Support Board
Date/Time: Mon, 02 Mar 2026 12:11:36 +0000
Post From: Recording vs. downloading historical market depth data
| [2026-01-15 19:02:51] |
| John - SC Support - Posts: 44849 |
|
We have market depth data for all contracts going back about 6 months. There may be more than 6 months, but we can only promise that amount. So there would be data for both ESZ25 and ESH26 available. It is not about contracts, it is about the amount of time we hold it. Data is stored in daily files, so anything older than the amount of time we store for is simply removed. To download data for a specific contract, however, you need to open that contract. So if you have a Continuous Contract for ES and the current front month is ESH26, and you want Market Depth data going back to the ESZ25 contract, then you would need to open a chart for ESZ25 specifically, and download the data for that contract. Then it will be available to display in a Continuous Contract chart. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |