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Date/Time: Thu, 28 Nov 2024 21:41:24 +0000



Post From: Market Depth Historical Graph - gaps and missing data

[2023-04-05 13:47:22]
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