Support Board
Date/Time: Sat, 25 Apr 2026 13:05:50 +0000
Post From: MARKET DEPTH DATA EXPORT
| [2026-03-11 20:46:32] |
| John - SC Support - Posts: 45769 |
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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 -- 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 |