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Post From: No Time & Sales data for 5-Year T-Note

[2018-07-17 14:49:41] Link To Thread - Link To Post [Go To First Post]
User988535 - Posts: 2
Hi, I've been trying to get Sierra Chart to set up for trading Bonds/Treasuries. I have an account with AMP and the have the CQG Globex Data Bundle. Whenever I open up the DOM for the 10-Year ZN/TYA, or the 30-Year Bond ZB/USA, I can see order books, as well as well as individual ticks through time & sales. However, if I open up the Chart or DOM for the 5-year T-Note, ZF/FVA, I can only see the order books. Strangely I am able to see the full books along with bid/ask pulling/stacking, and I'm also able to download historical data for the symbol, but no fresh tick data or time & sales data ever makes it to my system. Attached is my log. Reading Internal Order ID file. \| 2018-07-17 10:47:28 Reading Trade Orders file. \| 2018-07-17 10:47:28 Reading Trade Positions and Account Balance file. \| 2018-07-17 10:47:28 Listening on UDP port 22904. \| 2018-07-17 10:47:28 Software version: 1776 64-bit \| 2018-07-17 10:47:28 Enabled for: Advanced Features. \| 2018-07-17 10:47:28 Enabled for: Advanced Features 2. \| 2018-07-17 10:47:28 Enabled for: Sierra Chart Historical Data Service. \| 2018-07-17 10:47:28 Allow Support for Sierra Chart Data Feeds is enabled. \| 2018-07-17 10:47:28 Current selected Data/Trading service: CQG FIX Trading \| 2018-07-17 10:47:28 Chart Update Interval: 16 \| 2018-07-17 10:47:28 Data/Trade Service Settings automatically set. \| 2018-07-17 10:47:28 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) \| 2018-07-17 10:47:28 2018-07-17 23:47:28 Local computer time \| 2018-07-17 10:47:28 2018-07-17 14:47:28 Local computer time in UTC \| 2018-07-17 10:47:28 2018-07-17 10:47:28 Local computer time in SC Time Zone \| 2018-07-17 10:47:28 2018-07-17 14:47:28 Server time in UTC \| 2018-07-17 10:47:28 Local computer UTC time and Server UTC time difference: 1 seconds. \| 2018-07-17 10:47:28 Program path: C:\SierraChart\ \| 2018-07-17 10:47:28 Data Files path: C:\SierraChart\Data\ \| 2018-07-17 10:47:28 OS Version Number: 10.0 \| 2018-07-17 10:47:28 Locale Setting: C \| 2018-07-17 10:47:28 Created the DTC Protocol server. \| 2018-07-17 10:47:28 DTC Protocol Server listening on port 11099. \| 2018-07-17 10:47:28 Created the DTC Protocol historical data server. \| 2018-07-17 10:47:28 HD Server Manager \| Listening on port 11098 \| 2018-07-17 10:47:28 Checking for new symbol settings for service code cqg \| 2018-07-17 10:47:28 HTTPS connection to www.sierrachart.com:443 (4) \| Creating socket. Using TLS 1.2. \| 2018-07-17 10:47:28 HTTPS connection to www.sierrachart.com:443 (4) \| Connecting to IP: 204.15.192.108. \| 2018-07-17 10:47:28 Received 5 login tokens. \| 2018-07-17 10:47:29 Symbol settings are up-to-date for cqg \| 2018-07-17 10:47:29 HTTPS connection to www.sierrachart.com:443 (5) \| Creating socket. Using TLS 1.2. \| 2018-07-17 10:47:30 HTTPS connection to www.sierrachart.com:443 (5) \| Connecting to IP: 204.15.192.108. \| 2018-07-17 10:47:30 HTTPS connection to login.sierrachart.com:443 (1) \| Socket gracefully closed by remote side. \| 2018-07-17 10:47:33 HTTPS connection to login.sierrachart.com:443 (1) \| Received socket Close event. \| 2018-07-17 10:47:33 HTTPS connection to login.sierrachart.com:443 (1) \| Initiating close of socket by core. \| 2018-07-17 10:47:33 HTTPS connection to login.sierrachart.com:443 (1) \| Graceful close received or receive error. Shutdown complete. Closing socket now. \| 2018-07-17 10:47:33 HTTPS connection to login.sierrachart.com:443 (1) \| Closed. \| 2018-07-17 10:47:33 HTTPS connection to www.sierrachart.com:443 (2) \| Socket gracefully closed by remote side. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (2) \| Received socket Close event. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (2) \| Initiating close of socket by core. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (2) \| Graceful close received or receive error. Shutdown complete. Closing socket now. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (2) \| Closed. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (4) \| Socket gracefully closed by remote side. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (4) \| Received socket Close event. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (4) \| Initiating close of socket by core. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (4) \| Graceful close received or receive error. Shutdown complete. Closing socket now. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (4) \| Closed. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (5) \| Socket gracefully closed by remote side. \| 2018-07-17 10:47:36 HTTPS connection to www.sierrachart.com:443 (5) \| Received socket Close event. \| 2018-07-17 10:47:36 HTTPS connection to www.sierrachart.com:443 (5) \| Initiating close of socket by core. \| 2018-07-17 10:47:36 HTTPS connection to www.sierrachart.com:443 (5) \| Graceful close received or receive error. Shutdown complete. Closing socket now. \| 2018-07-17 10:47:36 HTTPS connection to www.sierrachart.com:443 (5) \| Closed. \| 2018-07-17 10:47:36 CQG FIX: Connecting to fixapi.cqgtrader.com. Port: 6925. \| 2018-07-17 10:47:39 CQG FIX socket (6) \| Creating socket. Using TLS 1.2. \| 2018-07-17 10:47:39 CQG FIX socket (6) \| Connecting to IP: 208.48.16.214. \| 2018-07-17 10:47:39 CQG FIX: Sending the Logon message. \| 2018-07-17 10:47:39 CQG FIX Trading \| Connected to trading server. \| 2018-07-17 10:47:40 CQG FIX Trading \| Connecting to server api.cqg.com \| 2018-07-17 10:47:40 CQG WebSocket \| Connecting to WebSocket server. \| 2018-07-17 10:47:40 CQG WebSocket socket (7) \| Creating socket. Using TLS 1.2. \| 2018-07-17 10:47:40 CQG WebSocket socket (7) \| Connecting to IP: 118.201.11.218. \| 2018-07-17 10:47:40 CQG WebSocket \| Opening WebSocket. \| 2018-07-17 10:47:41 CQG WebSocket \| Sending WebSocket handshake. \| 2018-07-17 10:47:41 CQG FIX \| FCM name: AMP \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. HTTP/1.1 101 Switching Protocols \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. Connection: upgrade \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. Sec-WebSocket-Accept: chPDY2iJD92wJQv8VhKtg19kyjY= \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. Server: WebSocket++/0.7.0 \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. Upgrade: websocket \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. \| 2018-07-17 10:47:41 CQG WebSocket \| Web socket state is now open. \| 2018-07-17 10:47:41 CQG FIX Trading \| WebSocket connected. \| 2018-07-17 10:47:41 CQG FIX Trading \| Sending market data logon message. \| 2018-07-17 10:47:41 CQG FIX Trading \| Base Time: 2018-07-02T21:50:23. 2018-07-02 21:50:23 \| 2018-07-17 10:47:41 CQG FIX Trading \| Logon successful. Session Token = kuejYSvABJHNkGE1H2db0p3aVWAczggZ48bwTdya7tM2UO/cn/0arKnQEDLWqZGGFpweK0X7+GF \| 2018-07-17 10:47:41 CQG FIX Trading \| Connected to data and trading server. \| 2018-07-17 10:47:41 F.US.FVAU18 1 Min #1 \| Reloading chart. \| 2018-07-17 10:47:56 CQG FIX Trading \| Starting real-time market data updates for: F.US.FVAU18. ID: 1 \| 2018-07-17 10:47:56 CQG FIX Trading \| Sending symbol resolution request for F.US.FVAU18. ID: 821132 \| 2018-07-17 10:47:56 CQG FIX Trading \| Requesting security definition data for: F.US.FVAU18. ID: 1 \| 2018-07-17 10:47:56 Intraday data recording state for symbol F.US.FVAU18 is set to download 'Pending'. \| 2018-07-17 10:47:56 Delaying start of download for F.US.FVAU18 \| 2018-07-17 10:47:56 CQG FIX Trading \| Received symbol resolution report for symbol F.US.FVAU8. Search Symbol: F.US.FVAU18. Request ID: 821132. Contract ID: 1. \| 2018-07-17 10:47:56 CQG FIX Trading \| Requesting market data for F.US.FVAU18 \| 2018-07-17 10:47:56 HD Request # 2 \| Downloading Intraday chart data for F.US.FVAU18 to the file F.US.FVAU18.scid. Service: cqg \| 2018-07-17 10:48:02 HD Request # 2 \| Download start date-time: 2018-07-17 10:23:09.000 \| 2018-07-17 10:48:02 HD Request # 2 \| Using server: ds4.sierracharts.com port 10149 \| 2018-07-17 10:48:02 Socket (8) \| Creating socket. \| 2018-07-17 10:48:02 Socket (8) \| Connecting to IP: 192.81.56.146. \| 2018-07-17 10:48:02 HD Request # 2 \| Setting DTC encoding to Binary VLS \| 2018-07-17 10:48:02 HD Request # 2 \| Sending historical data logon request message. \| 2018-07-17 10:48:02 HD Request # 2 \| Requesting Intraday data. Start date-time: 2018-07-17 10:23:09. Record interval: 0. Symbol: F.US.FVAU18 \| 2018-07-17 10:48:02 HD Request # 2 \| Decompressing data. \| 2018-07-17 10:48:03 HD Request # 2 \| Receiving Intraday data for F.US.FVAU18 starting at 2018-07-17 10:23:09 \| 2018-07-17 10:48:03 HD Request # 2 \| Timestamp of first Intraday data file record written: 2018-07-17 10:23:16 \| 2018-07-17 10:48:03 Socket (8) \| Initiating close of socket by core. \| 2018-07-17 10:48:03 Socket (8) \| Shutdown started. Waiting for graceful close. \| 2018-07-17 10:48:03 Historical data download thread signaled to stop. \| 2018-07-17 10:48:03 HD Request # 2 \| Received 2611 records from 2018-07-17 10:23:09 to 2018-07-17 10:47:38 (24.5 minutes) and wrote 2606 records for F.US.FVAU18 \| 2018-07-17 10:48:03 HD Request # 2 \| Completion time: 1s \| 2018-07-17 10:48:03 HD Request # 2 \| Intraday data download complete for F.US.FVAU18. Unique request ID: 1 \| 2018-07-17 10:48:03 Removed historical data download ID 1 \| 2018-07-17 10:48:03 Real-time Intraday chart data file updates started for F.US.FVAU18 \| 2018-07-17 10:48:03 Intraday chart data file opened for F.US.FVAU18 \| 2018-07-17 10:48:03 Socket (8) \| Socket gracefully closed by remote side. \| 2018-07-17 10:48:03 Socket (8) \| Closed. \| 2018-07-17 10:48:03 F.US.FVAU18 #2 \| Reloading chart. \| 2018-07-17 10:48:16 Requesting market depth updates for: F.US.FVAU18 if supported. \| 2018-07-17 10:48:21 CQG FIX Trading \| Requesting market data including full depth for F.US.FVAU18 \| 2018-07-17 10:48:21 F.US.FVAU18 5 Sec #1 \| Reloading chart. \| 2018-07-17 10:48:36