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Date/Time: Fri, 05 Jun 2026 14:43:25 +0000



Post From: How Do I Download Historical Market Depth Data for Stocks?

[2026-06-05 11:18:56]
Deenius - Posts: 109
Hello,

I am trying to download historical market depth data for the last 5 days for the AAPL symbol. I am following these instructions exactly:

Market Depth Historical Graph: Downloading Of Historical Market Depth Data

However, when I right-click the chart and select "Download Depth Data from Date-Time," only a file named AAPL.2026-06-05.depth, 0 KB in size, is created in the Data folder. The download does not start.

When it comes to futures markets like NQ, it works perfectly.

So how do I download it? According to the information you provided, 31 days of data should be available.