Support Board
Date/Time: Mon, 20 Apr 2026 05:18:55 +0000
market depth data limiting
View Count: 153
| [2026-02-28 14:19:36] |
| User981449 - Posts: 52 |
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I opened a new chart to view the heatmap (market depth historical graph) of GCJ6 for the last 2 days. The data limiting is set to “2 days to load”. However, I noticed that in the market depth data folder all days up to 11‑19‑25 were downloaded. Why is that? How can I limit the number of market depth days being downloaded?
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| [2026-03-02 14:35:25] |
| John - SC Support - Posts: 45686 |
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If you are referring to the files in the MarketDepthData folder, then those files are accumulated over time. So if you have files from 2025, then those were from when you received that data at that time. Historical market depth data is only automatically downloaded for backfilled data - i.e. the data you missed from when you last had Sierra Chart running. So this is typically just a few hours or maybe a few days. The system will not try to automatically download months of data. You would need to force that to occur. Refer to the following - specifically item #8: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-03-02 19:05:48] |
| User981449 - Posts: 52 |
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Really strange, considering that I had never used GC and had just purchased the Comex data. Basically, there was no way the files could have been created earlier in the marketdepthdata folder.
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| [2026-03-02 21:26:35] |
| John - SC Support - Posts: 45686 |
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Keep in mind that if you did not have the exchange active, you could still have gotten the delayed streaming data from us, which would have included the Market Depth data. So if you happened to have opened a chart for that symbol around November, 2025, then that is most likely where it came from. But it is not something you need to worry about. If you are concerned about space on your drive, then you can delete any market depth files that you feel you dod not need. Just be sure to exit from Sierra Chart before you delete the files. 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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