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Date/Time: Thu, 20 Jun 2024 19:50:40 +0000



How to download market depth data

View Count: 3106

[2021-02-17 20:07:26]
AndyB - Posts: 98
I saw that there was the ability to download the market depth data, and I deleted the recorded market depth on my computer to free up some space, and figured I would just redownload the data when I needed it. But I can't figure out how to actually re download it? It is enabled in global settings, but my chart is only showing 5 days, and market depth is set for 30 days. I have reloaded the chart, and unsurprisingly that did nothing.
[2021-02-17 20:33:16]
John - SC Support - Posts: 32496
To re-download the historical market depth data from a particular Date-Time in the chart. Add the Chart Shortcut Command "Download Depth Data from Date-Time" through Global Settings >> Customize Chart Shortcut Menu. To use this command, right click on the chart at the point in time you want to start the download at, and select the command.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-02-17 22:02:01]
AndyB - Posts: 98
Is there any reason why it is only giving me depth data back to the beginning of february and none more>?
[2021-02-17 22:33:26]
John - SC Support - Posts: 32496
You can only download the last 15 days 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
[2021-02-17 22:37:47]
AndyB - Posts: 98
Damn, I was not aware of this. Did I over look some documentation? I would not have deleted all of my depth, but it may have been my own carelessness in not reading carefully enough.
[2021-02-17 22:44:37]
John - SC Support - Posts: 32496
Sorry about that. Yes, this was at least in the Support Board post related to this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-02-19 21:18:48]
Sierra Chart Engineering - Posts: 104368
We will allow up to 60 days of market depth data to be downloaded.

We need to make a software change for this and it should be available before Sunday evening.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-02-19 23:36:17]
AndyB - Posts: 98
Awesome! Thanks guys!
[2023-01-29 12:47:54]
jakeybleez - Posts: 50
is there any reason why when i download depth data it only can go back to 2023-01-24??

thanks so much
[2023-01-30 16:48:23]
John - SC Support - Posts: 32496
What is the symbol for which you are trying to download the market depth data? In general, you should be able to get at least 60 days 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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