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Date/Time: Fri, 27 Jan 2023 08:22:02 +0000



Cannot convince SC to download 180 days of Market Historical Depth

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[2022-11-20 00:22:08]
User846000 - Posts: 10
Hi,

Pretty sure its something simple, but I think I have all the correct options for downloading the allowed 180 days of historical market depth data (see attached screen shots of settings).

I'm trying to get the maximum allowable depth history (in this case for ESZ22 from the Denali feed) in order to export and run some studies on the depth data. At present SC seems to only want to retrieve 28 days worth, which is actually the amount of time I've had the chart open for, it downloaded about 5 days of history on the initialization of the chart study but did not continue to download further than that. Please let me know I'm pretty sure I followed the instructions for this as closely as required unless I've missed something else!

Thanks in advance
imageSierrachart Server settings.png / V - Attached On 2022-11-20 00:14:07 UTC - Size: 39.79 KB - 41 views
imageSierrachart Chart settings.png / V - Attached On 2022-11-20 00:14:17 UTC - Size: 44.36 KB - 35 views
imageSierrachart Chart settings 2.png / V - Attached On 2022-11-20 00:14:27 UTC - Size: 45.45 KB - 38 views
[2022-11-21 14:52:12]
Sierra_Chart Engineering - Posts: 6328
At the moment, there is only about 3 to 4 weeks of historical market depth data available. Not the full 180 days. It is limited due to some ongoing maintenance we are doing.

When the data becomes available here is the documentation for downloading the data:
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: 2022-11-21 14:52:55
[2022-12-20 21:56:30]
User885922 - Posts: 1
Hello,
for replay/simulation purposes, I just subscribed to Sierra Package 5 (Delayed data feed service) and I am able today to download historical market depth data from October 20th 2022 for either CME (ES,ZN) or Eurex futures (FGBL,FESX). I was wondering if this was still due to the ongoing maintenance mentioned in the previous message (and, if so, if there was a plan to recover previous market depth data up to the 180 days period)
or if this was linked to the delayed data services I currently subscribe to, aka would a subscription to package 11 together with Denali CME/Eurex realtime datafeed grant me access to the 180 days of mkt depth data ?
Thank you very much for the feedback
Kind Regards
[2022-12-21 04:36:21]
Sierra_Chart Engineering - Posts: 6328
One of the servers does not have 180 days of market depth data and we will take care of that over the weekend. However, the other servers do.

There is no change with the amount of EUREX Historical market depth data available. Not totally sure how far back that goes.

Follow the instructions here to make sure you are doing everything right to get the available data:
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

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