Support Board
Date/Time: Sun, 07 Sep 2025 19:19:43 +0000
Downloading Market Depth Historical
View Count: 144
| [2025-08-22 03:52:09] |
| User837393 - Posts: 155 |
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Hello, I'm trying to map out the market depth historical graph for the 5 previous days. I've tried to use these instructions : Market Depth Historical Graph: Downloading Of Historical Market Depth Data but when looking at the window message log, it doesn't seem to be downloading nor the historical market depht appears on the chart (only the present market depth builds up on the chart). - Record Market Depth is set to yes in the symbol setings - Support Downloading Historical Data is also set to yes in Sierra Chart Sever Setings - Max days to download is set to 5 in Sierra Chart Server Settings Thank you for the assistance. |
| [2025-08-22 14:04:15] |
| User837393 - Posts: 155 |
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... in addition, I went away from my station and when I came back and the computer came out of its sleep mode there was a gap in the historical graph from the time it went into sleep mode. Reload/Recalculate didn't work. Date Time Of Last Edit: 2025-08-22 14:08:05
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| [2025-08-22 14:41:11] |
| John - SC Support - Posts: 41652 |
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... in addition, I went away from my station and when I came back and the computer came out of its sleep mode there was a gap in the historical graph from the time it went into sleep mode.
This is normal. You were not connected to the data feed, so that market depth data was not collected. -- With regards to the issue of the Market Depth data not downloading historical data, this is something that often does not occur automatically. When it does not automatically occur, you need to force a request for the data by following the instructions at Step #8 of the documentation here: Market Depth Historical Graph: Downloading Of Historical Market Depth Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-08-22 14:54:08] |
| User837393 - Posts: 155 |
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I did that and when the pop up message appears and is asking me to confirm the download of Market Depth Data starting at 2025-08-22 ... this is not the past five days. Even if I say yes I dont see the market depth on the past five days. ... and the maket depth data gap, where the computer was in sleep mode, still remains. Date Time Of Last Edit: 2025-08-22 14:58:05
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| [2025-08-22 17:41:03] |
| John - SC Support - Posts: 41652 |
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You need to right click on the chart where at the point where you want the download of the Market Depth to start. So if you want it to download from August 17, 2025, you need to click on the chart for a bar from August 17, 2025, at whatever time you want it to start from. Also, check the following setting and make sure it is set high enough: 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 |
| [2025-08-23 02:56:55] |
| User837393 - Posts: 155 |
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You need to right click on the chart where at the point where you want the download of the Market Depth to start. So if you want it to download from August 17, 2025, you need to click on the chart for a bar from August 17, 2025, at whatever time you want it to start from.
That did the trick. Thank you. |
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