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Date/Time: Thu, 28 Nov 2024 21:38:57 +0000



Market Depth Data not displaying >15 days

View Count: 423

[2023-04-01 12:18:58]
User339088 - Posts: 1
Hi, i have a problem with the market depth data. The indicator doesn't display data previous to 2023/03/15.

I've tried everything but nothing works, the data previous to that day is downloaded as you can see in the attached file called "depth"

As i want to use the replay tool to backtest i cannot see that data in replay. It simply doesn't display it, even if it's downloaded.

I should also mention that i'm using the delayed version (free trial) i don't know if there's like a limit for this accounts.

I've tried several times to re-download the data by using the "Download Depth Data from Date-Time" but as i said, the data it's downloaded it simply doesn't
display it previous to 15 days
imageData.png / V - Attached On 2023-04-01 12:13:58 UTC - Size: 170.42 KB - 85 views
imagedepth.png / V - Attached On 2023-04-01 12:14:02 UTC - Size: 91.63 KB - 84 views
Attachment Deleted.
[2023-04-05 13:48:13]
John - SC Support - Posts: 36350
The first thing is that if you are using a Continuous Contract, the Market Depth Data is only going to download for the front contract. It is not going to download for the previous contracts. If you need historical Market Depth data for previous contracts, then you would have to open the specific contracts and force the download of the market depth data for that contract.

Also, be aware of the setting in the Sierra Chart Server Settings that controls the number of days of downloads for historical market depth data. Refer to the following:
Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General)
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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