Support Board
Date/Time: Mon, 13 Apr 2026 00:43:56 +0000
Post From: Depth Recording in v2882 (Teton CME Routing) – No .depth File Created
| [2026-02-26 15:30:01] |
| John - SC Support - Posts: 45586 |
|
1) Is market depth still recorded as a separate .depth file in the current version, or is it embedded inside the .scid file?
Separate files are still created in the "MarketDepthData" folder under the "Data" folder. 2) What exact setting controls depth recording (Global, Service, or Symbol level)?
Depth recording is only ever done on a per symbol basis. So you either need to have the "Market Depth Historical Graph" on a chart for that symbol, or you need to setup the symbol for "Record Market Depth Data" to be set to "Yes". 3) How can I definitively verify that all 10 depth levels are actually being recorded and will be available during Replay?
If you have everything setup properly, then this should automatically occur. You can get an idea of what has been recorded by looking at the files in the "MarketDepthData" folder under the "Data" folder and seeing what days have data for a specific symbol. You can also add the "Market Depth Historical Graph" to a chart to see where Market Depth data has been recorded. Keep in mind, that no matter what you do, the market depth will only be recorded when your Sierra Chart software is running and you are getting data for that symbol. So if you turn it off at night, you will not have the market depth data stored when it is off. -- Pick one symbol for which you want to save the market depth data. Select "Global Settings >> Symbol Settings" and find that symbol in the list on the left. On the right, find the entry for "Record Market Depth Data". Make sure this is set to "Yes". The general instructions for editing symbol settings is here: Global Symbol Settings: Instructions And make sure the option for "Use Custom Symbol Settings Values" in the top left of the Symbol Settings window is enabled. Refer to the following: Global Symbol Settings: Use Custom Symbol Settings Values (Global Settings >> Symbol Settings) Then after you close the symbol settings window, select "File >> Reconnect". You should have the market depth data being saved from that point forward. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |