Support Board
Date/Time: Wed, 05 Feb 2025 11:53:08 +0000
Post From: Market Depth Download Incomplete? Or limited to 12-06?
| [2024-12-11 01:25:49] |
| miho - Posts: 2 |
|
I am trying to get replay of the pulling/stacking on the DOM. This is a continuous futures contract, however, I am not trying to download data from a previous contract. Here are a few of my settings: Chart Settings > Max Market Depth Data Days to Load = 60 Symbol Settings > Record Market Depth Data = Yes Scroll back and right click on chart Nov 11, 2024 and select "Download depth data from Date-Time" > Confirm in next window to download depth data from 11-11. Message log pops up: 2024-12-11 00:53:41.548 | HD Request # 2 | Requesting market depth data. Start date-time: 2024-12-06 00:53:41. Symbol: ESZ24 Why is it only available to download from on 12-06? When I go back to replay 11-12 Market depth data, it magically shows up at 15:05 then freezes at 20:35 (local times). Then comes back on 11-13 at 13:40 and freezes again at 21:30. Then no data on 11-14. Restarted, retried many times. No market depth data. I looked at the logs from when I was trying to replay and did find this information: 2024-12-11 00:43:51.017 | Loaded depth data records for ESZ4.CME 2024-11-12 from 2024-11-12 15:09:50.902000 to 2024-11-12 17:59:59.972000. 2024-12-11 00:43:51.232 | Loaded depth data records for ESZ4.CME 2024-11-13 from 2024-11-12 18:00:00.000000 to 2024-11-13 17:59:59.809000. 2024-12-11 00:43:51.258 | Loaded depth data records for ESZ4.CME 2024-11-14 from 2024-11-13 18:00:00.009000 to 2024-11-13 21:29:05.169000. 2024-12-11 00:43:51.962 | Loaded depth data records for ESZ4.CME 2024-11-18 from 2024-11-18 08:56:14.330000 to 2024-11-18 15:51:24.273163. 2024-12-11 00:43:52.688 | Loaded depth data records for ESZ4.CME 2024-11-19 from 2024-11-19 09:06:46.961000 to 2024-11-19 17:59:59.873000. 2024-12-11 00:43:53.898 | Loaded depth data records for ESZ4.CME 2024-11-20 from 2024-11-19 18:00:00.000000 to 2024-11-20 17:59:59.966000. 2024-12-11 00:43:55.555 | Loaded depth data records for ESZ4.CME 2024-11-21 from 2024-11-20 18:00:00.000000 to 2024-11-21 17:59:59.988000. 2024-12-11 00:43:56.810 | Loaded depth data records for ESZ4.CME 2024-11-22 from 2024-11-21 18:00:00.000000 to 2024-11-22 16:00:00.064000. 2024-12-11 00:43:56.810 | Loaded depth data records for ESZ4.CME 2024-11-23 from 2024-11-22 18:36:00.427606 to 2024-11-22 18:36:09.317000. 2024-12-11 00:43:56.819 | Loaded depth data records for ESZ4.CME 2024-11-24 from 2024-11-24 17:00:00.000000 to 2024-11-24 17:59:59.862000. 2024-12-11 00:43:57.959 | Loaded depth data records for ESZ4.CME 2024-11-25 from 2024-11-24 18:00:00.000000 to 2024-11-25 17:59:59.926000. 2024-12-11 00:43:59.017 | Loaded depth data records for ESZ4.CME 2024-11-26 from 2024-11-25 18:00:00.000000 to 2024-11-26 17:04:32.580000. 2024-12-11 00:43:59.018 | Loaded depth data records for ESZ4.CME 2024-12-02 from 00:00:00.000000 to 00:00:00.000000. Those look like incomplete data files. Is there anyway to tell SC to load market depth data for a particular day if the .depth file exits? Also, do I somehow have an incomplete data request where SC thinks I only want data from a specific time? |