Support Board
Date/Time: Wed, 05 Feb 2025 17:55:52 +0000
Post From: Replaying Market Depth Data with Continuous Contract
| [2025-01-13 17:31:41] |
| John - SC Support - Posts: 37756 |
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The rollover will be around December 15, 2024, so prior to that date you are looking at the data for the ESZ24_FUT_CME symbol. You would need to ensure that you have Market Depth data downloaded for that particular time and contract. In order to download the historical market data data we have available for that contract, you would need to load that specific contract as a separate chart and then force a download of the market depth data by following Step #8 at the following link (and the other steps if you have not previously set this up): Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |