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Date/Time: Tue, 26 Aug 2025 10:26:06 +0000



Trouble Downloading Market Depth Data

View Count: 196

[2025-07-05 08:52:09]
User871314 - Posts: 20
Hi,

I followed the instructions to enable downloading Market Depth Data for X number of days (I have Denali Feed with Market Depth activated).

I am downloading 1 trade per bar data with the Market Depth Historical Graph Study applied. When I click "Export Bar and Study Data to Text File" I get the attached error. "download failed. no market depth data files found."
Attachment Deleted.
imagedownload_error.png / V - Attached On 2025-07-05 08:50:08 UTC - Size: 15.75 KB - 48 views
[2025-07-05 11:22:59]
Sierra_Chart Engineering - Posts: 20734
At the time this occurs provide the Message Log by following these instructions:
Support Board Posting Information: How to Post Your Message Log (Required In Some Cases)
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
[2025-07-05 17:45:25]
User871314 - Posts: 20
Attached
Private File
[2025-07-07 18:47:44]
Sierra_Chart Engineering - Posts: 20734
Based on the starting date, that error message does make sense:

2025-07-05 17:32:09.838 | HD Request # 3 | Requesting market depth data. Start date-time: 2025-07-05 09:10:12. Symbol: ESU25

At the time of the request there was no additional historical market depth data available.

Follow through the instructions here to re-download the data from the Date-Time you want:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data
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: 2025-07-23 14:32:18

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