Support Board
Date/Time: Tue, 03 Feb 2026 22:06:37 +0000
Post From: Trying to download historical market depth data
| [2026-01-02 19:27:05] |
| John - SC Support - Posts: 44403 |
|
How far back are you trying to get Market Depth data? There is only about 6 months of data kept, so you can not get anything further back than that. Also, if you are using a Continuous Futures Contract, then when you request the market depth data, it is always going to be for the current front month contract. If you want to see Market Depth data for a previous contract in the Continuous Contract chart, you need to open a chart for the specific contract (such as ESZ25-CME) and then download the missing Market Depth data for that specific contract. It will then be available for display in the Continuous Contract chart. Also, check the following setting and make sure it is set high enough to display the data as far back as you are wanting: Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |