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Date/Time: Wed, 27 Nov 2024 02:44:28 +0000



Post From: Market Depth data download error

[2023-09-30 16:21:25]
PhiX - Posts: 36
I'm trying to download historical Market Depth files for contract NQM23_FUT_CME (June contract).
Since historical market depth data is only stored for 180 days, I loaded the chart with a date range 4-1-23 through 6-9-23.
I have "none" selected for continuous contract.

When I use "Download depth data from date-time" I get an error ...

"Error downloading historical market depth data for NQM23_FUT_CME. No market depth data files found. Path K:/cme_exchange_marketdepth.data/ 2023-09-30 8:59:01 308"

Why can't it find the data files?