Support Board
Date/Time: Tue, 08 Jul 2025 21:39:55 +0000
Post From: Market Depth missing
| [2025-07-03 21:57:34] |
| John - SC Support - Posts: 40785 |
|
A few items of note: - When using a Continuous Futures Contract, you would have to download the Market Depth data for the particular contract in a chart that covers the dates for which you want data. For instance, for January 7, 2025 for the MNQ, the active contract was the H contract. Therefore, you would need to open a chart specifically for the MNQH25_FUT_CME symbol and then request the download of the Market Depth Data. - You need to ensure that the following setting is set to a high enough number to cover the time for which you are wanting to download Market Depth data (or set to 0): Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General) - We only keep about 6 months of historical market depth data available. There should be data for January 7, 2025 as of today (July 3, 2025), but it may not be available in a few days. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |