Login Page - Create Account

Support Board


Date/Time: Fri, 09 Jan 2026 15:40:19 +0000



Post From: market depth data not showing in certain period

[2025-11-20 19:07:35]
John - SC Support - Posts: 43873
We do not know what the CQG requirements are for the Market Depth data.

But, you are getting data for certain time periods, so you must have it setup properly with them to get that data.

Our best guess is that you were not connected to the data feed at that time, so you did not receive the market depth data to the system. We do not know if CQG has historical Market Depth data available, but even if they did, we do not have a way to request this of them, so if you are not connected, there simply is no way to get that missing data.

If you are connected and not getting data for a certain time every day, then you need to ask CQG about this. They must be doing something odd.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing