Support Board
Date/Time: Tue, 26 Aug 2025 11:54:41 +0000
Trouble Downloading Market Depth Data
View Count: 197
| [2025-07-05 08:52:09] |
| User871314 - Posts: 20 |
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Hi, I followed the instructions to enable downloading Market Depth Data for X number of days (I have Denali Feed with Market Depth activated). I am downloading 1 trade per bar data with the Market Depth Historical Graph Study applied. When I click "Export Bar and Study Data to Text File" I get the attached error. "download failed. no market depth data files found." |
Attachment Deleted.  download_error.png / V - Attached On 2025-07-05 08:50:08 UTC - Size: 15.75 KB - 48 views |
| [2025-07-05 11:22:59] |
| Sierra_Chart Engineering - Posts: 20734 |
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At the time this occurs provide the Message Log by following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-07-05 17:45:25] |
| User871314 - Posts: 20 |
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Attached
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Private File |
| [2025-07-07 18:47:44] |
| Sierra_Chart Engineering - Posts: 20734 |
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Based on the starting date, that error message does make sense: 2025-07-05 17:32:09.838 | HD Request # 3 | Requesting market depth data. Start date-time: 2025-07-05 09:10:12. Symbol: ESU25
At the time of the request there was no additional historical market depth data available. Follow through the instructions here to re-download the data from the Date-Time you want: Market Depth Historical Graph: Downloading Of Historical Market Depth Data Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-07-23 14:32:18
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