Support Board
Date/Time: Wed, 05 Feb 2025 08:59:22 +0000
Market Depth Download Incomplete? Or limited to 12-06?
View Count: 102
| [2024-12-11 01:25:49] |
| miho - Posts: 2 |
|
I am trying to get replay of the pulling/stacking on the DOM. This is a continuous futures contract, however, I am not trying to download data from a previous contract. Here are a few of my settings: Chart Settings > Max Market Depth Data Days to Load = 60 Symbol Settings > Record Market Depth Data = Yes Scroll back and right click on chart Nov 11, 2024 and select "Download depth data from Date-Time" > Confirm in next window to download depth data from 11-11. Message log pops up: 2024-12-11 00:53:41.548 | HD Request # 2 | Requesting market depth data. Start date-time: 2024-12-06 00:53:41. Symbol: ESZ24 Why is it only available to download from on 12-06? When I go back to replay 11-12 Market depth data, it magically shows up at 15:05 then freezes at 20:35 (local times). Then comes back on 11-13 at 13:40 and freezes again at 21:30. Then no data on 11-14. Restarted, retried many times. No market depth data. I looked at the logs from when I was trying to replay and did find this information: 2024-12-11 00:43:51.017 | Loaded depth data records for ESZ4.CME 2024-11-12 from 2024-11-12 15:09:50.902000 to 2024-11-12 17:59:59.972000. 2024-12-11 00:43:51.232 | Loaded depth data records for ESZ4.CME 2024-11-13 from 2024-11-12 18:00:00.000000 to 2024-11-13 17:59:59.809000. 2024-12-11 00:43:51.258 | Loaded depth data records for ESZ4.CME 2024-11-14 from 2024-11-13 18:00:00.009000 to 2024-11-13 21:29:05.169000. 2024-12-11 00:43:51.962 | Loaded depth data records for ESZ4.CME 2024-11-18 from 2024-11-18 08:56:14.330000 to 2024-11-18 15:51:24.273163. 2024-12-11 00:43:52.688 | Loaded depth data records for ESZ4.CME 2024-11-19 from 2024-11-19 09:06:46.961000 to 2024-11-19 17:59:59.873000. 2024-12-11 00:43:53.898 | Loaded depth data records for ESZ4.CME 2024-11-20 from 2024-11-19 18:00:00.000000 to 2024-11-20 17:59:59.966000. 2024-12-11 00:43:55.555 | Loaded depth data records for ESZ4.CME 2024-11-21 from 2024-11-20 18:00:00.000000 to 2024-11-21 17:59:59.988000. 2024-12-11 00:43:56.810 | Loaded depth data records for ESZ4.CME 2024-11-22 from 2024-11-21 18:00:00.000000 to 2024-11-22 16:00:00.064000. 2024-12-11 00:43:56.810 | Loaded depth data records for ESZ4.CME 2024-11-23 from 2024-11-22 18:36:00.427606 to 2024-11-22 18:36:09.317000. 2024-12-11 00:43:56.819 | Loaded depth data records for ESZ4.CME 2024-11-24 from 2024-11-24 17:00:00.000000 to 2024-11-24 17:59:59.862000. 2024-12-11 00:43:57.959 | Loaded depth data records for ESZ4.CME 2024-11-25 from 2024-11-24 18:00:00.000000 to 2024-11-25 17:59:59.926000. 2024-12-11 00:43:59.017 | Loaded depth data records for ESZ4.CME 2024-11-26 from 2024-11-25 18:00:00.000000 to 2024-11-26 17:04:32.580000. 2024-12-11 00:43:59.018 | Loaded depth data records for ESZ4.CME 2024-12-02 from 00:00:00.000000 to 00:00:00.000000. Those look like incomplete data files. Is there anyway to tell SC to load market depth data for a particular day if the .depth file exits? Also, do I somehow have an incomplete data request where SC thinks I only want data from a specific time? |
| [2024-12-11 13:55:07] |
| John - SC Support - Posts: 37728 |
|
To download the missing data from the date you are wanting, you will need to increase the following setting to be the number of days you are trying to get the data for: Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General) 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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