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Date/Time: Sat, 18 May 2024 19:03:02 +0000



Post From: Market depth historical data continuous contract

[2016-10-11 07:58:22]
Sierra Chart Engineering - Posts: 104368
These two statements seem in direct conflict with each other:

The chart that is displaying market depth data has to be set to ESU6 if the data on the 7-9-2016 is to be displayed. The last price is corrcet but the DOM data are missing.

You say the depth of market data is missing but you are saying you can see it for the prior contract month if the chart is set to ESU6. So we are not understanding this.

We will make sure the historical market depth files are loaded in for Continuous Futures Contract charts.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2016-10-11 07:59:06