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Date/Time: Wed, 04 Dec 2024 07:48:25 +0000



Post From: Help for setting

[2024-11-20 19:49:00]
User518468 - Posts: 7
Hi John,so:

I have set the option Support Download Historical Market Depth Data to Yes, and I have configured Max Historical Days to Download to 31. The Download of Historical Market Depth Data is set from 20/10/2024 to the end.

Initially, I could see data from 18:38 on 20/11/2024 to 14:38 on 19/11/2024. During this time range, starting from the current time:
1. If I go one hour back from the current time, the DOM works correctly.

2. If I go 5–10 hours back from the current time, I see many levels in the DOM, but some are completely empty, which seems odd—especially during the RTH session opening hours.

3. If I go 10 hours back, there are only a few levels, with gaps in between.

4. If I go 24 hours back, the book returns to the original state for which I contacted you. Additionally, sometimes in this state, market orders are executed automatically, but this seems like a random bug.


Furthermore, scrolling through the data from 20/11/2024 to 19/11/2024 and observing the Market Depth Historical Graph study, I noticed gaps of varying sizes where no orders are displayed—total liquidity absence. I’m wondering if this is due to news events or limitations of the data feed.

Additionally, I noticed sudden changes in the shading of the study. I believe these are due to liquidity variations, but it seems unusual to see such drops during the RTH session.

I also enabled Show Quantity Bars, and I selected “Bars.” I see 20 minutes of data in the Market Depth Historical Graph, but when I run the replay and go back in time, it stays the same as before.

Of course, I tried multiple times to re-download the historical data and used the Reload and Recalculate option, but the issue persists.

Lastly, I followed step 16 of the guide “Market Depth Historical Graph Not Displaying,” and in :C, I only see two files:

• ESZ24-CME:2024-11-20.depth

• ESZ24-CME:2024-11-19.depth

I think these correspond to my asset (ESZ24-CME) [M], but the download is supposed to start from 20/10/2024 to the end.

I’m Italian, and I don’t speak English very well. After all these attempts, I feel confused and don’t know what else to try.

I kindly ask if you could log in with my credentials and provide a video guide with all the possible solutions.


Thank you for your help.