Login Page - Create Account

Support Board


Date/Time: Fri, 23 Apr 2021 04:51:50 +0000



Post From: Version 2198: Support For Historical Market Depth Data With Denali/Delayed Exchange Feeds

[2020-11-24 19:30:23]
ticinotrader - Posts: 251 | Ending Date: 2021-10-05
Sorry, I was sending it with another SC account that I use with Sierra. On my default SC account (same that I post this message from) using SC's delayed streaming datafeed and worked like a charm - data downloaded very quickly.

Although on my another SC account (this is subscribed to realtime data) I am getting this error message in the log:

HD Request # 140 | Downloading market depth chart data for ZCN21-CBOT. Service: cbot.marketdepth | 2020-11-24 14:27:40.719
HD Request # 140 | Download start date-time: 2020-11-24 00:27:00.000000. | 2020-11-24 14:27:40.726
HD Request # 140 | Using server: exchangehistdata2.sierracharts.com port 10150 | 2020-11-24 14:27:40.726
Socket (2) | Creating socket. | 2020-11-24 14:27:40.727
Socket (2) | New receive buffer size: 5242880 | 2020-11-24 14:27:40.728
Socket (2) | Connecting to IP: 8.18.161.133. | 2020-11-24 14:27:40.728
HD Request # 140 | Setting DTC encoding to Binary VLS | 2020-11-24 14:27:40.995
HD Request # 140 | Sending historical data logon request message. | 2020-11-24 14:27:40.995
Socket (2) | CloseSocket call. | 2020-11-24 14:27:41.125
Socket (2) | 0 bytes remaining in receive buffer when socket closed. | 2020-11-24 14:27:41.125
HD Request # 140 | Error downloading historical Market Depth data for ZCN21-CBOT. Historical data logon error: Data files folder not set for service code: cbot.marketdepth | Username: * | 2020-11-24 14:27:41.125
Socket (2) | Shutdown started. Waiting for graceful close. | 2020-11-24 14:27:41.125
Historical data download thread signaled to stop. | 2020-11-24 14:27:41.125
HD Request # 140 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for ZCN21-CBOT | 2020-11-24 14:27:41.126
HD Request # 140 | Completion time: 1s | 2020-11-24 14:27:41.126
HD Request # 140 | Market depth data download complete for ZCN21-CBOT. Unique request ID: 162 | 2020-11-24 14:27:41.126
Removing historical data download ID 162. | 2020-11-24 14:27:41.126
Real-time market depth file updates started for ZCN21-CBOT | 2020-11-24 14:27:41.126
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ZCN21-CBOT.2020-11-24.depth | 2020-11-24 14:27:41.126
Date Time Of Last Edit: 2020-11-24 19:47:53