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Date/Time: Fri, 22 Nov 2024 12:11:41 +0000



Post From: Limit Bid Ask DOM

[2024-10-14 13:36:19]
John - SC Support - Posts: 36203
You need to have the Market Depth actually stored on your system for the dates/times you are replaying. You may not have all of the Market Depth data for this period, and given what you are seeing, you definitely do not. Use the "Market Depth Historical Graph" to see where you have Market Depth data and where you do not. Refer to the following:
https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph

You can then download missing historical market depth data (for the past 180 days) by following these instructions:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

This is all covered in the information here:
Replaying Charts: Replaying of Market Depth Data
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing