Support Board
Date/Time: Mon, 14 Sep 2026 18:46:26 +0000
Post From: Historical Market Depth download always requests start=now, never reaches back (Package 11
| [2026-09-14 15:58:20] |
| User426257 - Posts: 5 |
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Software version: 2949 64-bit Symbol: CLV26 / CLX26 (NYMEX Crude Oil), Service: nymex.marketdepth I'm trying to backfill historical market depth data and cannot get any historical reach-back at all — every download request returns 0 records because the request's start date-time is always essentially "now" (the moment of connect), not a historical date. Settings confirmed correct on my end: - Global Settings → Sierra Chart Server Settings → General: "Support Downloading Historical Market Depth Data" = Yes, "Max Historical Market Depth Days to Download" = 180 - Chart Settings → [Market Depth]: "Maximum Market Depth Data Days To Load" = 180 - Global Settings → Symbol Settings → CL?## pattern: "Record Market Depth Data" = yes, "Number of Depth Levels to Subscribe" = 200 - Service Package upgraded to 11 (Integrated Advanced) specifically to unlock the Market Depth Historical Graph study, which now runs without the earlier "Service Package does not support this function" error - Performed File → Disconnect / File → Connect to Data Feed after each settings change What I'm seeing in the Message Log (repeats identically on every reconnect): HD Request # 1 | Downloading Market Depth data for CLV26. Service: nymex.marketdepth. HD Request # 1 | Download start date-time: 2026-09-14 15:07:27.006476. HD Request # 1 | Requesting market depth data. Start date-time: 2026-09-14 15:07:27. Symbol: CLV26 HD Request # 1 | Received 0 Market Depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for CLV26 HD Request # 1 | Market Depth data download complete for CLV26. Unique request ID: 2 The "Download start date-time" is always the current connect timestamp, never an earlier date reflecting the 180-day setting — it appears to be behaving as an incremental gap-fill sync (local cache → now) rather than an actual historical backfill request. Same behavior for CLX26. Is this a known limitation/current maintenance issue with historical depth data for NYMEX symbols (similar to ThreadID=79198), or is there an additional step/setting needed to actually trigger a deep historical request rather than the automatic incremental sync? |