Login Page - Create Account

Support Board


Date/Time: Sun, 15 Nov 2026 14:04:51 +0000



Market Depth Propagating to Sub Instances

View Count: 313

[2026-09-28 20:12:53]
user_xyz - Posts: 529
I've talked about .scid files propagating from Main Instance to Sub-Instances in another thread.

I see .depth data in a sub-instance that doesn't even have a chart or quote on quoteboard for the symbols downloading .depth data. I see this across a few instances.

See screenshots - this is after I cleansed the directory of like 30GB of redundant depth data.
Private File
Private File
[2026-09-28 20:27:48]
user_xyz - Posts: 529
FWIW This was the previous thread

Main Instance Data Folder Duplicate .SCIDs
[2026-09-28 21:28:07]
John - SC Support - Posts: 48527
Do you have those symbols (ES and NQ) set to record the Market Depth data in the symbol settings (Record Markete Depth Data set to "Yes")?

If the above is true, then this would be why you are getting the depth data for those symbols.

If you need to have different symbol settings in the main instance and in the sub-instance, then be sure to set the following to "No":
General Settings Window: Use this Instance Symbol Settings in New Instances when Started (Global Settings >> General Settings >> General >> New Instances)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2026-09-28 21:35:58]
user_xyz - Posts: 529
I out of office will check later.

So if ES, NQ and others are set to Record Market Depth then every single instance generated from main will have duplicate Market Depth Data even though no chart or quote exists with that symbol?
[2026-09-29 13:00:35]
John - SC Support - Posts: 48527
So if ES, NQ and others are set to Record Market Depth then every single instance generated from main will have duplicate Market Depth Data even though no chart or quote exists with that symbol?

No. You do need to have a chart open for the market depth to get recorded. You did state that you do not have them open, but we did not think about that in our response.

So that is probably not the reason. Still, it is something to check.

Do you have .scid files for those symbols as well, or just the Market Depth data?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2026-09-29 14:39:23]
user_xyz - Posts: 529
I think you meant to say Yes. If Symbol Settings are set to Record Market Depth and a chart for that symbol is NOT open it will still record market depth.

No .scid files I just have market depth data, across all instances even if that chart for that symbol is not open.

This setup doesn't really make sense.

If I have 6 instances and only want Market Depth Data in one I have to change this setting to "No" and EACH symbol setting Record Market Depth Data to "No" even if I don't have that chart open.
General Settings Window: Use this Instance Symbol Settings in New Instances when Started (Global Settings >> General Settings >> General >> New Instances)

Seems like a setting underneath the above "Record Market Depth in this Instance" Yes/No is needed. Otherwise if the Main Instance is set to record Market Depth via Symbol Settings (eg. 10 symbols) every single instance spawned has to undo all those settings otherwise massive duplication of .depth files.
Date Time Of Last Edit: 2026-09-29 15:02:51
[2026-09-29 15:34:24]
John - SC Support - Posts: 48527
I think you meant to say Yes. If Symbol Settings are set to Record Market Depth and a chart for that symbol is NOT open it will still record market depth.

We meant "No". It was something we did not think of at the time - that you should have to have a chart open for the market depth to be recorded if the Market Depth is set to be recorded.

But we want to check with Engineering on this to ensure that this is the case. Maybe there is something else occurring that we are missing.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2026-09-29 15:45:59]
user_xyz - Posts: 529
Got it. At a minimum seems like a chart should be open to record Market Depth, otherwise my suggestion above still makes sense otherwise all instances duplicate .depth files.
[2026-09-29 22:13:14]
Sierra_Chart Engineering - Posts: 25426
There must be some reason market depth data is getting recorded and this would be a reason:

So if ES, NQ and others are set to Record Market Depth then every single instance generated from main will have duplicate Market Depth Data even though no chart or quote exists with that symbol?

The answer to this is yes.
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: 2026-09-29 22:13:35

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account