Support Board
Date/Time: Mon, 13 Apr 2026 00:44:52 +0000
Post From: Depth Recording in v2882 (Teton CME Routing) – No .depth File Created
| [2026-02-26 12:52:40] |
| User782165 - Posts: 19 |
|
Thank you for the clarification. I understand that market depth data must be explicitly enabled. In my current configuration: - Record Market Depth Data is enabled. - Number of Depth Levels to Subscribe is set to 10. - Live DOM clearly shows 10 levels on both Bid and Ask. - Intraday Data Storage Time Unit is set to 1 Tick. - Connected to SC Data with Teton CME Routing. However: - During Chart Replay, only 2 depth levels are displayed. - I do not see a separate .depth file being created in the Data folder. Full depth replay (10 levels) is critical for my order flow analysis and DOM review workflow, so I need to ensure that depth is being properly recorded. Could you please clarify: 1) Is market depth still recorded as a separate .depth file in the current version, or is it embedded inside the .scid file? 2) What exact setting controls depth recording (Global, Service, or Symbol level)? 3) How can I definitively verify that all 10 depth levels are actually being recorded and will be available during Replay? If something is still misconfigured, please specify exactly which setting must be changed and where. Thank you. |