Support Board
Date/Time: Wed, 04 Mar 2026 22:41:07 +0000
No depth data via Teton for ESH26
View Count: 230
| [2026-01-17 08:12:07] |
| curious16 - Posts: 36 |
|
I just loaded a chart with market depth data for ESH26 (current contract) using the Teton feed, and I got a no depth data error (see attached screenshot). Markets are closed now (Saturday), but the same chart worked without problems yesterday (Friday) during trading hours, and I have stored market depth files available for the last few days with this symbol (ticker ESH26_FUT_CME, as used by Teton). I subsequently changed the feed to SCData. This resulted in successfully re-downloading and displaying market depth data. Unfortunately, this requires again downloading the same depth data which I already had on disk. This is due to SCData using different symbols (ticker is ESH26-CME with SCData). This is inconvenient. I understand that the underlying data for SCData and Teton is the same Denali feed, the difference is only in the fact that Teton provides trade routing whereas SCData does not. Hence I would expect SCData and Teton to supply the same data no matter whether markets are open or closed. Could you please clarify what is going on and when I should expect Teton depth data not to be available? |
 ESH26_Teton_noDepthData.jpg / V - Attached On 2026-01-17 08:10:25 UTC - Size: 23.13 KB - 46 views |
| [2026-01-17 17:11:10] |
| curious16 - Posts: 36 |
|
This seems to be an irrelevant error message. I intermittently saw this but could still load the depth data from local disk. No blocking issue, could continue working with stored depth data today. It may be that SC tries to load depth data for today (Saturday), doesn't find that data, and complains. I did not get such problems with other market data, SC knows there is nothing to load for weekends. It would still be good to understand what is going on as these red pop-up error windows make me wonder whether something is wrong with my configuration of SC. |
| [2026-01-19 17:53:15] |
| John - SC Support - Posts: 44945 |
|
There is no reason that we can see for you to be getting those errors. The next time you get one, please get us your Message Log by following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-01-25 08:00:44] |
| curious16 - Posts: 36 |
|
Hello John, I tried again at the weekend when markets are closed, I could reproduce this error message about loading depth data. I opened a new chartbook and opened RTYH26-CME (SCData service). No other charts were open, no other symbols were tracked. I added the Market Depth Historical Graph study to trigger level 2 data downloading. The attached error message pops up shortly when the depth download ends. I noticed that SC generates depth data files for Saturday (24 Jan) and Sunday (25 Jan). The Sunday file will eventually hold data when the market opens on Sunday evening, but it seems there should not be a Saturday file as there won't be any data. I also attached a screenshot of my market depth data folder. There is a message line in the log indicating "no market depth data files found". I have sent you the log using the "Send for Analysis" feature. Note the path "E:/cme_exchange_marketdepth.data/" in the log file. I do not have any such path locally, this clearly must be a path on one of your servers. As said before this is not a blocking issue, things work normally after the error pops up. Hence it does not seem urgent, but it would still make sense to address this. |
| RTYH26_ErrorMsg.jpg / V - Attached On 2026-01-25 07:53:14 UTC - Size: 47.73 KB - 22 views Attachment Deleted. RTYH26_WeekendDepthFiles.jpg / V - Attached On 2026-01-25 07:56:23 UTC - Size: 81.21 KB - 23 views |
| [2026-01-25 08:12:09] |
| curious16 - Posts: 36 |
|
Adding to the previous message, I tried the following: 1) Changed the data service to Teton with the same symbol RTYH26. As expected this brought up a "symbol needs to be translated" message which I confirmed. SC then loaded RTYH26_FUT_CME and the corresponding depth files. NO error message came up. 2) I saved the chartbook, closed & restarted SC, and opened this chartbook again. 3) The attached error message came up. You see from the log (sent via the "send for analysis" feature) that the error message now points to a path "F:/cme_exchange_marketdepth.data". 4) When I disconnect and then reconnect to the market data feed, the error appears again. |
| RTYH26_FUT_CME_ErrorMsg.jpg / V - Attached On 2026-01-25 08:11:54 UTC - Size: 36.59 KB - 25 views |
To post a message in this thread, you need to log in with your Sierra Chart account: