Support Board
Date/Time: Tue, 24 Feb 2026 07:14:35 +0000
Historical market depth not wroking
View Count: 233
| [2026-01-08 14:41:26] |
| User30743 - Posts: 393 |
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I have 1 sec timeframe with historical Market Depth study. Very often it just kind of freeze to update the values. It is really annoying. Why is that happening? And how to fix it?
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| [2026-01-08 16:40:32] |
| John - SC Support - Posts: 44759 |
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We are not really understanding the situation you are trying to describe. If you are stating that you are missing Market Depth data for a particular point in time, then you can force a download of missing Historical Market Depth data by following the instructions at the followiong link (be sure to go through all the steps, but Step #8 is the one to force the download for a specific point in time): Market Depth Historical Graph: Downloading Of Historical Market Depth Data Keep in mind that there is only 6 months of market depth data available and if you are using a continuous futures contract and you are wanting data for a previous contract, then you will need to open a chart for the specific contract and download the Market Depth data for that contract (downloading market depth data in a continuous futures contract will only download for the front contract). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-01-10 12:14:53] |
| User30743 - Posts: 393 |
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strange - I did set up the download as described in the section Downloading Of Historical Market Depth Data. The chart still shows nothing. I mean, the Market Depths is shown BUT only realtime when I am connected. When I disconnect and come after and hour or next day, it is blank, missing. I would like to have it continuously without gaps, just like any other study or a price chart - one week back is enough, but continuos. I am connected to Trading Evaluator - Delayed feed. Is it a problem? Date Time Of Last Edit: 2026-01-10 12:17:16
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| [2026-01-11 23:36:39] |
| Sierra_Chart Engineering - Posts: 23005 |
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What is the symbol of the chart? And we will check on this.
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 |
| [2026-01-12 07:09:49] |
| User30743 - Posts: 393 |
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The symbol is MNQ
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| [2026-01-13 08:31:21] |
| Sierra_Chart Engineering - Posts: 23005 |
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That symbol is configured correctly for historical market depth data when using the trading evaluator service. Carefully go through this procedure again: Market Depth Historical Graph: Downloading Of Historical Market Depth Data If you still have a problem we need to look at the Message Log. 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 |
| [2026-01-13 18:35:49] |
| User30743 - Posts: 393 |
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ok, what i did now was that I forced it to redownload with the command is Download Depth Data from Date-Time. It worked. I can see it there. But it is pretty annoying to always have to manually trigger the download of the missing piece. Cannot it be automatic? This is my setup. |
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| [2026-02-06 18:57:43] |
| User30743 - Posts: 393 |
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so is there any way to achieve that there are no empty holes in the historica lmarket depth? https://prnt.sc/ycoauOc0a7s2 |
| [2026-02-06 20:50:13] |
| John - SC Support - Posts: 44759 |
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Make sure you have gone through the setup at the following link to ensure that historical Market Depth data is set to download if necessary: Market Depth Historical Graph: Downloading Of Historical Market Depth Data We are not certain why sometimes the market depth does not fill in automatically when you reconnect to the feed. But this is why the option to force the download exists in the system. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-07 09:18:46] |
| User30743 - Posts: 393 |
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Yes i have gone through it very thoroughly. I just have to always manually trigger the redownload to fill the missing gaps. It is pretty annoying and it is something that should be fixed on your side I believe. |
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