Login Page - Create Account

Support Board


Date/Time: Thu, 28 Nov 2024 03:54:42 +0000



Post From: Missing market depth data in replay.

[2023-06-12 12:28:50]
John - SC Support - Posts: 36350
You need to ensure that you have the Market Depth Data for that particular time. Note that since you are using a Continuous Contract, the contract that would be displayed at the time you have shown (January 3, 2023) is the H (March) contract, not the M (June) contract.

So you would need to see if you have the data for the H contract for those days. You can load the specific symbol into a chart and view the data directly for it. You can also try to download the data into that contract from our historical Market Depth data, but we are not sure if we have the data going back that far (6 months is the limit). Refer to the following:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing