Support Board
Date/Time: Fri, 13 Jun 2025 09:19:58 +0000
Market Depth on Replay
View Count: 2451
| [2021-12-10 19:01:14] |
| User251322 - Posts: 7 |
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I am paying for the Denali Data Feed with Market Depth and all resting orders showing in real time. I have "Record Market Depth Data" enabled for the E-Mini S&P 500 symbol, I'm seeding the .scid file being generated and constantly growing in my Data folder, yet I still only see one resting order on the price ladder when I do a replay. What am I still missing? Thanks.
Date Time Of Last Edit: 2021-12-10 19:02:26
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 2021-12-10 10_58_46-Clipboard.png / V - Attached On 2021-12-10 18:59:00 UTC - Size: 5.75 KB - 265 views |
| [2021-12-10 19:21:32] |
| John - SC Support - Posts: 40407 |
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Go through the items at the following link for the things to check: Replaying Charts: Replaying of Market Depth Data Note the link to another section at step #12. If you have not solved the issue by then, then be sure you go through those items as well. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-10 19:28:34] |
| User251322 - Posts: 7 |
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Thanks John. The part I was missing was trying to replay a part of the session when my computer was in sleep mode. I tried a different time and got the full price ladder.
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| [2021-12-10 21:20:31] |
| John - SC Support - Posts: 40407 |
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Very good.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-11-02 10:18:27] |
| sc4 - Posts: 3 |
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hi i did all of it to , but when i replay it doesnt show market depth, it only shows it if my PC was on at that time , but how do i download market depth at the time when i was offline? https://prnt.sc/aSiDTBiWFNZH u can see before i was online , there is nothing |
| [2022-11-02 13:43:46] |
| Sierra_Chart Engineering - Posts: 19909 |
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What is the date you want market depth data for? At this time there is limited market depth data available. More will be added next week. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-11-02 14:05:06] |
| sc4 - Posts: 3 |
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for the last 4 months
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| [2022-11-02 15:20:58] |
| John - SC Support - Posts: 40407 |
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You will only be able to get historical market depth data for the past few weeks right now. Refer to the information here: Notice: Historical Market Depth Data for CME Group 2022-10-16 In terms of getting the historical market depth data, refer to the following to ensure you are setup properly: Market Depth Historical Graph: Downloading 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 |
| [2022-11-03 21:21:07] |
| sc4 - Posts: 3 |
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why cant i get data for longer ?
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| [2022-11-03 21:55:08] |
| John - SC Support - Posts: 40407 |
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You will only be able to get historical market depth data for the past few weeks right now. Refer to the information here: Notice: Historical Market Depth Data for CME Group 2022-10-16 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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