Support Board
Date/Time: Sun, 02 Nov 2025 19:03:12 +0000
Trying to download historical market depth data
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| [2022-11-09 05:51:07] |
| User872151 - Posts: 19 |
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Hi there, I have subscription to the Denali feed and am trying to replay DOM + time & sales for historical days. My go-to process in the past was to refer to following article and do step 8 (Market Depth Historical Graph: Downloading Of Historical Market Depth Data). That way I'm able to download data for the past 5 days, however if I want to download data from say 8 days ago, I seem to not be able to do so. Do you have any advice and what else I could try out or where I might be doing something wrong? Update: Got the time & sales to work now but on the DOM I only have the best bid and offer showing and not full depth of book (see screenshot). Thanks in advance! Date Time Of Last Edit: 2022-11-09 06:20:24
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 iScreen Shoter - 20221109141729119.jpg / V - Attached On 2022-11-09 06:20:18 UTC - Size: 750.83 KB - 317 views |
| [2022-11-09 13:24:25] |
| Sierra_Chart Engineering - Posts: 21275 |
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Go through all the steps here again and be sure to follow step 5 and 10: Market Depth Historical Graph: Downloading Of Historical Market Depth Data 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 Date Time Of Last Edit: 2022-11-10 16:50:04
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| [2025-11-01 18:33:41] |
| jsandlan - Posts: 76 |
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In case anyone else is seeing this issue on a footprint chart with zeros showing and has gone through the steps above - make sure you have the Volume Display Multiplier in the Numbers Bars study set to 1 because if the multiplier set below 1 you may have data but the data is rounded down to 0 in the displayed data.
Date Time Of Last Edit: 2025-11-01 18:34:01
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