Support Board
Date/Time: Wed, 27 Nov 2024 23:27:07 +0000
Issues with depth for ZR
View Count: 206
| [2023-06-21 00:53:36] |
| voided - Posts: 45 |
|
I have noticed two issues with market depth for CBOT's ZR (rough rice) contract: 1. Only ten levels of depth appear. Can you enable MBO for this symbol? 2. Historical .depth files appear to be either disabled or missing. Regarding point 2, I right-clicked the first hourly candle in June (for the July contract) "Thu 2023-06-01 6:00:00" on my chart and selected "Download Depth Data from Datetime". The following logs appeared: Real-time market depth file updates started for ZRN23_FUT_CME | 2023-06-20 17:44:06.775 Enabling compression for file: C:\SierraChart\Data\MarketDepthData\ZRN23_FUT_CME.2023-06-21.depth. This may take a while. | 2023-06-20 17:44:06.776 File compression enabled. C:\SierraChart\Data\MarketDepthData\ZRN23_FUT_CME.2023-06-21.depth. CompressionState=0 | 2023-06-20 17:44:06.776 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ZRN23_FUT_CME.2023-06-21.depth | 2023-06-20 17:44:06.776 Only a file for ZRN23_FUT_CME.2023-06-21.depth appeared in my MarketDepthData folder, and it contains no records. Using the same method, I don't have trouble downloading market depth for other symbols (other than spreads, historical .depth files for which which you previously informed me are not available). Is it possible to download historical market depth for this symbol? |
| [2023-06-21 07:07:33] |
| Sierra_Chart Engineering - Posts: 17198 |
|
We will have to set this up for this symbol: 1. Only ten levels of depth appear. Can you enable MBO for this symbol? 2. Historical .depth files appear to be either disabled or missing. 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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