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Date/Time: Tue, 25 Mar 2025 21:59:09 +0000



Market Depth Data for ZNH25_FUT_CME

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[2025-02-20 11:26:42]
User306018 - Posts: 6
I am trying to get 180 days of market depth data to load on my chart but even though I have set the Max Historical Market Depth Days to Load to 180 I cannot get it to load past about 90 days. I can go into the data folder and see the market depth data files for days all the way back to August, but I can only get the data from about 90 days to load on my chart. Is there something I am missing? Does this have to do with it being a different contract? Can I manually load the data files into the chart, forcing it? Thanks.
[2025-02-20 15:17:39]
John - SC Support - Posts: 38945
Make sure the following setting is set high enough for what you want:
Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General)

But, if you are using a Continuous Futures Contract, then the system will not download data for previous contract. To get the historical market depth data for previous contract, you need to open a chart for that specific contract and then force the download for the historical market depth data for that contract. Then it will be available in the Continuous Futures Contract chart.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-03-22 14:02:45]
User306018 - Posts: 6
Thanks John,

I am able to force download market depth data for beyond 180 days as you can see in the attached file. Does sierra chart create a file with nothing in it because when I run the continuous contract I do not see market depth for these respective dates. I am wondering if the files are just empty or is there a setting that I am missing. Even if I run the chart for the ZNZ24_FUT_CME symbol I am still not able to get the market depth data to load.
imagemarketdepthdatafiles.png / V - Attached On 2025-03-22 13:59:16 UTC - Size: 63.28 KB - 15 views
[2025-03-22 21:43:27]
Sierra_Chart Engineering - Posts: 18944
During the month of June 2024 the December 2024 contract was not active. This is why the market depth data files are small.
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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