Support Board
Date/Time: Fri, 05 Jun 2026 14:43:23 +0000
How Do I Download Historical Market Depth Data for Stocks?
View Count: 17
| [2026-06-05 11:18:56] |
| Deenius - Posts: 109 |
|
Hello, I am trying to download historical market depth data for the last 5 days for the AAPL symbol. I am following these instructions exactly: Market Depth Historical Graph: Downloading Of Historical Market Depth Data However, when I right-click the chart and select "Download Depth Data from Date-Time," only a file named AAPL.2026-06-05.depth, 0 KB in size, is created in the Data folder. The download does not start. When it comes to futures markets like NQ, it works perfectly. So how do I download it? According to the information you provided, 31 days of data should be available. |
| [2026-06-05 14:24:04] |
| John - SC Support - Posts: 46520 |
|
We only have Market Depth data for our NASDAQ TotalView exchange. As such, you would need to open a chart for the symbol AAPL-NQTV and then you can download the historical market depth data. Refer to the following: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes 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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