Support Board
Date/Time: Fri, 13 Jun 2025 09:37:22 +0000
chart replay - market depth and MBO
View Count: 693
| [2022-11-02 18:37:40] |
| User887126 - Posts: 89 |
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Hello SC team, 1) Is it possible to download market depth historical data greater than 180 days? if so, how do i download it? 2) When i replay the DOM for 10/24/22, it was loading market depth data for 10/10/22 through 10/25/22. Is there a way to just load market data depth for the day that i am replaying? 3) I also wanted to know if there is a way to get MBO data in the chart replay function? please advise. |
| [2022-11-02 20:33:00] |
| John - SC Support - Posts: 40407 |
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1. In general - yes, but we are doing some work in this area and right now the historical market depth data is only available back to October 10, 2022. Refer to the following: Notice: Historical Market Depth Data for CME Group 2022-10-16 2. You can use the option for Use Number of Days to Load Market Depth and set this to 1 before running the replay and then it will only load the 1 day of data. Refer to the following: Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu) 3. It is not yet possible to get MBO data during a replay. This is not yet being stored. 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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