Support Board
Date/Time: Wed, 05 Feb 2025 17:52:06 +0000
Post From: Replaying Market Depth Data with Continuous Contract
| [2025-01-15 18:35:01] |
| John - SC Support - Posts: 37756 |
|
This is actually good that these are showing the same issue. It means that the Market Depth data for that time period is not correct. We can not say why it is wrong, but as you can see from how it is displaying, it is just not correct. The only way to fix this is to delete the Market Depth data file for that time period, which will be one day of data. The Market Depth data files are located in a folder named "MarketDepthData" under the 'Data' folder under your main Sierra Chart installation. Make sure that you have exited from Sierra Chart before removing the file that covers the time period you are replaying. Then force a download of the Market Depth data again as noted previously. Let us know if you continue to have an issue after doing this. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |