Support Board
Date/Time: Sat, 17 Jan 2026 11:13:46 +0000
No depth data via Teton for ESH26
View Count: 8
| [2026-01-17 08:12:07] |
| curious16 - Posts: 22 |
|
I just loaded a chart with market depth data for ESH26 (current contract) using the Teton feed, and I got a no depth data error (see attached screenshot). Markets are closed now (Saturday), but the same chart worked without problems yesterday (Friday) during trading hours, and I have stored market depth files available for the last few days with this symbol (ticker ESH26_FUT_CME, as used by Teton). I subsequently changed the feed to SCData. This resulted in successfully re-downloading and displaying market depth data. Unfortunately, this requires again downloading the same depth data which I already had on disk. This is due to SCData using different symbols (ticker is ESH26-CME with SCData). This is inconvenient. I understand that the underlying data for SCData and Teton is the same Denali feed, the difference is only in the fact that Teton provides trade routing whereas SCData does not. Hence I would expect SCData and Teton to supply the same data no matter whether markets are open or closed. Could you please clarify what is going on and when I should expect Teton depth data not to be available? |
 ESH26_Teton_noDepthData.jpg / V - Attached On 2026-01-17 08:10:25 UTC - Size: 23.13 KB - 4 views |
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