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Post From: microsecond timestamp between different Denali feed servers

[2020-09-26 22:50:06] Link To Thread - Link To Post [Go To First Post]
ejtrader - Posts: 688
Here it is from live feed - Today market is closed and have to deal with increasing number of trades on their own. First image captured in the morning(this is after correcting the data using delete/download option) and second image captured in the evening ( all of this under normal circumstance). So this process of incorrect data is NON-stop even if the market is not open. Main instance / live denali feed. Attached is the small portion of log from the message log - when this auto triggered. As you can see it has added 1-4 records on it's own with triggered historical download (though these records are ALREADY part of intraday file. This produces the incorrect count for a trading day. Even if the data is corrected using "delete and download" option for the last trading day - it's NOT guaranteed to stay accurate as another auto triggered historical event would again add additional intraday records making it incorrect again. No historical data client is currently set to download historical Intraday data for YM?##_FUT_CBOT. \| 2020-09-26 18:05:14.304 Real-time Intraday chart data file updates started for YM?##_FUT_CBOT \| 2020-09-26 18:05:14.304 Intraday chart data file opened for YM?##_FUT_CBOT \| 2020-09-26 18:05:14.304 No historical data client is currently set to download historical Intraday data for MES?##_FUT_CME. \| 2020-09-26 18:05:14.304 Real-time Intraday chart data file updates started for MES?##_FUT_CME \| 2020-09-26 18:05:14.304 Intraday chart data file opened for MES?##_FUT_CME \| 2020-09-26 18:05:14.304 No historical data client is currently set to download historical Intraday data for ES?##_FUT_CME. \| 2020-09-26 18:05:14.304 Real-time Intraday chart data file updates started for ES?##_FUT_CME \| 2020-09-26 18:05:14.304 Intraday chart data file opened for ES?##_FUT_CME \| 2020-09-26 18:05:14.304 No historical data client is currently set to download historical Intraday data for NQ?##_FUT_CME. \| 2020-09-26 18:05:14.304 Real-time Intraday chart data file updates started for NQ?##_FUT_CME \| 2020-09-26 18:05:14.304 Intraday chart data file opened for NQ?##_FUT_CME \| 2020-09-26 18:05:14.304 Added historical Intraday data request for NQZ20_FUT_CME to the queue. \| 2020-09-26 18:05:14.304 Intraday data recording state for symbol NQZ20_FUT_CME is set to download 'Pending'. \| 2020-09-26 18:05:14.304 Triggering next historical data download in queue. \| 2020-09-26 18:05:14.304 Added historical Intraday data request for ESZ20_FUT_CME to the queue. \| 2020-09-26 18:05:14.304 Intraday data recording state for symbol ESZ20_FUT_CME is set to download 'Pending'. \| 2020-09-26 18:05:14.304 Added historical Intraday data request for YMZ20_FUT_CBOT to the queue. \| 2020-09-26 18:05:14.304 Intraday data recording state for symbol YMZ20_FUT_CBOT is set to download 'Pending'. \| 2020-09-26 18:05:14.304 Added historical Intraday data request for MESZ20_FUT_CME to the queue. \| 2020-09-26 18:05:14.304 Intraday data recording state for symbol MESZ20_FUT_CME is set to download 'Pending'. \| 2020-09-26 18:05:14.304 HD Request # 57 \| Downloading Intraday chart data for NQZ20_FUT_CME to the file NQZ20_FUT_CME.scid. Service: cme \| 2020-09-26 18:05:14.304 Enabling compression for file: C:\SierraChart\Data\NQZ20_FUT_CME.scid. This may take a while. \| 2020-09-26 18:05:14.305 * HD Request # 57 \| Download start date-time: 2020-09-25 15:59:59.000 \| 2020-09-26 18:05:14.305 HD Request # 57 \| Using server: ds23.sierracharts.com port 10149 \| 2020-09-26 18:05:14.305 Socket (5) \| Creating socket. \| 2020-09-26 18:05:14.305 Socket (5) \| New receive buffer size: 5242880 \| 2020-09-26 18:05:14.305 Socket (5) \| Connecting to IP: 216.1.90.130. \| 2020-09-26 18:05:14.305 SC Futures Order Routing/Data \| Received security definition for symbol YM?##_FUT_CBOT \| 2020-09-26 18:05:14.553 SC Futures Order Routing/Data \| Received security definition for symbol MES?##_FUT_CME \| 2020-09-26 18:05:14.553 SC Futures Order Routing/Data \| Received security definition for symbol ES?##_FUT_CME \| 2020-09-26 18:05:14.582 SC Futures Order Routing/Data \| Received security definition for symbol NQ?##_FUT_CME \| 2020-09-26 18:05:14.582 SC Futures Order Routing/Data \| Received security definition for symbol NQZ20_FUT_CME \| 2020-09-26 18:05:14.582 SC Futures Order Routing/Data \| Received security definition for symbol ESZ20_FUT_CME \| 2020-09-26 18:05:14.582 SC Futures Order Routing/Data \| Received security definition for symbol MESZ20_FUT_CME \| 2020-09-26 18:05:14.582 HD Request # 57 \| Setting DTC encoding to Binary VLS \| 2020-09-26 18:05:14.959 HD Request # 57 \| Sending historical data logon request message. \| 2020-09-26 18:05:14.959 HD Request # 57 \| Requesting Intraday data. Start date-time: 2020-09-25 15:59:59. Record interval: 0. Symbol: NQZ20 \| 2020-09-26 18:05:19.729 HD Request # 57 \| Decompressing data. \| 2020-09-26 18:05:19.811 HD Request # 57 \| Receiving Intraday data for NQZ20_FUT_CME starting at 2020-09-25 15:59:59.061000 \| 2020-09-26 18:05:19.811 Socket (5) \| CloseSocket call. \| 2020-09-26 18:05:19.811 Socket (5) \| 0 bytes remaining in receive buffer when socket closed. \| 2020-09-26 18:05:19.811 Socket (5) \| Shutdown started. Waiting for graceful close. \| 2020-09-26 18:05:19.811 Historical data download thread signaled to stop. \| 2020-09-26 18:05:19.811 HD Request # 57 \| Timestamp of first Intraday data file record written: 2020-09-25 15:59:59.910001 \| 2020-09-26 18:05:19.812 HD Request # 57 \| Received 4 records from 2020-09-25 15:59:59.061 to 2020-09-25 15:59:59.910 (0.8 seconds) and wrote 1 record for NQZ20_FUT_CME \| 2020-09-26 18:05:19.812 HD Request # 57 \| Completion time: 5s \| 2020-09-26 18:05:19.815 HD Request # 57 \| Intraday data download complete for NQZ20_FUT_CME. Unique request ID: 58 \| 2020-09-26 18:05:19.815 Removing historical data download ID 58. \| 2020-09-26 18:05:19.815 Real-time Intraday chart data file updates started for NQZ20_FUT_CME \| 2020-09-26 18:05:19.815 Intraday chart data file opened for NQZ20_FUT_CME \| 2020-09-26 18:05:19.815 HD Request # 57 \| Enabling Intraday chart updating for symbol. \| 2020-09-26 18:05:19.815 Triggering next historical data download in queue. \| 2020-09-26 18:05:19.815 HD Request # 58 \| Downloading Intraday chart data for ESZ20_FUT_CME to the file ESZ20_FUT_CME.scid. Service: cme \| 2020-09-26 18:05:19.816 Enabling compression for file: C:\SierraChart\Data\ESZ20_FUT_CME.scid. This may take a while. \| 2020-09-26 18:05:19.816 * HD Request # 58 \| Download start date-time: 2020-09-25 15:59:59.000 \| 2020-09-26 18:05:19.816 HD Request # 58 \| Using server: ds21.sierracharts.com port 10150 \| 2020-09-26 18:05:19.816 Socket (6) \| Creating socket. \| 2020-09-26 18:05:19.816 Socket (6) \| New receive buffer size: 5242880 \| 2020-09-26 18:05:19.816 Socket (6) \| Connecting to IP: 216.1.90.129. \| 2020-09-26 18:05:19.816 Socket (5) \| Socket gracefully closed by remote side. \| 2020-09-26 18:05:19.884 Socket (5) \| Closed. \| 2020-09-26 18:05:19.884 HD Request # 58 \| Setting DTC encoding to Binary VLS \| 2020-09-26 18:05:19.963 HD Request # 58 \| Sending historical data logon request message. \| 2020-09-26 18:05:19.963 HD Request # 58 \| Requesting Intraday data. Start date-time: 2020-09-25 15:59:59. Record interval: 0. Symbol: ESZ20 \| 2020-09-26 18:05:20.032 HD Request # 58 \| Decompressing data. \| 2020-09-26 18:05:20.100 HD Request # 58 \| Receiving Intraday data for ESZ20_FUT_CME starting at 2020-09-25 15:59:59.144000 \| 2020-09-26 18:05:20.101 Socket (6) \| CloseSocket call. \| 2020-09-26 18:05:20.101 Socket (6) \| 0 bytes remaining in receive buffer when socket closed. \| 2020-09-26 18:05:20.101 Socket (6) \| Shutdown started. Waiting for graceful close. \| 2020-09-26 18:05:20.101 Historical data download thread signaled to stop. \| 2020-09-26 18:05:20.102 HD Request # 58 \| Timestamp of first Intraday data file record written: 2020-09-25 15:59:59.973001 \| 2020-09-26 18:05:20.102 HD Request # 58 \| Received 17 records from 2020-09-25 15:59:59.144 to 2020-09-25 15:59:59.973 (0.8 seconds) and wrote 1 record for ESZ20_FUT_CME \| 2020-09-26 18:05:20.102 HD Request # 58 \| Completion time: 1s \| 2020-09-26 18:05:20.105 HD Request # 58 \| Intraday data download complete for ESZ20_FUT_CME. Unique request ID: 59 \| 2020-09-26 18:05:20.105 Removing historical data download ID 59. \| 2020-09-26 18:05:20.105 Real-time Intraday chart data file updates started for ESZ20_FUT_CME \| 2020-09-26 18:05:20.105 Intraday chart data file opened for ESZ20_FUT_CME \| 2020-09-26 18:05:20.105 HD Request # 58 \| Enabling Intraday chart updating for symbol. \| 2020-09-26 18:05:20.105 Triggering next historical data download in queue. \| 2020-09-26 18:05:20.105 HD Request # 59 \| Downloading Intraday chart data for YMZ20_FUT_CBOT to the file YMZ20_FUT_CBOT.scid. Service: cbot \| 2020-09-26 18:05:20.105 Enabling compression for file: C:\SierraChart\Data\YMZ20_FUT_CBOT.scid. This may take a while. \| 2020-09-26 18:05:20.105 * HD Request # 59 \| Download start date-time: 2020-09-25 15:59:59.000 \| 2020-09-26 18:05:20.105 HD Request # 59 \| Using server: ds21.sierracharts.com port 10149 \| 2020-09-26 18:05:20.105 Socket (5) \| Creating socket. \| 2020-09-26 18:05:20.105 Socket (5) \| New receive buffer size: 5242880 \| 2020-09-26 18:05:20.105 Socket (5) \| Connecting to IP: 216.1.90.129. \| 2020-09-26 18:05:20.105 Socket (6) \| Socket gracefully closed by remote side. \| 2020-09-26 18:05:20.173 Socket (6) \| Closed. \| 2020-09-26 18:05:20.173 HD Request # 59 \| Setting DTC encoding to Binary VLS \| 2020-09-26 18:05:20.252 HD Request # 59 \| Sending historical data logon request message. \| 2020-09-26 18:05:20.252 HD Request # 59 \| Requesting Intraday data. Start date-time: 2020-09-25 15:59:59. Record interval: 0. Symbol: YMZ20 \| 2020-09-26 18:05:23.379 HD Request # 59 \| Decompressing data. \| 2020-09-26 18:05:23.448 HD Request # 59 \| Receiving Intraday data for YMZ20_FUT_CBOT starting at 2020-09-25 15:59:59.020000 \| 2020-09-26 18:05:23.449 Socket (5) \| CloseSocket call. \| 2020-09-26 18:05:23.449 Socket (5) \| 0 bytes remaining in receive buffer when socket closed. \| 2020-09-26 18:05:23.449 Socket (5) \| Shutdown started. Waiting for graceful close. \| 2020-09-26 18:05:23.449 Historical data download thread signaled to stop. \| 2020-09-26 18:05:23.449 HD Request # 59 \| Timestamp of first Intraday data file record written: 2020-09-25 15:59:59.020001 \| 2020-09-26 18:05:23.449 HD Request # 59 \| Received 1 record from 2020-09-25 15:59:59.020 to 2020-09-25 15:59:59.020 (0.0 seconds) and wrote 1 record for YMZ20_FUT_CBOT \| 2020-09-26 18:05:23.449 HD Request # 59 \| Completion time: 3s \| 2020-09-26 18:05:23.453 HD Request # 59 \| Intraday data download complete for YMZ20_FUT_CBOT. Unique request ID: 60 \| 2020-09-26 18:05:23.453 Removing historical data download ID 60. \| 2020-09-26 18:05:23.453 Real-time Intraday chart data file updates started for YMZ20_FUT_CBOT \| 2020-09-26 18:05:23.453 Intraday chart data file opened for YMZ20_FUT_CBOT \| 2020-09-26 18:05:23.453 HD Request # 59 \| Enabling Intraday chart updating for symbol. \| 2020-09-26 18:05:23.453 Triggering next historical data download in queue. \| 2020-09-26 18:05:23.454 HD Request # 60 \| Downloading Intraday chart data for MESZ20_FUT_CME to the file MESZ20_FUT_CME.scid. Service: cme \| 2020-09-26 18:05:23.455 Enabling compression for file: C:\SierraChart\Data\MESZ20_FUT_CME.scid. This may take a while. \| 2020-09-26 18:05:23.455 * HD Request # 60 \| Download start date-time: 2020-09-25 15:59:59.000 \| 2020-09-26 18:05:23.455 HD Request # 60 \| Using server: ds21.sierracharts.com port 10150 \| 2020-09-26 18:05:23.455 Socket (6) \| Creating socket. \| 2020-09-26 18:05:23.455 Socket (6) \| New receive buffer size: 5242880 \| 2020-09-26 18:05:23.455 Socket (6) \| Connecting to IP: 216.1.90.129. \| 2020-09-26 18:05:23.455 Socket (5) \| Socket gracefully closed by remote side. \| 2020-09-26 18:05:23.516 Socket (5) \| Closed. \| 2020-09-26 18:05:23.516 HD Request # 60 \| Setting DTC encoding to Binary VLS \| 2020-09-26 18:05:23.594 HD Request # 60 \| Sending historical data logon request message. \| 2020-09-26 18:05:23.594 HD Request # 60 \| Requesting Intraday data. Start date-time: 2020-09-25 15:59:59. Record interval: 0. Symbol: MESZ20 \| 2020-09-26 18:05:23.663 HD Request # 60 \| Decompressing data. \| 2020-09-26 18:05:23.731 HD Request # 60 \| Receiving Intraday data for MESZ20_FUT_CME starting at 2020-09-25 15:59:59.118000 \| 2020-09-26 18:05:23.732 Socket (6) \| CloseSocket call. \| 2020-09-26 18:05:23.733 Socket (6) \| 0 bytes remaining in receive buffer when socket closed. \| 2020-09-26 18:05:23.733 Socket (6) \| Shutdown started. Waiting for graceful close. \| 2020-09-26 18:05:23.733 Historical data download thread signaled to stop. \| 2020-09-26 18:05:23.734 HD Request # 60 \| Timestamp of first Intraday data file record written: 2020-09-25 15:59:59.599004 \| 2020-09-26 18:05:23.734 HD Request # 60 \| Received 5 records from 2020-09-25 15:59:59.118 to 2020-09-25 15:59:59.599 (0.5 seconds) and wrote 4 records for MESZ20_FUT_CME \| 2020-09-26 18:05:23.734 HD Request # 60 \| Completion time: 0s \| 2020-09-26 18:05:23.740 HD Request # 60 \| Intraday data download complete for MESZ20_FUT_CME. Unique request ID: 61 \| 2020-09-26 18:05:23.740 Removing historical data download ID 61. \| 2020-09-26 18:05:23.740 Real-time Intraday chart data file updates started for MESZ20_FUT_CME \| 2020-09-26 18:05:23.740 Intraday chart data file opened for MESZ20_FUT_CME \| 2020-09-26 18:05:23.740 HD Request # 60 \| Enabling Intraday chart updating for symbol. \| 2020-09-26 18:05:23.740 Date Time Of Last Edit: 2020-09-27 11:19:47


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