Support Board
Date/Time: Sat, 24 May 2025 07:17:13 +0000
Historically Market Depth Data
View Count: 660
| [2023-08-03 16:08:00] |
| jrob - Posts: 22 |
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Good afternoon, I activated Market Depth data today. It is working for real-time data, but I am unable to view any historically data. I followed all of the instructions here: Market Depth Historical Graph: Downloading Of Historical Market Depth Data I have restarted SC and tried downloading the data again. The message log says the it loaded the depth data records for the correct dates, but it is not showing on the chart. Any suggestions? Thank you! |
| [2023-08-03 16:12:00] |
| John - SC Support - Posts: 40015 |
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There are so many options for this study that it is possible that it is showing, but you are not able to see any coloring. To verify if the data is there or not, set the following on the Market Depth Historical Graph: - Show Quantity Numbers: In Bars Only - Use Secondary Numbers Color for Quantities Greater Than or Equal To: 1 - Secondary Numbers Color for Quantities Greater Than or Equal To: A color that is very different from your background (hot pink or red often works well for this). You will then see the quantity numbers displayed where you have the Market Depth data. If you are missing data, then one of the things to keep in mind is that if you are using a Continuous Futures Contract, then it is only downloading the depth data for the current front contract. If you are wanting to get data for a previous contract, then you would have to open that contract in its own chart and download the depth data in that chart first, then it will be available in the Continuous Futures Chart. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-08-03 17:37:53] |
| jrob - Posts: 22 |
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Thanks for the reply John. I have followed your steps and taken two screenshots. The first screenshot is from Aug. 1st, the day before I activated the data and I see a few red marks on each bar. Then when I look at Aug 2nd, you can see how much more data is available. Is it possible to have that same level of historically data available? |
pic1.jpg| [2023-08-03 18:22:53] |
| John - SC Support - Posts: 40015 |
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What is the symbol for this data?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-08-03 18:45:20] |
| jrob - Posts: 22 |
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ESU23_FUT_CME
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| [2023-08-03 19:13:24] |
| John - SC Support - Posts: 40015 |
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Please try to redownload the historical market depth data by following the instructions at Step #8 at the following link: Market Depth Historical Graph: Downloading Of Historical Market Depth Data Be sure to go back before August 1, 2023 and then right-mouse click and select the option for "Download Depth Data From Date-Time". It can take a few minutes to download, depending on how much data it needs to get. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-08-03 19:40:48] |
| jrob - Posts: 22 |
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Thank you so much, that resolved my issue! I was not aware I needed to go back to the actual date and click 'Download Depth From Date-Time', I assumed it would pulled that from the SC Server Settings.
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| [2023-08-03 21:40:19] |
| John - SC Support - Posts: 40015 |
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When you do not automatically get the data for a certain time, then you need to use that option.
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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