Understand retained history limits

Know which history policy applies

OrderMap retains different market-event classes for different periods. Futures executions, BBO and captured depth follow a two-session policy: current and previous futures trading sessions. Standard option, chain and reference events use seven-day retention. These are retained-source rules rather than a promise that every minute was captured. Each tool's query/output bounds can further limit what it returns at once.

Check a requested range

Use the actual dated contract when investigating futures so a product roll is not mistaken for missing storage.

1. Record the exact instrument and requested start/end.
2. Read selected trading date and session.
3. Inspect the tool's retained-from, observed-bounds or coverage notices where exposed.
4. Check whether the missing period is outside retention or inside a reported capture gap.
5. Narrow a bounded query when its error reports capacity rather than data absence.
6. Preserve the exact message for support.

Session boundaries matter more than midnight

A futures session runs from 18:00 ET on the preceding date to 17:00 ET on its trading date. Weekend handling means the previous session is not simply the previous wall-clock 24 hours. Around closures, actual supported calendar and source availability still matter; do not promise holiday coverage from the ordinary rule alone. An explicit historical range can remain selectable while some source events in it have already expired or were never captured.

Worked example: a visible current book and an old gap

Suppose current DOM depth is synchronized while yesterday's chart contains a blank depth interval. The present snapshot proves current state, not the missing historical sequence. Retention can preserve every captured event around that gap without containing the absent interval. Selecting a larger lookback does not reconstruct it from today's book. Compare retained bounds and gap reasons before deciding whether the issue is expiry, capture loss or a query that needs a smaller window.

Troubleshoot expectations about archives

Saved layouts, screenshots, replay clocks and configuration records are not an unlimited raw market archive. A replay also remains subject to current access and history checks. Provider historical products and application retained captures have separate availability. For an archive request, specify what output you need and the exact period rather than assuming every past tool view can be regenerated. Support can distinguish a policy limit from a missing capture only with the instrument and requested bounds.

Requested range and observed coverage are separate

A requested start/end window describes what you asked for. Observed bounds, gaps and completeness describe which eligible retained inputs actually exist. Retained futures executions, BBO and captured depth cover the current and previous futures session; standard option, chain and reference events have seven-day retention. Individual tools can impose narrower query, event, row, byte or preparation limits. Selecting a wider window does not cause every missing exchange observation to be downloaded automatically.

A running feed or a successful current snapshot proves neither an earlier session prefix nor continuous historical depth. Corrections are resolved before time filters, so a corrected timestamp can move an event into or out of a selected range. Incomplete capture must stay partial even if the visible line looks continuous at the chosen scale. Inspect source and coverage metadata before relying on totals. When asking for help, provide requested bounds, observed bounds, the exact dated instrument and the gap or limit message rather than only the page's selected date.

Plan an investigation before the retained window moves

For an issue inside a retained futures session, collect exact instrument, interval, gap message and safe request details promptly. A saved screenshot preserves what you saw but does not prevent raw event retention from advancing. A saved configuration preserves settings, not a perpetual copy of every provider receipt. Separate the business record you want to keep from the market evidence needed to reproduce it. An export, if available for that dataset and account, must still be checked for coverage and truncation rather than assumed complete.

When a product root resolves to a new expiry, investigate the original dated contract explicitly. Today's front contract does not contain yesterday's different-contract capture, and a matching numerical price does not make their books interchangeable. Likewise, retained executions and retained depth are separate evidence kinds: an execution-only interval can be useful for footprint analysis without proving resting-liquidity continuity. Explain which kind is missing in a ticket. This gives support a concrete recovery question and avoids a broad request for historical data that could mean quotes, prints, model inputs, price bars or synchronized depth.