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Date/Time: Wed, 12 Aug 2026 12:26:00 +0000



Post From: Can't get historical market depth study

[2026-06-22 19:18:42]
John - SC Support - Posts: 47509
What exactly is entered in "Chart >> Chart Settings >> Symbol >> Symbol"? Is that actually entered as "ESM26"? If so, then that is the wrong symbol for the Current Selected Service of "Teton CME Routing". That symbol should be "ESM26_FUT_CME".

Also, you will not get any automatic download of market depth data for a previous contract. You would have to manually request a download of market depth data by following the instructions at Step #8 at the following link:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

Also, make sure you have your installation setup correctly as defined in the rest of the instructions at the above link.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing