Support Board
Date/Time: Thu, 28 Nov 2024 01:37:29 +0000
Post From: Issues with depth for ZR
| [2023-06-21 00:53:36] |
| voided - Posts: 45 |
|
I have noticed two issues with market depth for CBOT's ZR (rough rice) contract: 1. Only ten levels of depth appear. Can you enable MBO for this symbol? 2. Historical .depth files appear to be either disabled or missing. Regarding point 2, I right-clicked the first hourly candle in June (for the July contract) "Thu 2023-06-01 6:00:00" on my chart and selected "Download Depth Data from Datetime". The following logs appeared: Real-time market depth file updates started for ZRN23_FUT_CME | 2023-06-20 17:44:06.775 Enabling compression for file: C:\SierraChart\Data\MarketDepthData\ZRN23_FUT_CME.2023-06-21.depth. This may take a while. | 2023-06-20 17:44:06.776 File compression enabled. C:\SierraChart\Data\MarketDepthData\ZRN23_FUT_CME.2023-06-21.depth. CompressionState=0 | 2023-06-20 17:44:06.776 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ZRN23_FUT_CME.2023-06-21.depth | 2023-06-20 17:44:06.776 Only a file for ZRN23_FUT_CME.2023-06-21.depth appeared in my MarketDepthData folder, and it contains no records. Using the same method, I don't have trouble downloading market depth for other symbols (other than spreads, historical .depth files for which which you previously informed me are not available). Is it possible to download historical market depth for this symbol? |