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Date/Time: Sun, 24 Nov 2024 10:48:28 +0000



Post From: Historical Market Depth Data does not download for PA-CME

[2024-06-10 08:09:24]
User370531 - Posts: 55
I'm not able to download any historical market depth data for the symbol PA on NYMEX. I am not sure if this is because SierraChart data services do not support this specific symbol for historical market depth data.

The main issue is that while market depth data does arrive in real-time streaming, there are periods of time where it does not load data, and since there is no market depth history available it's not able to "catch up". I've attached a screenshot to show this (note that the upload chart function was not working for me, so I had to attach a png file manually to show the issue. As the screenshot shows, there are blocks of time where SierraChart was not able to download the market depth data in real-time.

Let me know how to troubleshoot this.
imageScreenshot 2024-06-10 100550.png / V - Attached On 2024-06-10 08:06:03 UTC - Size: 187.35 KB - 36 views