Support Board
Date/Time: Tue, 22 Sep 2026 13:20:52 +0000
[User Discussion] - Gaps in historical depth data
View Count: 300
| [2026-08-07 20:23:46] |
| Anthony1113985 - Posts: 2 |
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Hello, I'm new to Sierra. I'm trying to download market depth and I'm getting strange gaps in the data. I'm including my chartbook, the message log, and a screenshot. Ive tried right clicking and downloading the depth data on both charts in this chartbook Thank you Date Time Of Last Edit: 2026-08-07 20:25:02
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Private File Private File Private File |
| [2026-08-07 21:32:07] |
| John - SC Support - Posts: 47955 |
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Please go through the items at the following link to make sure you have everything setup to get the historical market depth data: Market Depth Historical Graph: Downloading Of Historical Market Depth Data Once everything is properly setup, then follow the instructions at Step #8 to force a download from where you are missing data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-08-07 23:56:27] |
| Anthony1113985 - Posts: 2 |
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Thank you, I went through steps 1-10 you suggested. Im still un able to not download all the data I want on this chart, ive included the screenshots and message log. I also created a simple ESM6 chart and still can't backload load the depth data. Thank you Date Time Of Last Edit: 2026-08-09 16:57:46
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Private File Private File Private File |
| [2026-08-14 07:09:14] |
| Sierra_Chart Engineering - Posts: 24931 |
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We see market depth data is being downloaded: 2026-08-07 19:17:15.671 | HD Request # 17 | Received 57652060 Market Depth data records from 2026-08-02 08:00:06.107000 to 2026-08-07 17:00:00.065000 (5.4 days. Delay: 2.3 hours) and wrote 57652060 records for ESU26_FUT_CME We want you to try again: Market Depth Historical Graph: Downloading Of Historical Market Depth Data We do see the Market Depth data for August 7, 2026: https://www.sierrachart.com/image.php?Image=1786691284499.png Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-08-14 07:10:29
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