Support Board
Date/Time: Wed, 27 Nov 2024 02:25:14 +0000
Market Depth data download error
View Count: 310
| [2023-09-30 16:21:25] |
| PhiX - Posts: 36 |
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I'm trying to download historical Market Depth files for contract NQM23_FUT_CME (June contract). Since historical market depth data is only stored for 180 days, I loaded the chart with a date range 4-1-23 through 6-9-23. I have "none" selected for continuous contract. When I use "Download depth data from date-time" I get an error ... "Error downloading historical market depth data for NQM23_FUT_CME. No market depth data files found. Path K:/cme_exchange_marketdepth.data/ 2023-09-30 8:59:01 308" Why can't it find the data files? |
| [2023-09-30 16:56:35] |
| Sierra_Chart Engineering - Posts: 17190 |
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We need to see more of the Message Log, the previous 20 lines or so. So we can see what particular date, data is being downloaded for.
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: 2023-09-30 16:56:59
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| [2023-09-30 17:12:22] |
| PhiX - Posts: 36 |
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Message log sent.
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| [2023-10-02 09:08:50] |
| Sierra_Chart Engineering - Posts: 17190 |
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There is no market depth data for this contract on that date because it never traded at that time: HD Request # 42 | Requesting market depth data. Start date-time: 2023-06-30 16:59:59. Symbol: NQM23 | 2023-09-30 08:59:01.293
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: 2023-10-02 09:08:56
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| [2023-10-02 11:30:02] |
| PhiX - Posts: 36 |
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That doesn't make sense. I right click on he beginning of the chart then select "download depth data from date-time". I just did it again...I right clicked on 4-3-2023 and I got a pop-up to confirm 2023-04-03 then clicked "Yes" but I see in the message log "Download start date-time: 2023-06-30". See attached image. Date Time Of Last Edit: 2023-10-02 11:30:42
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 Confirm.PNG / V - Attached On 2023-10-02 11:28:43 UTC - Size: 83.46 KB - 70 views |
| [2023-10-02 21:06:02] |
| PhiX - Posts: 36 |
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Same thing happening for Sept (U) contract and Dec (Z) contract. I right clicked to download from Sept 12 but the current day Oct 2 was the start date-time according to the message log. |
| [2023-10-02 22:54:50] |
| PhiX - Posts: 36 |
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Solved... Sierra Chart Server Settings\General\Max Historical Market Depth Days to Download In most other settings 0 means max but In this setting 0 means zero. My setting was 0. Changed to 180 and now it downloads. |
| [2023-10-03 07:45:36] |
| Sierra_Chart Engineering - Posts: 17190 |
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That makes sense.
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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