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Date/Time: Thu, 08 Oct 2026 10:59:54 +0000



Historical Market Depth Data

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[2026-10-02 23:10:04]
noumantrades - Posts: 14
Hello Team

I read this thread on the below link

Market Depth Historical Data

How can I get access to 1 year of market depth data please? I have tried with databento but it's way too costly and I just want to try it for some backtesting on my signals.

Thank you so much
[2026-10-05 13:53:29]
John - SC Support - Posts: 48143
To get the historical market depth data that we have available, follow these instructions, particularly step #8 to get older data:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

Also, be aware that the system is only going to download data for the symbol of the chart. So if you are using a Continuous Futures Contract Chart, then you will need to open a chart for the previous contracts and download the data for them individually. Then the data will be available in the Continuous Futures chart.
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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