Support Board
Date/Time: Mon, 08 Jun 2026 07:53:09 +0000
Does Market Depth Historical Graph Requires Level 2 Data?
View Count: 85
| [2026-06-03 02:34:16] |
| faidzal1982 - Posts: 11 |
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Hi, I'm setting up heatmap for 'Market Depth Historical Graph'. In May I subscribe only to CME and COMEX Level 1 data. And I can see the heatmap levels on the chart. Does it really require Level 2 data? If it is, I will proceed to subscribe to CME and COMEX level 2 data. |
| [2026-06-03 13:21:23] |
| John - SC Support - Posts: 46532 |
|
There are two possible reasons for what you are seeing: - The Market Depth data you are seeing is only the Best Bid/Best Ask levels. You can tell this if the range of the Market Depth data is only contained within the bars themselves. - The historical Market Depth data is available, even if you are not subscribed to an exchange that includes the Market Depth data. So if you have downloaded the historical Market Depth data, then it will be displayed for you. But, real-time Market Depth data is still not available unless you actually subscribe to an exchange that includes the Market Depth data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-04 04:01:35] |
| faidzal1982 - Posts: 11 |
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Hi John, When you say 'historical Market Depth data is available', is it the prior 1-day market depth data? |
| [2026-06-04 14:21:38] |
| John - SC Support - Posts: 46532 |
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It would be the market depth up to the most recent bar in your chart. But you have to specifically make the request to get the data. Refer to Step #8 at the following link: Market Depth Historical Graph: Downloading Of Historical 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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