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Date/Time: Wed, 29 Jul 2026 12:22:19 +0000

Post From: Historical Market Depth not loading, no depth data found

[2026-07-29 09:47:34] Link To Thread - Link To Post [Go To First Post]
afknbsm - Posts: 1
Historical depth downloads fail for all CME symbols (ES, NIY, 6E, 6S) Error: No market depth data files found for request. Path: E:\cme_ssf_exchange_marketdepth.data\. CBOT, NYMEX, COMEX and EUREX all download normally. Real-time CME depth is working correctly. Local .depth files deleted, restarted - no change. Could be related to the single stock futures rollout, hence the "ssf" in the path.
0 Thank you
Screenshot 2026-07-29 124158.png / V - Attached On 2026-07-29 09:43:52 UTC - Size: 5.74 KB - 6 views