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Date/Time: Fri, 30 Jan 2026 18:55:29 +0000



Post From: Downloading historical market depth data

[2026-01-30 15:35:40]
John - SC Support - Posts: 44317
Refer to the following:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

Also, be aware that if you are using a Continuous Futures Contract, only data for the front month will be downloaded. If you want data for a previous contract, then you will need to open a chart for that specific contract and then download the Market Depth data in that chart. Then it will be available in the continuous contract chart.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing