Support Board
Date/Time: Thu, 26 Feb 2026 00:09:07 +0000
Depth Recording in v2882 (Teton CME Routing) – No .depth File Created
View Count: 33
| [2026-02-25 10:31:56] |
| User782165 - Posts: 9 |
|
Hello, Sierra Chart version: 2882 Service: Teton CME Routing Clearing Firm: AMP Real-time connection is active. DOM shows 10 levels of depth. Intraday Data Storage Time Unit = 1 Tick. Chart symbol: MESH26_FUT_CME. No DataFilesFolder override (DataFilesFolder.txt is empty). However, no separate .depth file is being created in the Data folder. In Global Settings → Symbol Settings, the exact symbol name MESH26_FUT_CME does not appear explicitly (only server-provided entries are listed). Questions: In version 2882, is market depth still recorded as a separate .depth file, or is it embedded in the .scid intraday file? Where is depth recording controlled in this version (service level, symbol level, or automatic when Intraday Data Storage Time Unit = 1 Tick)? How can I verify that depth is actually being recorded and will be available for replay? If something is misconfigured, please advise exactly which setting must be changed and where, so the issue can be resolved. I would appreciate guidance on how to properly resolve this. Thank you. |
| [2026-02-25 14:55:20] |
| John - SC Support - Posts: 44806 |
|
Market Depth data is not automatically recorded. You need to tell the system to do this. Refer to the following, specifically the third bullet point in the top of the section: Replaying Charts: Replaying of Market Depth 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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