Support Board
Date/Time: Fri, 30 Jan 2026 17:32:24 +0000
Downloading historical market depth data
View Count: 32
| [2026-01-30 02:37:16] |
| User878368 - Posts: 1 |
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Hello, Would like to figure out how to download historical market depth data for up to about a couple of months. I have tried using the download market depth shortcut from around 2025-11-01, but in the market depth file,e I only see about maybe the day of market depth, sometimes less. Thank you. |
| [2026-01-30 15:35:40] |
| John - SC Support - Posts: 44317 |
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Refer to the following: Market Depth Historical Graph: Downloading Of Historical Market Depth Data Also, be aware that if you are using a Continuous Futures Contract, only data for the front month will be downloaded. If you want data for a previous contract, then you will need to open a chart for that specific contract and then download the Market Depth data in that chart. Then it will be available in the continuous contract chart. 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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