Support Board
Date/Time: Wed, 04 Mar 2026 22:34:05 +0000
Post From: No depth data via Teton for ESH26
| [2026-01-25 08:00:44] |
| curious16 - Posts: 36 |
|
Hello John, I tried again at the weekend when markets are closed, I could reproduce this error message about loading depth data. I opened a new chartbook and opened RTYH26-CME (SCData service). No other charts were open, no other symbols were tracked. I added the Market Depth Historical Graph study to trigger level 2 data downloading. The attached error message pops up shortly when the depth download ends. I noticed that SC generates depth data files for Saturday (24 Jan) and Sunday (25 Jan). The Sunday file will eventually hold data when the market opens on Sunday evening, but it seems there should not be a Saturday file as there won't be any data. I also attached a screenshot of my market depth data folder. There is a message line in the log indicating "no market depth data files found". I have sent you the log using the "Send for Analysis" feature. Note the path "E:/cme_exchange_marketdepth.data/" in the log file. I do not have any such path locally, this clearly must be a path on one of your servers. As said before this is not a blocking issue, things work normally after the error pops up. Hence it does not seem urgent, but it would still make sense to address this. |
 RTYH26_ErrorMsg.jpg / V - Attached On 2026-01-25 07:53:14 UTC - Size: 47.73 KB - 21 views Attachment Deleted. RTYH26_WeekendDepthFiles.jpg / V - Attached On 2026-01-25 07:56:23 UTC - Size: 81.21 KB - 22 views |