Support Board
Date/Time: Mon, 13 Apr 2026 00:52:44 +0000
Post From: Depth Recording in v2882 (Teton CME Routing) – No .depth File Created
| [2026-03-05 11:38:11] |
| User782165 - Posts: 19 |
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Hello, I would like to report a problem and describe in detail the process I performed so you can help identify the issue. I reinstalled Sierra Chart and configured the system to record Market Depth data in order to use Replay together with the DOM. These are the steps I performed: 1. I verified that the data connection is active. The status line shows that I am connected to Teton CME Routing and Denali Data Feed. 2. I opened a chart for the symbol **MES (Micro E-mini S&P 500)**. 3. I enabled Market Depth recording with the setting: Chart Settings → Symbol → Record Market Depth Data = Yes, and configured **a depth of 10 levels**. 4. I added the study **Market Depth Historical Graph** to the chart. 5. I checked the data folder and confirmed that the **MarketDepthData** folder exists. 6. I verified that a **.depth** file was created for the symbol, which indicates that Market Depth data is being recorded. In addition, I could see the depth recording markings on the chart, confirming that Market Depth data was indeed being recorded, so there was no need to disconnect and reconnect the data feed. After that, I ran **Chart Replay** and confirmed that: * The chart replay worked correctly. * The DOM moved as expected. * Market Depth data appeared during the replay. Up to this point everything worked correctly. However, after I closed Sierra Chart using **File → Save All**, and then restarted the platform, the problem appeared. When Sierra Chart opens again: * The connection appears active. * Charts load normally. * But **there is no movement in the charts**. * Market data does not update. In other words, the platform opens but behaves as if the data is frozen. I would also like to note that I am very disappointed with this situation. I paid for the service specifically in order to use this functionality, and we have already spent a considerable amount of time trying to resolve this issue without success. I hope we can find a solution soon. Thank you for your cooperation and assistance. Best regards, Avner |