Support Board
Date/Time: Wed, 12 Aug 2026 12:30:10 +0000
Can't get historical market depth study
View Count: 219
| [2026-06-21 22:14:03] |
| User944318 - Posts: 64 |
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When I try to attach the historical market depth study, nothing happens. I made sure to ensure that I am loading level 2 data, but get the following message: "Historical depth data download failed error downloading historical market depth data for ESM26. No market depth data files found for request"
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| [2026-06-22 17:37:11] |
| John - SC Support - Posts: 47509 |
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What are the following set to: - Global Settings >> Data/Trade Service Settings >> Main Settings >> Current Selected Service - Chart >> Chart Settings >> Symbol >> Symbol Also, make sure you have gone through the instructions at the following link to ensure you have everything setup properly to download historical Market Depth data: 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 |
| [2026-06-22 17:58:04] |
| User944318 - Posts: 64 |
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I am using the Teton CME routing and the symbol is ESM26 (using this instead of U26 because it has more data)
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| [2026-06-22 19:18:42] |
| John - SC Support - Posts: 47509 |
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What exactly is entered in "Chart >> Chart Settings >> Symbol >> Symbol"? Is that actually entered as "ESM26"? If so, then that is the wrong symbol for the Current Selected Service of "Teton CME Routing". That symbol should be "ESM26_FUT_CME". Also, you will not get any automatic download of market depth data for a previous contract. You would have to manually request a download of market depth data by following the instructions at Step #8 at the following link: Market Depth Historical Graph: Downloading Of Historical Market Depth Data Also, make sure you have your installation setup correctly as defined in the rest of the instructions at the above link. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-22 19:26:37] |
| User944318 - Posts: 64 |
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Yes, it is ESM26_FUT_CME and yes I did enable support for downloading historical market depth. Whenever I open up a chart requiring it, the I get the message "Historical depth data download failed error downloading historical market depth data for ESM26. No market depth data files found for request"
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| [2026-06-22 19:43:53] |
| User944318 - Posts: 64 |
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Ok, I just got it working. How might I alter the settings to get a more clear gradient of the heat map on the chart?
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| [2026-06-22 21:58:54] |
| John - SC Support - Posts: 47509 |
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We can not answer that question, as there are too many variables that go into the Market Depth Historical Graph, not to mention that we do not know what exactly you are wanting to see. You need to understand the different inputs and how they affect the study. Refer to the following: Market Depth Historical Graph: Study Inputs 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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