Support Board
Date/Time: Sat, 10 Oct 2026 14:44:23 +0000
Historical CME market depth access with Service Package 3
View Count: 458
| [2026-08-26 05:27:27] |
| prius missile - Posts: 1 |
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We use Sierra Chart Service Package 3 with the Sierra Chart delayed CME data service. For offline research, we need historical market depth data for: - MNQM26-CME: June 9-12, 2026 - MNQU26-CME: June 12-17, 2026 Can Service Package 3 download the historical `.depth` files for these symbols and dates? If yes, can the downloaded files be accessed programmatically from an ACSIL custom study or directly through the documented Market Depth Data File Format while remaining on Package 3, or is Package 5/11 required? We do not need to display the Market Depth Historical Graph. We only need access to the historical data for deterministic offline validation. |
| [2026-08-26 14:27:26] |
| John - SC Support - Posts: 48169 |
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Any package will allow you to download the historical Market Depth data. But, we need to point out that due to recent changes with the exchanges, the data in Sierra Chart can only be accessed from within the Sierra Chart software itself. You are no allowed to access the data directly in the files or export it. You have to access the data directly within Sierra Chart using ACSIL. 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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