Login Page - Create Account

Support Board


Date/Time: Fri, 22 Nov 2024 01:15:01 +0000



Historical Depth not found for CLTZ24-NYMEX (Current WTI CL TAS Contract)

View Count: 84

[2024-11-01 10:35:41]
User150671 - Posts: 69
Good Morning,

I am trying to download some historical depth for the past month for the CL TAS contract: CLTZ24-NYMEX
The message log reports as follows:

2024-11-01 06:29:18.314 | HD Request # 8 | Error downloading historical Market Depth data for CLTZ24-NYMEX. No market depth data files found. Path: N:\nymex_exchange_marketdepth.data/

I am assuming that Market Depth is not currently stored for the CL TAS contracts. If this is the case, would it be possible to get them added to the mix, some historical depth would be great too if that is possible as well.

Cheers
[2024-11-01 13:46:04]
Sierra_Chart Engineering - Posts: 17139
There is no historical market depth data available, for these contracts. This is not something we would add support 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
[2024-11-01 16:12:13]
User150671 - Posts: 69
Is it something that you could add support for?
TAS is pretty important around certain events.

Obviously I can record the depth myself, but would be very handy to have the ability to download past month if I miss a day.

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account