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Date/Time: Thu, 08 May 2025 09:43:00 +0000



Post From: Problem with depth data

[2024-02-29 21:46:40]
John - SC Support - Posts: 39675
Also, are you using a Continuous Futures Chart and did you recently rollover, such that the previous days for which you trying to get data are from a different contract?

The historical market depth data is only ever going to be downloaded for the front contract. Therefore, if you are looking at data from a previous contract and you are missing (and want) the depth data for that contract, then you would need to open that contract specifically and force the download of the Market Depth data for that time.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing