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Date/Time: Wed, 12 Feb 2025 01:48:46 +0000



Problem with downloading historical market depth data.

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[2021-01-24 22:16:21]
Spartan79 - Posts: 54
I noticed a problem with downloading historical market depth data. When I turn on SC in the morning the overnight market depth downloads no problem. However during the day sometimes I notice gaps in the market depth. I downloaded latest version 2222, I did delete all data and download. And the gap in depth data is still there.

During the night SC is closed, but during the day when I'm not trading sometimes I close SC and put PC to sleep and sometimes I leave SC running and put PC to sleep. Not sure if it has anything to do with it.

I also have recording for ES set to yes under global settings> symbol settings. And global settings> data/ trade service settings> max historical market depth> set to 5 days.

Overnight data
http://www.sierrachart.com/image.php?Image=1611526218224.png

Missing data
http://www.sierrachart.com/image.php?Image=161152642093.png
image2021-01-24_16-14-42.png / V - Attached On 2021-01-24 22:15:42 UTC - Size: 54.94 KB - 341 views
image2021-01-24_16-15-06.png / V - Attached On 2021-01-24 22:15:49 UTC - Size: 22.77 KB - 317 views
image2021-01-24_16-15-23.png / V - Attached On 2021-01-24 22:16:00 UTC - Size: 24.16 KB - 292 views
[2021-01-25 05:17:26]
Sierra Chart Engineering - Posts: 104368
However during the day sometimes I notice gaps in the market depth. I downloaded latest version 2222, I did delete all data and download. And the gap in depth data is still there.
Refer to this section here about this:
Market Depth Historical Graph: Market Depth Historical Graph Not Displaying

Also refer to the instructions here about downloading of historical market depth data:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-01-25 07:01:42]
Sierra Chart Engineering - Posts: 104368
If the times in the chart where there is not market depth data displaying, was during times that Sierra Chart was not connected to the data feed, that would be why. In this case for some reason historical market depth data is not being downloaded.

This is the relevant documentation for that:

Market Depth Historical Graph: Downloading Of Historical Market Depth Data
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-01-25 07:02:02
[2021-01-25 15:48:47]
Spartan79 - Posts: 54
That worked.

Thank you.

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