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 15:18:22] |
| John - SC Support - Posts: 43500 |
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The reference to the F: drive is for our servers. It is stating that it can not find the file on our servers, so you can ignore that (we'll come back to why we think you are getting this message). You mention that you are having this issue with a Continuous Contract and without a Continuous Contract. When you are using a Continuous Contract and you make a request to download the Market Depth data, that is always going to be for the current contract. The system does not understand the Continuous Contract with regards to downloading the market depth data. So if you want data for a time where a previous contract was used, you would need to open a chart for that specific contract and download the Market Depth data for that contract. We think this is why you are getting the error related to Z 2025 contract for 6E (we assume you have rolled over to the H 2026 contract). Also, keep in mind that we only have historical market depth data for about 6 months. There may be more for some symbols, but in general you should assume that we only have data for 6 months. Also check the following setting to ensure that it is set high enough to get the data going back to where you want to get it from: Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General) And, although we are not certain if you are doing this, do not request Market Depth data download when actually running a replay. We are not certain if this will work. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |