Support Board
Date/Time: Wed, 17 Dec 2025 00:46:46 +0000
Post From: Historical Market Depth Replay Failing / Download Starting From Today Instead of Historica
| [2025-12-16 07:40:01] |
| Pamazu - Posts: 3 |
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Update with new findings (paths and error message): I kept testing and noticed some extra behavior that may help diagnose the problem: When I switch from ES to 6E while replaying a past date/time and request depth, a different error appears: “Historical Depth Data Download Failed. Error downloading historical Market Depth data for 6EZ25_FUT_CME. No market depth data files found. Path: F:\cme_exchange_marketdepth.data\” I don't have any F: drive at all, so this path does not exist. This makes me think Sierra is referencing an incorrect location for market depth data. In Global Settings → General Settings → Paths, my Market Depth Data Path is correctly set to: C:\SierraChart\Data\MarketDepthData\ I have not changed this path recently, and it does not reference F:\ anywhere. Because of this, it seems that Sierra is getting F:\cme_exchange_marketdepth.data\ from somewhere other than the standard Paths settings. I have only a single Sierra Chart installation on C:\SierraChart. Could you please: Confirm whether there are any other configuration files, service settings, or symbol settings that could be forcing Sierra to use F:\cme_exchange_marketdepth.data\ for historical depth, especially for 6E? Advise how I can clear or correct that reference so all historical depth downloads use my configured path C:\SierraChart\Data\MarketDepthData\ and, if available, the Denali historical depth server? |