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Date/Time: Wed, 27 Nov 2024 10:46:54 +0000



Post From: Historical Market Depth Data displaying only several hours of data

[2023-09-04 09:30:58]
sabbers - Posts: 21
Hi All,

Historical Market Depth Data displaying only several hours Loaded depth data records for ESU23-CME 2023-09-04 from 2023-09-04 03:50:57.563000, although i set to download market depth for 10 days.

I have the followings settings:

Global settings -> Sierra Charts service settings -> support downloading historical market depth data -> yes

Max. Hist. Days to download -> 10

After Reload and calculate, the message log says following:

ESU23-CME[M] 1 Min #12 | Reloading chart. | 2023-09-04 09:26:28.280
Loading market depth data. | 2023-09-04 09:26:28.936
Loaded depth data records for ESU23-CME 2023-08-29 from 2023-08-29 04:33:01.525000 to 2023-08-29 04:44:48.005132. | 2023-09-04 09:26:28.938
Loaded depth data records for ESU23-CME 2023-09-04 from 2023-09-04 03:50:57.563000 to 2023-09-04 05:26:22.804000. | 2023-09-04 09:26:28.946
ESU23-CME[M] 1 Min #12 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-09-04 09:26:28.947


Any ideas?