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Date/Time: Sun, 24 Nov 2024 08:45:28 +0000



Historical Market Depth Data does not download for PA-CME

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[2024-06-10 08:09:24]
User370531 - Posts: 55
I'm not able to download any historical market depth data for the symbol PA on NYMEX. I am not sure if this is because SierraChart data services do not support this specific symbol for historical market depth data.

The main issue is that while market depth data does arrive in real-time streaming, there are periods of time where it does not load data, and since there is no market depth history available it's not able to "catch up". I've attached a screenshot to show this (note that the upload chart function was not working for me, so I had to attach a png file manually to show the issue. As the screenshot shows, there are blocks of time where SierraChart was not able to download the market depth data in real-time.

Let me know how to troubleshoot this.
imageScreenshot 2024-06-10 100550.png / V - Attached On 2024-06-10 08:06:03 UTC - Size: 187.35 KB - 35 views
[2024-06-10 14:55:00]
John - SC Support - Posts: 36238
For that same period of time, please set the Input in the "Market Depth Historical Graph" for "Show Quantity Numbers" to "In Bars" and set the color for the quantity values to something easy to see (red is typically a good color for this). Then get us another image of the chart. We want to see if there really is no data showing in those areas or if it is just a coloring issue.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-10 15:32:29]
User370531 - Posts: 55
I had to zoom in to make the numbers show. I did also confirm with a custom study that uses market depth that those black areas do not have data loaded
imageScreenshot 2024-06-10 173109.png / V - Attached On 2024-06-10 15:31:56 UTC - Size: 418.82 KB - 30 views
[2024-06-10 16:00:58]
John - SC Support - Posts: 36238
We just want to make sure that your computer was not "Asleep" or in "Hibernate" mode or anything like this during that time? It was on, Sierra Chart was running and you had the "Market Depth Historical Graph" displayed on the chart during that time?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-10 18:34:07]
User370531 - Posts: 55
The issue was that the drive SierraChart was in was running out of disk space
[2024-06-10 20:05:12]
John - SC Support - Posts: 36238
That would do it.

Refer to the following:
Chart Data and Chart Data Files: Cleaning Up Old and Unused Symbols for Efficiency
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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