Support Board
Date/Time: Wed, 04 Feb 2026 23:18:59 +0000
Post From: Market Depth Data Dump
| [2026-02-04 21:16:22] |
| John - SC Support - Posts: 44433 |
|
For example if I want to download the data for ES for the last 1 year, how do I do that in "one go" ?
There is not a way to do this in "one go". You would have to download the data for each individual contract by opening a chart for each contract and then forcing the download for that contract. And then you would have to have a custom study that would access the Market Depth data and then export/print/save it for you. Refer to the following: ACSIL Interface Members - Functions: sc.GetAskMarketDepthEntryAtLevel Is there a standard way of achieving this or do I need to submit a special request for Sierra ?
See our information above. There is no "special request" that you could make to us to get the data in another format. You would have to download it into your Sierra Chart software as mentioned above. I would expect to get a zip file of all the .depth files for a given instrument for a given year
This is not how it works. See the information given previously. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |