Do I lose the sessions written before the stop?

No. Sessions already complete are kept; only days still open when the import stopped are not written.

Does the L1 option use memory?

The L1 is written through a spool rather than held with the trades, but it adds about 125 MB of disk per MNQ session, measured on real files.

“Stopped: memory limit reached. Import fewer contracts at a time.”

The Senzoukria Databento importer holds trades in memory until each day is complete. When too many open days accumulate across contracts, it stops with “Stopped: memory limit reached”. Sessions already complete are kept; import fewer contracts at a time.

Senzoukria · Troubleshooting · Updated September 2026

At a glance

Replay message: “Stopped: memory limit reached. Import fewer contracts at a time.”
Backtest message: “OHLCV minutes: memory limit reached, nothing was written from ohlcv-1m. Import a shorter period.”
Limit: 15,000,000 trades waiting for their day to complete (3 × the 5,000,000 per-session cap)
Kept: Sessions already complete

What you see

The import ends with “Stopped: memory limit reached. Import fewer contracts at a time.” The result still lists the sessions written before the stop. In the backtest importer, the equivalent for minute bars is “OHLCV minutes: memory limit reached, nothing was written from ohlcv-1m. Import a shorter period.”

Why it happens

A CME session can only be written once both of its daily files are read, so the importer keeps each contract’s trades in memory until its day closes. The total held at once is capped at 15,000,000 trades. Many contracts, very active days, or files ordered so that many days stay open at the same time reach that cap. Stopping is safer than letting memory grow without bound. If you cancel instead, the message is “Cancelled — sessions already complete are kept, nothing partial was written.”

How to fix it

Import one contract root at a time, for example MNQ, then ES.
Split long periods into several folders.
Untick “Keep the L1 (best bid / ask) of mbp-1 files” if you do not need it; the L1 is spooled to disk, but each session with L1 costs about 125 MB more for MNQ.
Close other heavy applications during the import.

What it is not

Not a corrupted import: completed sessions are whole.
Not your computer’s total RAM: it is a fixed cap in the importer.

When to contact support

If the problem persists, contact support through Menu → Report a problem, or on the Senzoukria Discord. Include the number of contracts and days in the folder and the line “{n} sessions written”.

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Frequently asked questions

Do I lose the sessions written before the stop?: No. Sessions already complete are kept; only days still open when the import stopped are not written.
Does the L1 option use memory?: The L1 is written through a spool rather than held with the trades, but it adds about 125 MB of disk per MNQ session, measured on real files.

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