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Market Depth Historical Data download problems

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[2021-08-28 19:16:05] #1 [Go To First Post]
User465996 - Posts: 7
I have problems with data gaps in my Market Depth Historical Graph study. I have enabled "Record Market Depth Data" in the "Symbol Settings" for "ES?##_FUT_CME". I have enabled "Support Downloading Historical Market Depth Data" in "Sierra Chart Server Settings". I right click on the chart location where I want to fill in the data and click "Download Depth Data From Date Time". It shows the the Depth files downloading but when it is finished the gap remains. I go to "Chart: Reload and Recalculate" and it downloads all the files again but still the gap remains. I have updated Sierra to the latest version and still no help. I have the Advanced Package with Denali Data Feed and CME with Market Depth for nonprofessional Trading accounts. I have searched all the available topics but cannot find a solution. Please advise.

[2021-08-31 13:45:24] #2 [Go To First Post]
John - SC Support - Posts: 31131
What is your setting for Global Settings >> Server Settings >> Max Historical Market Depth Days to Download set to? The default is 15. Make sure it is not 0 or 1 or some other small number. And double check to ensure that the setting for Support Downloading Historical Market Depth Data is set to Yes. If these are set properly, then we need to see your Message Log after you make the request for the historical market depth and after about 5 minutes. Follow these instructions to get us your log: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-08-31 22:08:17] #3 [Go To First Post]
User465996 - Posts: 7
I have confirmed that Support Downloading Historical Market Depth Data is set to Yes and Max Historical Market Depth Days to Download set to 7 days. Here is the relevant log info. Thanks! Added historical Market depth data request for ESU21_FUT_CME to the queue. \| 2021-08-31 16:48:18.609 Market depth data recording state for symbol ESU21_FUT_CME is set to download 'Pending'. \| 2021-08-31 16:48:18.609 Triggering next historical data download in queue. \| 2021-08-31 16:48:18.610 HD Request # 35 \| Downloading Market depth data for ESU21_FUT_CME. Service: cme.marketdepth \| 2021-08-31 16:48:18.610 HD Request # 35 \| Download start date-time: 2021-08-27 07:35:00.000000. \| 2021-08-31 16:48:18.611 HD Request # 35 \| Using server: ds23.sierracharts.com port 10150 \| 2021-08-31 16:48:18.611 Socket (3) \| Creating socket. \| 2021-08-31 16:48:18.611 Socket (3) \| New receive buffer size: 5242880 \| 2021-08-31 16:48:18.611 Socket (3) \| Connecting to IP: 216.1.90.130. \| 2021-08-31 16:48:18.611 HD Request # 35 \| Setting DTC encoding to Binary VLS \| 2021-08-31 16:48:18.951 HD Request # 35 \| Sending historical data logon request message. \| 2021-08-31 16:48:18.951 HD Request # 35 \| Requesting market depth data. Start date-time: 2021-08-27 07:35:00. Symbol: ESU21 \| 2021-08-31 16:48:19.608 HD Request # 35 \| Decompressing data. \| 2021-08-31 16:48:19.741 HD Request # 35 \| Receiving market depth data for ESU21_FUT_CME starting at 2021-08-27 07:35:00.068000 \| 2021-08-31 16:48:20.732 HD Request # 35 \| Truncating file to starting date-time of 2021-08-27 07:35:00.068000 \| 2021-08-31 16:48:20.741 HD Request # 35 \| Timestamp of first market depth data file record written: 2021-08-27 07:35:00.068000 \| 2021-08-31 16:48:25.277 Socket (3) \| CloseSocket call. \| 2021-08-31 16:57:49.716 Socket (3) \| Shutdown started. Waiting for graceful close. \| 2021-08-31 16:57:49.716 Historical data download thread signaled to stop. \| 2021-08-31 16:57:49.723 HD Request # 35 \| Received 16272163 Market depth data records from 2021-08-27 07:35:00.068000 to 2021-08-31 16:57:46.636000 (4.4 days) and wrote 16272163 records for ESU21_FUT_CME \| 2021-08-31 16:57:49.723 HD Request # 35 \| Completion time: 9m 31s \| 2021-08-31 16:57:49.723 HD Request # 35 \| Market depth data download complete for ESU21_FUT_CME. Unique request ID: 36 \| 2021-08-31 16:57:49.723 Removing historical data download ID 36. \| 2021-08-31 16:57:49.723 Real-time market depth file updates started for ESU21_FUT_CME \| 2021-08-31 16:57:49.723 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESU21_FUT_CME.2021-08-31.depth \| 2021-08-31 16:57:49.724 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 30 Sec #2 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 1 Min #7 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME[M] 5 Min #21 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 1024 Trades #17 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 5 Min #5 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME[M] 2500 Trades #18 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME[M] 2500 Trades #20 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [CBV][M] 5 Min #16 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [CBV][M] 30 Min #6 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [C][M] 1 Day #13 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [C][M] 10000 Volume #12 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [C][M] 40 Trades #14 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [CV][M] #4 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME/MESU21_FUT_CME [CBV][M] 1024 Trades #3 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [CBV][M] 512 Trades #9 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME[M] 1 Min #10 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [CBV][M] 750 Volume #15 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [CBV][M] 10000 Volume #22 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [C][M] 40 Trades #14 \| Flagging to reload Intraday data on market depth download completion. \| 2021-08-31 16:57:49.724 Triggering next historical data download in queue. \| 2021-08-31 16:57:49.724 No download requests in the queue to start downloads for. \| 2021-08-31 16:57:49.724 ESU21_FUT_CME [C][M] 10000 Volume #12 \| Reloading chart. \| 2021-08-31 16:57:49.725 ESU21_FUT_CME [CV][M] #4 \| Reloading chart. \| 2021-08-31 16:57:49.737 ESU21_FUT_CME [CBV][M] 750 Volume #15 \| Reloading chart. \| 2021-08-31 16:57:49.806 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 1024 Trades #17 \| Reloading chart. \| 2021-08-31 16:57:49.842 Socket (3) \| Socket gracefully closed by remote side. \| 2021-08-31 16:57:49.879 Socket (3) \| Closed. \| 2021-08-31 16:57:49.879 ESU21_FUT_CME [C][M] 40 Trades #14 \| Reloading chart. \| 2021-08-31 16:57:49.904 ESU21_FUT_CME[M] 2500 Trades #18 \| Reloading chart. \| 2021-08-31 16:57:49.918 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 1 Min #7 \| Reloading chart. \| 2021-08-31 16:57:49.933 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 30 Sec #2 \| Reloading chart. \| 2021-08-31 16:57:49.975 ESU21_FUT_CME/MESU21_FUT_CME [CBV][M] 1024 Trades #3 \| Reloading chart. \| 2021-08-31 16:57:50.060 ESU21_FUT_CME [CBV][M] 30 Min #6 \| Reloading chart. \| 2021-08-31 16:57:50.191 ESU21_FUT_CME [CBV][M] 5 Min #16 \| Reloading chart. \| 2021-08-31 16:57:50.376 ESU21_FUT_CME [CBV][M] 10000 Volume #22 \| Reloading chart. \| 2021-08-31 16:57:50.468 ESU21_FUT_CME [C][M] 1 Day #13 \| Reloading chart. \| 2021-08-31 16:57:50.683 ESU21_FUT_CME[M] 2500 Trades #20 \| Reloading chart. \| 2021-08-31 16:57:50.855 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESU21_FUT_CME.2021-08-31.depth \| 2021-08-31 16:57:51.694 + Loading additional symbol data. \| 2021-08-31 16:57:52.743 Chart #2 has tagged chart #12 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:52.864 Chart #2 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:52.864 Chart #2 has tagged chart #6 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:52.864 Chart #2 has tagged chart #9 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:52.864 Chart #18 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:52.970 Chart #18 has tagged chart #9 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:52.970 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 1 Min #7 \| StartDateTimeForLoadingOrderFills: 00:00:00 \| 2021-08-31 16:57:52.984 Chart #7 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:53.175 Chart #7 has tagged chart #9 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:53.175 Loading market depth data. \| 2021-08-31 16:57:53.498 Loaded depth data records for ESU21_FUT_CME 2021-08-24 from 2021-08-24 17:00:00.000000 to 2021-08-24 17:51:50.880329. \| 2021-08-31 16:57:53.509 ESU21_FUT_CME [C][M] 10000 Volume #12 \| StartDateTimeForLoadingOrderFills: 00:00:00 \| 2021-08-31 16:57:53.640 Chart #22 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:53.663 ESU21_FUT_CME [C][M] 40 Trades #14 \| StartDateTimeForLoadingOrderFills: 00:00:00 \| 2021-08-31 16:57:53.671 ESU21_FUT_CME [CBV][M] 512 Trades #9 \| Reloading chart. \| 2021-08-31 16:57:54.357 ESU21_FUT_CME [C][M] 40 Trades #14 \| Reloading chart. \| 2021-08-31 16:57:54.441 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 5 Min #5 \| Reloading chart. \| 2021-08-31 16:57:54.635 Chart #17 has tagged chart #11 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:54.760 Chart #17 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:54.760 Chart #17 has tagged chart #9 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:54.760 Chart #20 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:54.895 ESU21_FUT_CME[M] 1 Min #10 \| Reloading chart. \| 2021-08-31 16:57:55.032 ESU21_FUT_CME[M] 5 Min #21 \| Reloading chart. \| 2021-08-31 16:57:55.054 Loaded depth data records for ESU21_FUT_CME 2021-08-25 from 2021-08-24 19:48:18.548000 to 2021-08-25 18:59:59.759000. \| 2021-08-31 16:57:55.184 + Loading additional symbol data. \| 2021-08-31 16:57:56.934 Loading market depth data. \| 2021-08-31 16:57:57.047 Loaded depth data records for ESU21_FUT_CME 2021-08-24 from 2021-08-24 17:00:00.000000 to 2021-08-24 17:51:50.880329. \| 2021-08-31 16:57:57.058 Loading market depth data. \| 2021-08-31 16:57:57.256 Loaded depth data records for ESU21_FUT_CME 2021-08-24 from 2021-08-24 17:00:00.000000 to 2021-08-24 17:51:50.880329. \| 2021-08-31 16:57:57.265 ESU21_FUT_CME [C][M] 40 Trades #14 \| StartDateTimeForLoadingOrderFills: 00:00:00 \| 2021-08-31 16:57:57.737 Loaded depth data records for ESU21_FUT_CME 2021-08-26 from 2021-08-25 19:00:00.003000 to 2021-08-26 17:51:10.101631. \| 2021-08-31 16:57:58.470 Chart #16 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:58.944 Chart #16 has tagged chart #9 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:57:58.944 Loaded depth data records for ESU21_FUT_CME 2021-08-25 from 2021-08-24 19:48:18.548000 to 2021-08-25 18:59:59.759000. \| 2021-08-31 16:57:59.119 Loaded depth data records for ESU21_FUT_CME 2021-08-25 from 2021-08-24 19:48:18.548000 to 2021-08-25 18:59:59.759000. \| 2021-08-31 16:57:59.425 Loaded depth data records for ESU21_FUT_CME 2021-08-27 from 2021-08-26 19:40:25.293000 to 2021-08-27 16:00:00.064000. \| 2021-08-31 16:58:00.645 Loaded depth data records for ESU21_FUT_CME 2021-08-28 from 2021-08-28 13:51:52.481618 to 2021-08-28 13:51:52.481618. \| 2021-08-31 16:58:00.646 Loaded depth data records for ESU21_FUT_CME 2021-08-29 from 2021-08-29 17:00:00.000000 to 2021-08-29 18:59:59.912000. \| 2021-08-31 16:58:00.697 Loaded depth data records for ESU21_FUT_CME 2021-08-26 from 2021-08-25 19:00:00.003000 to 2021-08-26 17:51:10.101631. \| 2021-08-31 16:58:01.786 Loaded depth data records for ESU21_FUT_CME 2021-08-26 from 2021-08-25 19:00:00.003000 to 2021-08-26 17:51:10.101631. \| 2021-08-31 16:58:02.175 Loaded depth data records for ESU21_FUT_CME 2021-08-30 from 2021-08-29 19:00:00.006000 to 2021-08-30 18:59:59.917000. \| 2021-08-31 16:58:02.520 Loaded depth data records for ESU21_FUT_CME 2021-08-27 from 2021-08-26 19:40:25.293000 to 2021-08-27 16:00:00.064000. \| 2021-08-31 16:58:03.922 Loaded depth data records for ESU21_FUT_CME 2021-08-28 from 2021-08-28 13:51:52.481618 to 2021-08-28 13:51:52.481618. \| 2021-08-31 16:58:03.923 Loaded depth data records for ESU21_FUT_CME 2021-08-29 from 2021-08-29 17:00:00.000000 to 2021-08-29 18:59:59.912000. \| 2021-08-31 16:58:03.973 Loaded depth data records for ESU21_FUT_CME 2021-08-27 from 2021-08-26 19:40:25.293000 to 2021-08-27 16:00:00.064000. \| 2021-08-31 16:58:04.369 Loaded depth data records for ESU21_FUT_CME 2021-08-28 from 2021-08-28 13:51:52.481618 to 2021-08-28 13:51:52.481618. \| 2021-08-31 16:58:04.370 Loaded depth data records for ESU21_FUT_CME 2021-08-29 from 2021-08-29 17:00:00.000000 to 2021-08-29 18:59:59.912000. \| 2021-08-31 16:58:04.435 Loaded depth data records for ESU21_FUT_CME 2021-08-31 from 2021-08-30 19:00:00.002000 to 2021-08-31 15:59:59.703000. \| 2021-08-31 16:58:05.576 ESU21_FUT_CME/MESU21_FUT_CME [CBV][M] 1024 Trades #3 \| StartDateTimeForLoadingOrderFills: 00:00:00 \| 2021-08-31 16:58:05.605 Loaded depth data records for ESU21_FUT_CME 2021-08-30 from 2021-08-29 19:00:00.006000 to 2021-08-30 18:59:59.917000. \| 2021-08-31 16:58:05.812 Loaded depth data records for ESU21_FUT_CME 2021-08-30 from 2021-08-29 19:00:00.006000 to 2021-08-30 18:59:59.917000. \| 2021-08-31 16:58:06.187 Loaded depth data records for ESU21_FUT_CME 2021-08-31 from 2021-08-30 19:00:00.002000 to 2021-08-31 15:59:59.703000. \| 2021-08-31 16:58:07.838 ESU21_FUT_CME [CBV][M] 512 Trades #9 \| StartDateTimeForLoadingOrderFills: 00:00:00 \| 2021-08-31 16:58:07.840 Loaded depth data records for ESU21_FUT_CME 2021-08-31 from 2021-08-30 19:00:00.002000 to 2021-08-31 15:59:59.703000. \| 2021-08-31 16:58:08.133 Chart #6 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:58:24.951 Chart #6 has tagged chart #4 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:58:24.951 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] Daily #11 \| Performing a full recalculation because it has been tagged. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:58:41.207 Chart #11 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:58:41.207 Chart #11 has tagged chart #4 for full recalculation. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:58:41.207 ESU21_FUT_CME [CV][M] #4 \| Performing a full recalculation because it has been tagged. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:58:41.338 ESU21_FUT_CME/MESU21_FUT_CME [CBV][M] 1024 Trades #3 \| Performing a full recalculation because it has been tagged. Chartbook: BasicESChartBook.Cht \| 2021-08-31 16:58:41.582 Opened cached Intraday file: C:\SierraChart\Data\NQU21_FUT_CME.scid. Thread ID: 19080 \| 2021-08-31 17:00:01.973 Opened cached Intraday file: C:\SierraChart\Data\ESU21_FUT_CME.scid. Thread ID: 19080 \| 2021-08-31 17:00:01.974 Opened cached Intraday file: C:\SierraChart\Data\MESU21_FUT_CME.scid. Thread ID: 19080 \| 2021-08-31 17:00:01.974 Opened cached Intraday file: C:\SierraChart\Data\MNQU21_FUT_CME.scid. Thread ID: 19080 \| 2021-08-31 17:00:01.974 Added historical Daily data request for ESU21_FUT_CME to the queue. \| 2021-08-31 17:00:31.528 Triggering next historical data download in queue. \| 2021-08-31 17:00:31.528 HD Request # 36 \| Downloading Historical Daily chart data for ESU21_FUT_CME. Starting date: 2021-08-27. Service: sc_futures.dtc.trading \| 2021-08-31 17:00:31.539 Added historical Daily data request for NQU21_FUT_CME to the queue. \| 2021-08-31 17:00:31.666 Triggering next historical data download in queue. \| 2021-08-31 17:00:31.666 HD Request # 36 \| Requesting historical Daily data for ESU21 starting at 2021-08-26. SC External HD service. \| 2021-08-31 17:00:31.963 HD Request # 36 \| Receiving historical Daily data for ESU21_FUT_CME starting at 2021-08-27 \| 2021-08-31 17:00:32.714 HD Request # 36 \| Writing historical Daily data to the file ESU21_FUT_CME.dly \| 2021-08-31 17:00:32.715 HD Request # 36 \| Bytes received: 242 \| 2021-08-31 17:00:32.719 HD Request # 36 \| Received 4 Daily data records from 2021-08-27 00:00:00 to 2021-08-31 00:00:00 (5.0 days) and wrote 3 records for ESU21_FUT_CME \| 2021-08-31 17:00:32.719 HD Request # 36 \| Completion time: 1s \| 2021-08-31 17:00:32.719 HD Request # 36 \| Daily data download complete for ESU21_FUT_CME. Unique request ID: 37 \| 2021-08-31 17:00:32.719 Removing historical data download ID 37. \| 2021-08-31 17:00:32.719

[2021-09-01 12:55:05] #4 [Go To First Post]
John - SC Support - Posts: 31131
Your Message Log is showing that the data is being downloaded and the charts reloaded after the download is completed. It shows that you should have all the data from August 27, 2021 going forward. If you are missing data from that date onward, please attach an image showing the missing data. One thing we did notice is that you have a couple of charts in which you have the Trade and Current Quote Symbol set the same as the main symbol for the chart. There is no reason to have this. Check chart #s 2, 5, 7, and 17. Refer to the following: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-09-02 01:22:32] #5 [Go To First Post]
User465996 - Posts: 7
Here is the screenshot from the beginning of the gap that does not fill on August 27. http://www.sierrachart.com/image.php?Image=1630545381105.png Here is the end of the gap. http://www.sierrachart.com/image.php?Image=163054552389.png At this point I am not actually concerned about what happened on that day, I am just letting you know that there is an issue with the functionality. Thanks for the info about the extraneous Trade and Current Quote Symbol info. I got that fixed!

[2021-09-02 13:37:01] #6 [Go To First Post]
John - SC Support - Posts: 31131
This is very interesting, as your log shows the following: HD Request # 35 \| Received 16272163 Market depth data records from 2021-08-27 07:35:00.068000 to 2021-08-31 16:57:46.636000 (4.4 days) and wrote 16272163 records for ESU21_FUT_CME \| 2021-08-31 16:57:49.723 Which is stating that it downloaded Market Depth data starting exactly where you are missing the data. At this point, as the chart been reloaded (i.e. have you restarted Sierra Chart, or recalculated that chart)? If not, then try selecting Edit >> Reload and Recalculate when that chart is active to ensure that it is pulling in all of the Market Depth data. Let us know if you still have the gap in the data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-09-03 20:38:37] #7 [Go To First Post]
User465996 - Posts: 7
I have reloaded and recalculated many times but the gap remains. But I have been able to fill some other gaps using the "Download Depth Data From Date Time" over the past couple of days, so it may just be an issue with the data from that timeframe? But previously I had been having multiple examples of this problem so it may be something more. Thanks for your help. If you need any info from me let know.

[2021-09-03 21:04:59] #8 [Go To First Post]
John - SC Support - Posts: 31131
It could be an issue with the files for some reason. We store each day's Market Depth in it's own file. You could move that file to another location/name and then try to redownload the data. If it does not work, then you can replace the file back. But, if it is not going to impact your trading at this point, then we would say to leave it and move forward. If you have the problem again, then let us know. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-10-18 19:40:16] #9 [Go To First Post]
BrantR - Posts: 6
Hi there. I am having a similar issue to this. I have tried everything listed in this thread as well as others but to no avail. I am unable to fill any gap of missing market depth data that I have not recorded myself. For the longest time did not think it was possible but stumbled across these posts indicating that those areas of empty depth data should have been back filling when downloading data. I have attached a screenshot of today to show what I am seeing. http://www.sierrachart.com/image.php?Image=1634585872738.png


Capture.PNG / V - Attached On 2021-10-18 19:34:40 UTC - Size: 182.32 KB - 136 views

[2021-10-18 21:13:36] #10 [Go To First Post]
BrantR - Posts: 6
First off, sorry for wasting your time if you have began looking into this. I backed up and deleted the market depth data in the appropriate folder. I then opened a new intraday chart and set it up as directed with adding the study for market depth data. It proceeded to download the required market depth data from the new chartbook. When I now open the old chartbook, in the pic, it reads all the downloaded depth data. I am not sure why it is this way, I very likely have something setup a bit wrong on the chart from Ticino. But I have figured out how to get it to work for me for now. I will try to figure out what I messed up on the Ticino chart. Thanks.

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