Support Board
Date/Time: Sun, 07 Sep 2025 19:27:27 +0000
[Programming Help] - Option to dowload Depth File Data via ACSIL
View Count: 333
| [2025-08-04 13:38:20] |
| DarkNature - Posts: 6 |
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Dear Support, Sometimes short data feed disconnects or restarting/closing and opening Sierra Chart at a later date cause gaps in the Market Depth file, since depth data is only provided while Sierra Chart is actively connected and running. For people which delevop studies that relies on depth data, consistent data availability is extremely important. The existing "Download Depth Data from Date-Time" shortcut works well manually, but there is currently no ACSIL to perform this action, which is a big limitation for any study ACSIL developer. You already provide a nice function, sc.StartDownloadHistoricalData(), for intraday files only. It would be extremely helpful if a similar function like sc.StartDownloadDepthData(fromDateTime, toDateTime) could be added. The functionality already exists manually, "Download Depth Data from Date-Time" just needs to be exposed as an ACSIL function. Thank you for any consideration and help. Date Time Of Last Edit: 2025-08-08 14:09:28
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| [2025-08-04 13:45:00] |
| User907968 - Posts: 844 |
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This seems like a good idea.
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| [2025-08-08 11:14:42] |
| DarkNature - Posts: 6 |
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Just a small follow-up. The manual Download Depth Data from DateTime currently retrieves all bid/ask levels around thousand, even if the symbol's depth subscription is limited to 50 levels. It would be very helpful if an ACSIL function could optionally respect the user's depth limit to reduce file size and make it more efficient to use the depth file. I've noticed that when closing Sierra Chart and reopening it later, even though Sierra says it downloads missing depth data, there is often a gap between the last close and reopen where the depth data is broken/unreliable. After that point, the data works fine again. The attached picture shows ESU25-CME Bar Period: 10 Sec with Market Depth Historical Graph Study on it. This is exactly why an ACSIL function is needed to retrieves missing depth data from the broken area (time before last Sierra Chart close) to ensure valid and continuous DOM data. Date Time Of Last Edit: 2025-08-08 14:13:03
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 depthBroken.PNG / V - Attached On 2025-08-08 11:10:36 UTC - Size: 18.94 KB - 34 views |
| [2025-08-12 03:12:34] |
| Sierra_Chart Engineering - Posts: 20829 |
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Have you enabled historical market depth data downloading: Sierra Chart Server Settings: Support Downloading Historical Market Depth Data (Global Settings >> Sierra Chart Server Settings >> General >> General) 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 |
| [2025-08-13 11:14:49] |
| DarkNature - Posts: 6 |
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Hi, yes historical market depth data downloading is enabled. Most of the time it works completely fine. But currently if there is any gap because disconnects or restarting/closing or some other edge case then it would be so helpfull to trigger a depth download at datetime by ACSIL to fix gaps. (picture show just a example gap last friday) Even a way trigger Download Depth Data from Date-Time by using a WM_COMMAND with the windows menu id is pretty messy to do because it uses the current use tools cursor position as the date time location. Thats why it would be so usefull if in the future you could consider adding a sc.StartDownloadDepthData(fromDateTime, toDateTime) ACSIL function. Thank you for your reply and any considerations. Date Time Of Last Edit: 2025-08-13 11:16:19
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| gapMarketDepth.png / V - Attached On 2025-08-13 11:13:56 UTC - Size: 25.27 KB - 32 views |
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