Support Board
Date/Time: Thu, 12 Feb 2026 21:07:48 +0000
Historical Market Depth Not Replaying – Teton CME Routing
View Count: 27
| [2026-02-12 10:49:44] |
| User782165 - Posts: 8 |
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Hello, I am using Teton CME Routing [trading] with AMP. Real-time DOM is working correctly and I see full depth movement. However, during Standard Replay, historical market depth does not replay. Price data replays normally, but the order book does not update tick-by-tick as it does in real time. Configuration: Service: Teton CME Routing Intraday Data Storage Time Unit: 1 Tick Replay Mode: Standard Replay Instrument: MESH26_FUT_CME Real-time depth: Working correctly Replay depth: Static / not updating properly Please clarify: Is historical market depth automatically recorded when connected via Teton CME Routing? Is “Record Market Depth Data” enabled automatically, or does it require manual activation? Where can I verify that historical depth is being stored? Are there any limitations regarding replaying full depth with Teton? Thank you. Avner |
| [2026-02-12 15:30:25] |
| John - SC Support - Posts: 44608 |
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Is historical market depth automatically recorded when connected via Teton CME Routing?
Historical Market Depth is not automatically recorded (except under special circumstances described below). It does not matter what service you are connected to. Is “Record Market Depth Data” enabled automatically, or does it require manual activation?
Market Depth will be automatically recorded for symbols to which the "Market Depth Historical Graph" is added. Otherwise, to automatically record the Market Depth data, you need to set enable the option in the Symbol Settings. Refer to the following, particularly the first paragraph: Replaying Charts: Replaying of Market Depth Data Where can I verify that historical depth is being stored?
Add the "Market Depth Historical Graph to see where Market Depth has been recorded. Refer to the following: https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph Are there any limitations regarding replaying full depth with Teton?
There are no limitations, apart from getting the Market Depth data to begin with. And it does not matter what service you are connected to. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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