Support Board
Date/Time: Sun, 11 Jan 2026 15:03:46 +0000
Market Depth Historical Graph Data Retention
View Count: 131
| [2025-11-25 06:29:05] |
| Cileron - Posts: 27 |
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I have the Market Depth Historical Graph study on my chart so it automatically stores the full data depth. I normally use that data to replay sessions in the future. My question is how long does it store the data for? and if it isn’t indefinitely by default is there a way to have it stored forever? I just tried replaying a session from a couple weeks ago 11/5-6 and even after I did the download data depth and recalculated/reloaded the chart when I played the replay the data was still showing 1s on the bid and ask. Do I have to have the session running live the day of to store the data or can it be after the fact even if i was trading live that day. I know this is a lot but I appreciate the response lol
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| [2025-11-25 15:11:09] |
| John - SC Support - Posts: 43903 |
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Any Market Depth data that you have on your system will stay on your system until you remove it. If you have the "Market Depth Historical Graph" on a chart, then the Market Depth data will automatically be downloaded and stored for those symbols. Otherwise, it is not stored. If you want the Market Depth data to be stored, even if you do not have a Market Depth Historical Graph on a chart, then you need to set the Symbol Setting of "Record Market Depth Data" to "Yes". The following are the instructions for how to update symbol settings: Global Symbol Settings: Instructions The above will only occur while you are connected to the data feed. If you are not connected then you are not receiving the data and therefore it can not be stored. This is where the Historical Market Depth data we have available is used. The system will try to fill in the missing Market Depth data from the last data in the chart when you first connect, although this does not always work. Refer to the instructions at the following link to make sure you have the ability setup: Market Depth Historical Graph: Downloading Of Historical Market Depth Data At step #8 at the above link, there are instructions to force a download of missing Market Depth data. Be sure to use this when you have missing data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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