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Date/Time: Wed, 05 Feb 2025 17:58:39 +0000



Post From: Replaying Market Depth Data with Continuous Contract

[2025-01-12 13:20:48]
wiivanil - Posts: 12
When replaying a date before the last rollover I can't see market depth data.
For example, I'm replaying ESH25_FUT_CME with Continuous Contract, volume based rollover.
If the replay start at 2024-12-01 I can't see market depth data.
If the replay start at 2024-12-16 I can see market depth data.

I have market depth data (.depth) from december, and the chart is set with Maximum Market Depth Data Days To Load = 60

Thank you
Ivan
Date Time Of Last Edit: 2025-01-12 13:36:59