Support Board
Date/Time: Mon, 02 Mar 2026 12:11:36 +0000
Post From: Recording vs. downloading historical market depth data
| [2026-01-15 20:10:38] |
| curious16 - Posts: 36 |
|
Thank you for this further clarification. I tried to test this but so far failed. Specifically, I did the following: - Load a chart with ESH25 for the first two weeks of Jan 2025 using the "use date range" option in Chart Settings. This of course is a date range when ESH25 was actively traded. - The chart loads as expected, a popup that the contract is expired comes up (which is entirely correct) - Then a red message quickly pops up that the download of depth data failed as no depth data is available. I have attached a screenshot to illustrate the message. - I tried the same exercise using the Teton feed and using the SCData feed. I thought that, maybe, this does not work with Teton as the contract of course is expired and does not trade. However, I got the same result also with the SCData feed. - I then repeated the same test using the Feb 2025 gold contract (GCG25) and again got error messages indicating that no depth data is available. I also attached a screenshot. Could you please clarify what is going on and provide guidance how I can get depth data for these expired contracts? To be clear, I do not try to load a continuous contract, I use the single expired contract symbol in Chart Settings. |
 ESH25_SCData_noDepth_msg.jpg / V - Attached On 2026-01-15 20:09:59 UTC - Size: 20.01 KB - 31 views GCG25_SCData_noDepth_msg.jpg / V - Attached On 2026-01-15 20:10:06 UTC - Size: 23.65 KB - 26 views |