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Date/Time: Fri, 03 May 2024 22:16:25 +0000



Post From: market depth historical data

[2018-07-12 15:37:19]
John - SC Support - Posts: 31362
Market Depth Data is only accumulated in real-time from the real-time data for your system. It is not available historically. Therefore, if Sierra Chart was not connected to the data feed during that time, the Market Depth data is not available for those times.

In this particular case, with the display of the Market Depth Historical Graph study, when there is unavailable data, it fills in the numbers from the last known information, which is why the numbers simply repeat across.

You will find information on this topic under step 7 in the Step by Step instructions that is part of the documentation for the Market Depth Historical Graph study:
Market Depth Historical Graph: Step by Step Instructions
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing