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Date/Time: Tue, 22 Sep 2026 13:18:12 +0000



Post From: Gaps in historical depth data

[2026-08-14 07:09:14]
Sierra_Chart Engineering - Posts: 24931
We see market depth data is being downloaded:
2026-08-07 19:17:15.671 | HD Request # 17 | Received 57652060 Market Depth data records from 2026-08-02 08:00:06.107000 to 2026-08-07 17:00:00.065000 (5.4 days. Delay: 2.3 hours) and wrote 57652060 records for ESU26_FUT_CME

We want you to try again:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

We do see the Market Depth data for August 7, 2026:
https://www.sierrachart.com/image.php?Image=1786691284499.png
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2026-08-14 07:10:29