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Date/Time: Sat, 20 Apr 2024 03:03:41 +0000



Loading historical market depth data

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[2023-01-15 19:30:47]
User987069 - Posts: 37
Whats up guys, im trying to build a Bookmap style heatmap. Im having significant trouble trying to load historical market depth data, when i add the ‘Market Depth Historical Graph’ study, it doesnt populate any data at all. I did ‘Delete all and download’ but still not having any luck. Im seeing some forums stating i need to replay the actual DOM itself but im also having trouble doing so as well. Yes i did consult the documentation and its just not as clear to me as to what im doing incorrectly. Could i please get a little assistance
[2023-01-15 20:15:49]
Sierra_Chart Engineering - Posts: 14017
This is not the right command for market depth data:
did ‘Delete all and download’

The instructions for this are here:

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: 2023-01-15 20:16:24
[2023-01-15 21:42:58]
User987069 - Posts: 37
Thanks for the assistance,

I have referred to the ‘Downloading of Historical Market Depth Data’ and ‘Market Depth Historical Graph Not Displaying’ documentation. I am not finding any solution i am doing all the steps i see listed and nothing has come of it. I have also went to my account control panel and verified i have package 12 enabled
[2023-01-15 21:48:24]
Sierra_Chart Engineering - Posts: 14017
This is the relevant step to follow:

There is the ability to re-download the historical market depth data from a particular Date-Time in the chart. You can add the command for that through Global Settings >> Customize Chart Shortcut Menu. The name of the command is Download Depth Data from Date-Time. To use this command, right click on the chart at the point in time you want to start the market depth data download at, and select the command.
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: 2023-01-15 21:48:40
[2023-01-15 21:57:23]
User987069 - Posts: 37
Awesome, got it!! So i came across that step while reviewing documents and it didn’t load, could that have been due to me loading to many days?
[2023-01-16 16:46:10]
John - SC Support - Posts: 30976
could that have been due to me loading to many days?

It will download what is available. So the number of days is not a factor.

Are you still having trouble with this, or do you now have the 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
[2023-01-16 17:42:54]
User987069 - Posts: 37
all situated now John, thanks! I'm now just trying to figure out how to enter live trading mode and come out of simulated mode
Date Time Of Last Edit: 2023-01-16 17:58:41
[2023-01-16 20:00:27]
John - SC Support - Posts: 30976
We have just answered that thread.
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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