Support Board
Date/Time: Sat, 15 Mar 2025 02:51:50 +0000
Dummy Historical Market Depth files of Expired Futures Contracts
View Count: 517
| [2022-07-02 07:53:48] |
| ticinotrader - Posts: 410 |
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Dear Support, I am collecting market depth data for many futures symbols constantly. I have a separate chartbook for depth collection (collection of simple 1 tick charts with the chart DOM enabled - one chart for each symbol). I found the following strange thing: When I open a chartbook that displays a long-term continuous futures chart of one of the symbols that I record depth data for, SC automatically starts to download historical depth data for long-time expired contracts that obviously can not have depth data. See the attached screenshot for an example: I have depth recording enabled for 6A. When I opened a long-term continuous historical daily chart a couple days ago, SC created depth files for all expiration months of 6A (H, M, U, Z) for the given date (06-30) starting from 1968 (!). Because of this, when using a continuous futures chart for multiple depth recording enabled symbols, there are several thousand extra, dummy depth files created in the MarketDepth folder. Can you please address this and disable the automatic creation of depth files for expired contracts that do not trade at the given date? Thank you. Date Time Of Last Edit: 2022-07-02 07:54:55
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 20220702_095112.png / V - Attached On 2022-07-02 07:54:51 UTC - Size: 153.69 KB - 124 views |
| [2022-07-06 10:43:57] |
| Sierra_Chart Engineering - Posts: 18789 |
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I have depth recording enabled for 6A In the Symbol Settings?
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 |
| [2022-07-06 10:49:28] |
| ticinotrader - Posts: 410 |
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Yes, I have the 'Chart Settings >> Edit Global Symbol Settings >> Record Market Depth Data' option manually set to 'Yes' for all symbols I record depth for (~30 futures symbols, including 6A)
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| 20220706_124648.png / V - Attached On 2022-07-06 10:48:32 UTC - Size: 23.22 KB - 108 views |
| [2022-07-06 11:02:00] |
| Sierra_Chart Engineering - Posts: 18789 |
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Thank you. We have enough information now. We will work out a solution.
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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