Support Board
Date/Time: Wed, 19 Nov 2025 01:57:07 +0000
Post From: L2 DEPTH DATA
| [2025-11-18 18:16:15] |
| John - SC Support - Posts: 43046 |
|
This is definitely NOT the correct approach. First, do not delete any depth files. That does not help at all. Second, we only have data going back 6 months for Market Depth data. So you can not get anything older than that, which is another reason not to delete the depth files. If you want to download Market Depth data from a particular point in time in case you are missing some, then follow the instructions at Step #8 at the following link: Market Depth Historical Graph: Downloading Of Historical Market Depth Data If you are using a Continuous Futures Contract, then you can not download market depth data for a previous contract. If you need the data for a previous contract, then you need to open that contract itself in a chart and then you can download the market depth data for that contract per the above. You will then have that data available in the Continuous Contract chart. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |