Support Board
Date/Time: Sat, 14 Jun 2025 04:51:07 +0000
Post From: chart replay - market depth and MBO
| [2022-11-02 20:33:00] |
| John - SC Support - Posts: 40422 |
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1. In general - yes, but we are doing some work in this area and right now the historical market depth data is only available back to October 10, 2022. Refer to the following: Notice: Historical Market Depth Data for CME Group 2022-10-16 2. You can use the option for Use Number of Days to Load Market Depth and set this to 1 before running the replay and then it will only load the 1 day of data. Refer to the following: Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu) 3. It is not yet possible to get MBO data during a replay. This is not yet being stored. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |