Support Board
Date/Time: Mon, 17 Mar 2025 18:22:48 +0000
Denali / Historical Market Depth Data
View Count: 360
| [2022-09-18 22:15:16] |
| Dema - Posts: 42 |
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Hi SC Team, I have reviewed the documentation which covered most of my questions, but there are a few I need your help with please: 1. Which CME futures contracts do you maintain the historical depth data for? For example CL, RB, etc. 2. How many back-month contracts do you maintain the historical depth data for? (by back-month contracts I mean those expiring later in the future, beyond the current front-month) 3. Could you please clarify how much history is available for download? Market Depth Historical Graph: Downloading Of Historical Market Depth Data - "Market depth data is maintained on Sierra Chart servers for 180 days. Prior to that, the files are deleted." - "For the time being historical market depth data is limited to the most recent 15 days. Our servers are maintaining this data for the last six months. Data longer than that duration is automatically deleted." Thankyou |
| [2022-09-19 11:36:05] |
| Sierra_Chart Engineering - Posts: 18809 |
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1. All of the ones that are actively traded. If it is not available just let us know. We can add support for it. 2. All of them. 3. There is 180 days for CME Group and is accessible. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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