Support Board

Date/Time: Sat, 15 Mar 2025 03:11:12 +0000

Post From: Dummy Historical Market Depth files of Expired Futures Contracts

[2022-07-02 07:53:48] Link To Thread - Link To Post [Go To First Post]
ticinotrader - Posts: 410
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


20220702_095112.png / V - Attached On 2022-07-02 07:54:51 UTC - Size: 153.69 KB - 125 views