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Date/Time: Sun, 15 Jun 2025 19:05:21 +0000



[Programming Help] - market depth data

View Count: 1177

[2022-10-20 22:30:38]
User228043 - Posts: 2
I noticed 30 gigabytes of data in the C:\SierraChart\Data\MarketDepthData directory. Is there a way to automatically delete these temporary files/data, when Sierra exits? Currently, I am deleting the files manually to conserve disk space and for backup transfer.
[2022-10-20 22:40:08]
John - SC Support - Posts: 40422
Those files are what give you historical market depth data. This is necessary not only while viewing a chart, but also for doing a replay.

If you do not need it for these purposes then you can remove them, but we do not have a way to remove them autoamtically.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-02-04 11:25:43]
BenjFlame - Posts: 338
If we delete those market depth data, but then need a replay on historical data, will they be downloaded as needed?
[2023-02-04 17:19:33]
User228043 - Posts: 2
I solved this issue by moving the MarketDepthData directory onto a 64gig flash drive. The data now writes to that flash drive, and Sierra runs perfectly.
[2025-03-17 14:59:12]
Tin43 - Posts: 149
I solved this issue by moving the MarketDepthData directory onto a 64gig flash drive. The data now writes to that flash drive, and Sierra runs perfectly.

But if i move that folder anything will continue working as always? I mean replay mode etc?
[2025-03-17 19:13:26]
John - SC Support - Posts: 40422
Do not move the folder or delete anything if you do not know what you explicitly want to get rid of.

Sierra Chart data should never be put on a flash drive - and we recommend the exact opposite - we want you to put your Sierra Chart data on a SSD drive (preferably NVME) since there is a lot of reading and writing of data.

Just leave the Market Depth data folder as it is. If you want to trim down the size, then find the files related to symbols you are not using, nor do you want the Market Depth data for it. Keep in mind, if you are using a Continuous Futures contract and you want to see the Market Depth for previous contracts, you need to have the Market Depth data files for those older contracts.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-05-20 17:41:26]
countryboy92 - Posts: 97
So can I attach an external SSD Drive (very fast and lots of storage) and have all market depth data write to that drive instead of my PC Hard Drive?
[2025-05-20 18:33:18]
John - SC Support - Posts: 40422
So can I attach an external SSD Drive (very fast and lots of storage) and have all market depth data write to that drive instead of my PC Hard Drive?

We do not recommend doing this, as the bus speed is going to limit you.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-05-20 19:31:39]
countryboy92 - Posts: 97
ok; but right now my hard disk is showing 10GB (significant) just for Market Depth data for the current trading symbol I am using. So I should not delete anything with the current symbol?
[2025-05-20 20:37:17]
John - SC Support - Posts: 40422
It depends on what you need. If you need Market Depth data going back a few months, then you may need to keep the files. If you only need a few days, then you can remove the data for the days prior to what you need.

In the end, our recommendation would be to install an extra NVME SSD drive in your system and dedicate this to Sierra 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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