Support Board
Date/Time: Sun, 11 Jan 2026 21:49:19 +0000
Market Depth Historical Data
View Count: 53
| [2026-01-09 21:03:42] |
| skalaydzhiyski - Posts: 111 |
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Hi SC, I want to request a feature to Download more than 6 months of market depth data. I would not mind paying one off for a data dump of 50 or so levels of depth data. I need it for machine learning modelling. I can do this with DataBento, but I don't like the fact that i have to convert the data using custom scripts into the .depth format. This introduces a level of complexity that is unnecessary given how well Sierra already handles Market Depth data. I cant be the only one who would like this as a feature... I cannot imagine storage cost being the problem... being able to go back to 2020 for example and experience 100s of 5 sigma events from an orderflow point of view would be amazing. All the best Date Time Of Last Edit: 2026-01-09 21:06:48
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| [2026-01-09 21:54:24] |
| Sierra_Chart Engineering - Posts: 22299 |
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Sierra Chart does have more than 6 months of market depth data. How many months do you require?
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 |
| [2026-01-09 21:58:53] |
| skalaydzhiyski - Posts: 111 |
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Wow really? Ideally I would want to download (even if it takes 10 hours) 10 levels bid and 10 levels ask for ZN, ZT from 2020 to today, is there a standard way to do it ?
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