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Date/Time: Mon, 22 Jun 2026 19:54:06 +0000



Post From: MARKET DEPTH DATA EXPORT

[2026-03-11 20:46:32]
John - SC Support - Posts: 46819
There is no built-in option to export the historical market depth data. The closest available is the following study that is intended to work with a Spreadsheet Study to get access to the current market depth data:
Depth of Market Data

The only good way to access the historical market depth data is through a custom study. Refer to the following:
ACSIL Interface Members - Functions: sc.GetMarketDepthBars()

https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php

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The option for "Record Market Depth" is part of the symbol settings. Refer to the following for how to edit symbol settings:
Global Symbol Settings: Instructions
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing