Support Board
Date/Time: Wed, 26 Aug 2026 08:08:02 +0000
Historical CME market depth access with Service Package 3
View Count: 20
| [2026-08-26 05:27:27] |
| prius missile - Posts: 1 |
|
We use Sierra Chart Service Package 3 with the Sierra Chart delayed CME data service. For offline research, we need historical market depth data for: - MNQM26-CME: June 9-12, 2026 - MNQU26-CME: June 12-17, 2026 Can Service Package 3 download the historical `.depth` files for these symbols and dates? If yes, can the downloaded files be accessed programmatically from an ACSIL custom study or directly through the documented Market Depth Data File Format while remaining on Package 3, or is Package 5/11 required? We do not need to display the Market Depth Historical Graph. We only need access to the historical data for deterministic offline validation. |
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