Support Board
Date/Time: Thu, 12 Feb 2026 21:08:55 +0000
Post From: Historical Market Depth Not Replaying – Teton CME Routing
| [2026-02-12 10:49:44] |
| User782165 - Posts: 8 |
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Hello, I am using Teton CME Routing [trading] with AMP. Real-time DOM is working correctly and I see full depth movement. However, during Standard Replay, historical market depth does not replay. Price data replays normally, but the order book does not update tick-by-tick as it does in real time. Configuration: Service: Teton CME Routing Intraday Data Storage Time Unit: 1 Tick Replay Mode: Standard Replay Instrument: MESH26_FUT_CME Real-time depth: Working correctly Replay depth: Static / not updating properly Please clarify: Is historical market depth automatically recorded when connected via Teton CME Routing? Is “Record Market Depth Data” enabled automatically, or does it require manual activation? Where can I verify that historical depth is being stored? Are there any limitations regarding replaying full depth with Teton? Thank you. Avner |