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Direct MessagesDate/Time: Tue, 16 Apr 2024 20:33:47 +0000
Post From: SC Real Time data when connected to IB
| [2020-01-21 17:27:56] |
| ertrader - Posts: 640 |
|
Hi support, here is the message log and a screen shot of before and after delete all data and download. The highlighted area shows the inconsistencies. There are others...these were just the most straightforward to show. Note: The Chart is set to Number of trades per bar: 500. The only study is the Numbers bars so you can see the differences. Software version: 2036 64-bit | 2020-01-21 12:14:47.581 Usage end date: 2020-09-21 | 2020-01-21 12:14:47.581 Enabled for: Advanced Features 2. | 2020-01-21 12:14:47.581 Enabled for: Sierra Chart Historical Data Service. | 2020-01-21 12:14:47.581 Enabled for: Denali Real-Time Exchange Data Feed. | 2020-01-21 12:14:47.581 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-01-21 12:14:47.581 Enabled for exchange2: CME (Trading Account Required) | 2020-01-21 12:14:47.581 Enabled for exchange2: CBOT (Trading Account Required) | 2020-01-21 12:14:47.581 Enabled for exchange2: COMEX (Trading Account Required) | 2020-01-21 12:14:47.581 Enabled for exchange2: NYMEX (Trading Account Required) | 2020-01-21 12:14:47.581 Allow Support for Sierra Chart Data Feeds is enabled. | 2020-01-21 12:14:47.581 Current selected Data/Trading service: Interactive Brokers | 2020-01-21 12:14:47.581 Custom symbol settings values: disabled | 2020-01-21 12:14:47.581 Chart Update Interval: 50 | 2020-01-21 12:14:47.581 Intraday Data Storage Time Unit: 0 | 2020-01-21 12:14:47.581 Time Zone: -05:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2020-01-21 12:14:47.581 2020-01-21 11:14:47 Local computer time | 2020-01-21 12:14:47.581 2020-01-21 17:14:47 Local computer time in UTC | 2020-01-21 12:14:47.581 2020-01-21 12:14:47 Local computer time in SC Time Zone | 2020-01-21 12:14:47.581 2020-01-21 15:57:56 Server time in UTC | 2020-01-21 12:14:47.581 Local computer UTC time and Server UTC time difference: 1 seconds. | 2020-01-21 12:14:47.581 Program path: C:\SierraChart\ | 2020-01-21 12:14:47.581 Data Files path: C:\SierraChart\Data\ | 2020-01-21 12:14:47.581 OS Version Number: 10.0 | 2020-01-21 12:14:47.582 Locale Setting: C | 2020-01-21 12:14:47.582 DLLs: AutoGrid_64.dll, AutoTradeOrderFlowV3_64.dll, AutoTradeSignalV9bHLMR_64.dll, BricksTrend_64.dll, CumulativeDelta_64.dll, EdgeTradingGroup.dll, EdgeTradingGroup_64.dll, ETOFSv2.0.dll, ETOFSv2.0_64.dll, ETOFSv3_64.dll, HHLLLine_64.dll, HighestHighLowestLowOverNBars_64.dll, HorizontalLinesOrangeES_64.dll, HorizontalLinesOrange_64.dll, HorizontalLinesRedES_64.dll, HorizontalLinesRed_64.dll, LinearRegressionEndChannel_64.dll, M2M29.dll, M2M29_Imbalance_Private.dll, M2MBox-AT.dll, M2M_Algo_Builder.dll, M2M_Hot_Salsa_Plus.dll | 2020-01-21 12:14:47.582 Interactive Brokers | Connecting to 127.0.0.1:7496 | 2020-01-21 12:15:10.283 Socket (1) | Creating socket. | 2020-01-21 12:15:10.283 Starting TWS auto-login thread. | 2020-01-21 12:15:10.283 Socket (1) | Connecting to IP: 127.0.0.1. | 2020-01-21 12:15:10.283 TWS auto-login thread ending. | 2020-01-21 12:15:10.285 Interactive Brokers | Sending API sign: API | 2020-01-21 12:15:10.787 Interactive Brokers | Sending client version: v100..136 +PACEAPI. Waiting for acceptance. | 2020-01-21 12:15:10.787 Interactive Brokers | TWS server version: 136 | 2020-01-21 12:15:10.808 Interactive Brokers | TWS time: 20200121 11:15:09 Central Standard Time | 2020-01-21 12:15:10.808 Interactive Brokers | Connected. Sending Start API command. | 2020-01-21 12:15:11.058 Interactive Brokers | Waiting for account information. | 2020-01-21 12:15:11.058 IB Account information received. | 2020-01-21 12:15:11.074 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2020-01-21 12:15:11.074 Interactive Brokers | Connected to Live account. | 2020-01-21 12:15:11.074 Interactive Brokers | Year-Month last connected to Live account: 2020-01 | 2020-01-21 12:15:11.074 Interactive Brokers | Connected to data and trading server. | 2020-01-21 12:15:11.074 Triggering next historical data download in queue. | 2020-01-21 12:15:11.074 Triggering next historical data download in queue. | 2020-01-21 12:15:11.074 Triggering next historical data download in queue. | 2020-01-21 12:15:11.074 Triggering next historical data download in queue. | 2020-01-21 12:15:11.074 Next valid order ID: 106 | 2020-01-21 12:15:11.086 Message from IB: Market data farm connection is OK:usfarm.nj. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: Market data farm connection is OK:usopt. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: HMDS data farm connection is OK:euhmds. IB Error Code: 2106. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2020-01-21 12:15:11.086 Message from IB: Sec-def data farm connection is OK:secdefnj. IB Error Code: 2158. Request ID: -1. | 2020-01-21 12:15:11.086 Next valid order ID: 106 | 2020-01-21 12:15:11.086 Using SC exchange feed2. Symbol: ES-######-GLOBEX | 2020-01-21 12:15:11.087 Mapping ES-202003-GLOBEX to ESH20. Service code: cme | 2020-01-21 12:15:11.087 SC Data - All Services | Starting real-time market data updates for: ES-202003-GLOBEX (ESH20). ID: 1 Service code: cme | 2020-01-21 12:15:11.087 SC Data - All Services | Connecting to the server ds22.sierracharts.com. Port 443 | 2020-01-21 12:15:11.087 SC Data - All Services | Requesting security definition data for: ES-202003-GLOBEX (ESH20). ID: 1 | 2020-01-21 12:15:11.087 Using SC exchange feed2. Symbol: ES-######-GLOBEX | 2020-01-21 12:15:11.087 Added historical Intraday data request for ES-202003-GLOBEX to the queue. | 2020-01-21 12:15:11.087 Intraday data recording state for symbol ES-202003-GLOBEX is set to download 'Pending'. | 2020-01-21 12:15:11.087 Triggering next historical data download in queue. | 2020-01-21 12:15:11.087 Next valid order ID: 106 | 2020-01-21 12:15:11.101 Delaying start of download for ES-202003-GLOBEX | 2020-01-21 12:15:11.101 DTC Client socket (2) | Creating socket. | 2020-01-21 12:15:11.128 DTC Client socket (2) | Connecting to IP: 208.185.224.129. | 2020-01-21 12:15:11.128 Using SC exchange feed2. Symbol: MES-######-GLOBEX-USD | 2020-01-21 12:15:11.178 Mapping MES-202003-GLOBEX-USD to MESH20. Service code: cme | 2020-01-21 12:15:11.178 SC Data - All Services | Starting real-time market data updates for: MES-202003-GLOBEX-USD (MESH20). ID: 2 Service code: cme | 2020-01-21 12:15:11.178 SC Data - All Services | Requesting security definition data for: MES-202003-GLOBEX-USD (MESH20). ID: 2 | 2020-01-21 12:15:11.179 SC Data - All Services | Connected to server. | 2020-01-21 12:15:11.190 SC Data - All Services | Starting socket receive thread. | 2020-01-21 12:15:11.190 SC Data - All Services | Sending encoding request to server: Binary VLS | 2020-01-21 12:15:11.191 SC Data - All Services | Setting DTC encoding to Binary VLS | 2020-01-21 12:15:11.275 SC Data - All Services | Sending logon request message. | 2020-01-21 12:15:11.275 SC Data - All Services | Received logon response. | 2020-01-21 12:15:11.769 SC Data - All Services | Server Name: SC Realtime Server. | 2020-01-21 12:15:11.769 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2020-01-21 12:15:11.769 SC Data - All Services | Successfully connected. | 2020-01-21 12:15:11.769 SC Data - All Services | Trading is not supported. | 2020-01-21 12:15:11.769 SC Data - All Services | Restarting real-time data updates for symbol: ES-202003-GLOBEX -> ESH20 | 2020-01-21 12:15:11.769 SC Data - All Services | Restarting real-time data updates for symbol: MES-202003-GLOBEX-USD -> MESH20 | 2020-01-21 12:15:11.769 SC Data - All Services | Received security definition for symbol ES-202003-GLOBEX | 2020-01-21 12:15:11.845 SC Data - All Services | Received security definition for symbol MES-202003-GLOBEX-USD | 2020-01-21 12:15:11.845 Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates (6)) for account: U322* | 2020-01-21 12:15:16.072 Requesting market depth updates for: ES-202003-GLOBEX if supported. | 2020-01-21 12:15:16.072 Interactive Brokers | Received Trade Positions download end message for account U322* | 2020-01-21 12:15:16.082 Interactive Brokers | Begin Trade Positions processing. | 2020-01-21 12:15:16.082 Interactive Brokers | Received Trade Positions for all accounts. Performing final processing. | 2020-01-21 12:15:16.082 SC Data - All Services | Clearing market depth for ES-202003-GLOBEX | 2020-01-21 12:15:16.172 HD Request # 7 | Downloading Intraday chart data for ES-202003-GLOBEX to the file ES-202003-GLOBEX.scid. Service: cme | 2020-01-21 12:15:16.449 HD Request # 7 | Download start date-time: 2020-01-21 12:13:45.000 | 2020-01-21 12:15:16.449 HD Request # 7 | Using server: ds23.sierracharts.com port 10149 | 2020-01-21 12:15:16.449 Socket (3) | Creating socket. | 2020-01-21 12:15:17.025 Socket (3) | Connecting to IP: 216.1.90.130. | 2020-01-21 12:15:17.025 HD Request # 7 | Setting DTC encoding to Binary VLS | 2020-01-21 12:15:17.175 HD Request # 7 | Sending historical data logon request message. | 2020-01-21 12:15:17.175 HD Request # 7 | Requesting Intraday data. Start date-time: 2020-01-21 12:13:45. Record interval: 0. Symbol: ESH20 | 2020-01-21 12:15:17.692 HD Request # 7 | Decompressing data. | 2020-01-21 12:15:17.754 HD Request # 7 | Receiving Intraday data for ES-202003-GLOBEX starting at 2020-01-21 12:13:45 | 2020-01-21 12:15:17.763 Socket (3) | CloseSocket call. | 2020-01-21 12:15:17.764 Socket (3) | Shutdown started. Waiting for graceful close. | 2020-01-21 12:15:17.764 Historical data download thread signaled to stop. | 2020-01-21 12:15:17.764 HD Request # 7 | Timestamp of first Intraday data file record written: 2020-01-21 12:13:49 | 2020-01-21 12:15:17.764 HD Request # 7 | Received 486 records from 2020-01-21 12:13:45.000 to 2020-01-21 12:15:11.001 (86.0 seconds) and wrote 485 records for ES-202003-GLOBEX | 2020-01-21 12:15:17.765 HD Request # 7 | Completion time: 0s | 2020-01-21 12:15:17.768 HD Request # 7 | Intraday data download complete for ES-202003-GLOBEX. Unique request ID: 7 | 2020-01-21 12:15:17.768 Removing historical data download ID 7. | 2020-01-21 12:15:17.768 Real-time Intraday chart data file updates started for ES-202003-GLOBEX | 2020-01-21 12:15:17.768 Intraday chart data file opened for ES-202003-GLOBEX | 2020-01-21 12:15:17.768 Triggering next historical data download in queue. | 2020-01-21 12:15:17.768 Socket (3) | Socket gracefully closed by remote side. | 2020-01-21 12:15:17.832 Socket (3) | Closed. | 2020-01-21 12:15:17.832 Chart #7 has tagged chart #15 for full recalculation. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:17.900 Chart #7 has tagged chart #16 for full recalculation. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:17.900 ES-202003-GLOBEX/MES-202003-GLOBEX-USD [C][M] 5 Min #16 | Performing a full recalculation because it has been tagged. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:17.931 ES-202003-GLOBEX [C][M] 3 Min #15 | Performing a full recalculation because it has been tagged. Chartbook: AutotradeMurrey_ES_IB.cht | 2020-01-21 12:15:18.036 Opened cached Intraday file: C:\SierraChart\Data\ES-202003-GLOBEX.scid | 2020-01-21 12:15:19.268 |
Attachment Deleted.  DataIssues.pdf - Attached On 2020-01-21 17:26:07 UTC - Size: 157.71 KB - 261 views |