Login Page - Create Account

Support Board


Date/Time: Tue, 15 Apr 2025 14:31:37 +0000



Denali (L2) data

View Count: 67

[2025-03-31 17:07:02]
User936721 - Posts: 17
Hello

I am trying to download 12 months of L2 (denali) data. I am unsure how to do this as it's nor downloaded if I start a replay say 12 months ago.

I have set a chart shortcut to 'Download Market depth from date/time' and if I start a replay ie chart shows 1st March 2024, and then use the chart tool, it does not seems to download any additional data to the data\market depth folder.

Is there a specific way I need to get this data, note I do subscriobe to level 11 with denali


Any help appreciated
[2025-03-31 19:30:12]
John - SC Support - Posts: 39275
To start with, refer to the following:
Market Depth Historical Graph: Downloading Of Historical Market Depth Data

But, we only have 6 months of historical market depth data available. And in order to download data for previous contract in a Continuous Contract chart, you need to open a chart for the specific contract and download the data for that contract (i.e. for the ES H contract in 2025, you would need to open a chart for that symbol and specifically download the Market Depth for it).

Also, refer to the following setting that controls the amount of Market Depth data that is displayed:
Chart Settings: Maximum Market Depth Data Days to Load (Chart >> Chart Settings >> Market Depth menu)
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account