Support Board
Date/Time: Thu, 28 Nov 2024 01:43:01 +0000
Missing market depth data in replay.
View Count: 395
| [2023-06-10 08:30:01] |
| User942570 - Posts: 4 |
|
Hi Sierra, I have an issue where market depth data from earlier in the year is not complete and will not replay correctly in the chart. This is a fresh install of Sierra, I have followed the various support documentation for this to no avail. I have tried to remove data and reload but this doesn't work. All data that I'm trying to replay is within 180 days. I have linked screenshots that shows the market depth window/DOM for two days, one more recent where data is complete and plays well, another from an earlier day in the year where it is missing. Please also see the screenshots of the market depth file sizes on file explorer. https://www.sierrachart.com/image.php?Image=1686385601141.png https://www.sierrachart.com/image.php?Image=1686385675402.png |
 2023-01-03 DF.png / V - Attached On 2023-06-10 08:22:29 UTC - Size: 17.03 KB - 79 views 2023-04-12 DF.png / V - Attached On 2023-06-10 08:22:47 UTC - Size: 18.54 KB - 68 views Attachment Deleted. |
| [2023-06-12 12:28:50] |
| John - SC Support - Posts: 36350 |
|
You need to ensure that you have the Market Depth Data for that particular time. Note that since you are using a Continuous Contract, the contract that would be displayed at the time you have shown (January 3, 2023) is the H (March) contract, not the M (June) contract. So you would need to see if you have the data for the H contract for those days. You can load the specific symbol into a chart and view the data directly for it. You can also try to download the data into that contract from our historical Market Depth data, but we are not sure if we have the data going back that far (6 months is the limit). Refer to the following: 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 |
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