Home >> Support Board

Support Board

Date/Time: Sat, 25 Apr 2026 11:18:06 +0000

How to Post a Message for Support

MARKET DEPTH DATA EXPORT

View Count: 193

[2026-03-11 01:44:18] #1 [Go To First Post]
User166249 - Posts: 23
hello I can’t get the 30-day data for market depth (see screenshot) to export them. Is this indeed the entirety of the data from the market depth study? what does "bid1" and "ask1" correspond to? thank you very much


study depth.jpg / V - Attached On 2026-03-11 01:43:59 UTC - Size: 182.23 KB - 40 views no data on depth.jpg / V - Attached On 2026-03-11 01:44:04 UTC - Size: 257.79 KB - 38 views

[2026-03-11 14:25:23] #2 [Go To First Post]
John - SC Support - Posts: 45769
We have no idea what the output you display in the "no data on depth.jpg" file comes from or is modified by. That is certainly not our standard output. Given this, we can not help with your specific issue. What exactly are you wanting to export? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2026-03-11 18:59:48] #3 [Go To First Post]
User166249 - Posts: 23
Hi the "no data on depth.jpeg" was an example to show you i have no data for depth I want to export data depth on a text as i do with price, ask/bid volume eetc... and i didnt find on my sierrachart where the setting "record marker depth" is

[2026-03-11 20:46:32] #4 [Go To First Post]
John - SC Support - Posts: 45769
There is no built-in option to export the historical market depth data. The closest available is the following study that is intended to work with a Spreadsheet Study to get access to the current market depth data: Depth of Market Data The only good way to access the historical market depth data is through a custom study. Refer to the following: ACSIL Interface Members - Functions: sc.GetMarketDepthBars() https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php -- The option for "Record Market Depth" is part of the symbol settings. Refer to the following for how to edit symbol settings: Global Symbol Settings: Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2026-03-13 01:26:30] #5 [Go To First Post]
User166249 - Posts: 23
hello when I want to download the 6 months of depth data, but it only appears the data since I opened SIERRA. 4 Data before this date are not loaded. Do you know what i did wrong?


no depth data uploaded.png / V - Attached On 2026-03-13 01:26:24 UTC - Size: 425.44 KB - 23 views Attachment Deleted.

[2026-03-13 13:30:48] #6 [Go To First Post]
John - SC Support - Posts: 45769
You are displaying Time and Sales, not Market Depth. If you are referring to Time and Sales, then refer to the following that controls the number of Time and Sales records that are stored: Data/Trade Service Settings: Number of Stored Time and Sales Records (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Other Settings) If you are wanting to see Time and Sales over a long period of time, then the best option is to use a 1 tick chart, as each trade is the same as a time and sales record. Refer to the following that gives information on how to do this - you can ignore the information regarding Spreadsheets, unless you happen to be wanting to do this specifically: Time and Sales Window: Viewing Time and Sales on a Spreadsheet For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account: