Support Board
Date/Time: Fri, 21 Feb 2025 18:23:24 +0000
Post From: Market Depth Data replay issue
| [2024-12-11 07:57:34] |
| User781731 - Posts: 47 |
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Thanks. I have done the following: For ZB, ZN, ZF, UB, opened the current contract (H25) and in a separate chart opened the previous contract (Z24). Went back to August > right clicked > clicked “Download Depth Data from Date-Time”. (I chose August just to see how much it would capture.) The earliest date that will download is 1 November 2024. This is only 40 days. Why won’t it download a full 60 days? The full market depth does work from this date when I do the replay. However, the market depth data is out of alignment with where it should be relative to price (see screenshot). *** For FGBS, FGBM, FGBL, FGBX, opened the current contract (H25) and in a separate chart opened the previous contract (Z24). Went back to August > right clicked > clicked “Download Depth Data from Date-Time”. (I chose August just to see how much it would capture.) The earliest date that will download is 10 November 2024. This is 31 days. Why won’t it download a full 60 days? And why is this 31 days when the other is 40? The settings between the two chartbooks are all the same. Also, the full market depth for these symbols only works from 9 December; so the files download from 10 November but market depth doesn’t actually show in replay until 9 December. Between 10 November and 8 December, there is only the first level and each column has 1 in it. *** To summarise, there are 3 issues: 1) 60 days depth data is not being downloaded 2) For many of the depth files that do download, the depth data doesn’t even show 3) There is a misalignment with the depth numbers and current price (screenshot) |
 Screenshot.png / V - Attached On 2024-12-11 07:56:26 UTC - Size: 512.3 KB - 48 views |