Support Board
Date/Time: Wed, 29 Jul 2026 11:34:17 +0000
Historical Market Depth not loading, no depth data found
View Count: 40
| [2026-07-29 09:47:34] |
| afknbsm - Posts: 1 |
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Historical depth downloads fail for all CME symbols (ES, NIY, 6E, 6S) Error: No market depth data files found for request. Path: E:\cme_ssf_exchange_marketdepth.data\. CBOT, NYMEX, COMEX and EUREX all download normally. Real-time CME depth is working correctly. Local .depth files deleted, restarted - no change. Could be related to the single stock futures rollout, hence the "ssf" in the path.
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 Screenshot 2026-07-29 124158.png / V - Attached On 2026-07-29 09:43:52 UTC - Size: 5.74 KB - 6 views |
| [2026-07-29 09:56:12] |
| Tr00pz - Posts: 32 |
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I'm also experiencing the same issue where it's downloading correctly for COMEX and NYMEX but not CME. I attempted to manually download the depth data and it failed as well.
Date Time Of Last Edit: 2026-07-29 09:58:37
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| [2026-07-29 11:23:20] |
| ChrisK - Posts: 47 |
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I got the same error this morning for ESU26-CME [C]. I’m on version 2926.
Date Time Of Last Edit: 2026-07-29 11:33:45
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