support - Posts: 40785
There is no issue with the historical market depth data for July 1, 2025 for the MNQU25 symbol.

Make sure you have gone through the items we mentioned previously and then try to force a download of missing data by following the instructions at Step #8 at the following link:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-07 20:54:28]
User535599 - Posts: 21
Thank you!

I recorded it. Please check to see if you can figure out what the problem is. No data since 9 a.m.

https://youtu.be/O3W1H91kvf8
[2025-07-07 21:31:44]
John - SC Support - Posts: 40785
For one thing, you need to wait for the market depth data to download. In the video, you make the request for the data to be downloaded starting at 07:11:00, but then you start the replay immediately. It takes time for the data to download. After it does, your chart will reload.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-07 22:00:31]
User535599 - Posts: 21
You could see that from 08 o'clock there is no problem only from 09. I tried again, I got an error message for downloading Market Depth. I am waiting in vain.

https://youtu.be/ily9SPhMIaA
[2025-07-08 12:52:11]
User535599 - Posts: 21
I think the Market Depth data was corrupted. I deleted everything and downloaded it again from 07-01-08:00, but it didn't download anything. Anyway. I turned on Record Market Depth Data, maybe it will be good after this.
imageRecord Marketh Depth Data.png / V - Attached On 2025-07-08 12:50:31 UTC - Size: 108.2 KB - 2 views

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