Support Board
Date/Time: Sun, 01 Mar 2026 18:41:32 +0000
Post From: Depth Recording in v2882 (Teton CME Routing) – No .depth File Created
| [2026-02-27 07:14:27] |
| User782165 - Posts: 15 |
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Subject: Market Depth Not Being Recorded / CME Invalid Symbol / Platform Freezing Hello, I would like to describe the exact sequence of events and ask for clarification. 1. I configured Market Depth recording according to your instructions: - Global Settings → Symbol Settings - Enabled Use Custom Symbol Settings Values - Set Record Market Depth Data = Yes - Set Number of Depth Levels to Save = 10 2. After doing this, I checked the folder: Data → MarketDepthData and noticed that no .depth file was being created. 3. We then discovered that the chart and the DOM were not using identical symbols (one was Continuous [CV], the other was a different format). I corrected this so that both chart and DOM use the exact same symbol. 4. After correcting the symbol and performing File → Reconnect, Sierra began attempting to download Historical Intraday data and started showing: "Historical Intraday Data Download Failed Error downloading historical Intraday data for MESH26-CME. Error: invalid symbol" 5. Since then: - EUROSTOXX (EUREX) works normally. - CME symbols (e.g., MESH26-CME) do not update. - No Market Depth file is created. - The DOM for CME does not move. - The platform becomes unresponsive when loading CME charts. - Help → About shows: Denali Data Feed Supported: Yes Delayed Data Feed: Yes Denali Authorized Realtime Exchanges: CME (Trading Account Required) 6. Trade Account Monitor shows a connected trading account. At this point, Sierra Chart is effectively frozen for CME symbols, while EUROSTOXX continues to function normally. Questions: 1. Why was no Market Depth file created initially when everything appeared configured correctly? 2. Why does reconnecting now produce “invalid symbol” for a standard Denali CME symbol (MESH26-CME)? 3. Does “CME (Trading Account Required)” indicate that CME Realtime is not fully authorized? 4. What exact configuration is required in order to: - Receive CME Realtime data, - Download Historical Intraday data, - Record Market Depth properly for Replay? Please advise the correct configuration sequence to restore CME functionality. Thank you. |