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Date/Time: Fri, 23 Apr 2021 04:57:41 +0000



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

[2020-12-15 03:37:40]
Chad - Posts: 183 | Ending Date: 2021-09-08
Message Log contents:

Software version: 2207 64-bit | 2020-12-14 21:27:00.269
Primary Thread ID: 60816 | 2020-12-14 21:27:00.269
Usage end date: 2021-09-08 | 2020-12-14 21:27:00.269
Enabled for: Sierra Chart Historical Data Service. | 2020-12-14 21:27:00.269
Enabled for: Denali Real-Time Exchange Data Feed. | 2020-12-14 21:27:00.269
Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-12-14 21:27:00.269
Enabled for exchange2: COMEX | 2020-12-14 21:27:00.269
Enabled for exchange2: NYMEX | 2020-12-14 21:27:00.269
Allow Support for Sierra Chart Data Feeds is enabled. | 2020-12-14 21:27:00.269
Current selected Data/Trading service: SC Data - All Services | 2020-12-14 21:27:00.269
Custom symbol settings values: enabled | 2020-12-14 21:27:00.269
Chart Update Interval: 10 | 2020-12-14 21:27:00.269
Intraday Data Storage Time Unit: 0 | 2020-12-14 21:27:00.269
Time Zone: -06:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2020-12-14 21:27:00.269
2020-12-15 03:27:00 Local computer time in UTC | 2020-12-14 21:27:00.269
2020-12-14 21:27:00 Local computer time in SC Time Zone | 2020-12-14 21:27:00.269
2020-12-15 03:26:36 Server time in UTC | 2020-12-14 21:27:00.269
Local computer UTC time and Server UTC time difference: 0 seconds. | 2020-12-14 21:27:00.269
Program path: C:\SierraChart\ | 2020-12-14 21:27:00.269
Data Files path: C:\SierraChart\Data\ | 2020-12-14 21:27:00.269
OS Version Number: 6.1 | 2020-12-14 21:27:00.270
Locale Setting: C | 2020-12-14 21:27:00.270
DLLs: [[i]I removed this for brevity[/i]]
Allowed protected custom studies: SST_FreeBundle | 2020-12-14 21:27:00.272

HGH21 1 Trades #1 | Reloading chart. | 2020-12-14 21:27:21.934
Mapping HGH21 to HGH21. Service code: comex | 2020-12-14 21:27:22.670
SC Data - All Services | Starting real-time market data updates for: HGH21 (HGH21). ID: 1 Service code: comex | 2020-12-14 21:27:22.694
SC Data - All Services | Connecting to the server ds12-2.sierracharts.com. Port 443 | 2020-12-14 21:27:22.712
SC Data - All Services | Requesting security definition data for: HGH21 (HGH21). ID: 1 | 2020-12-14 21:27:22.713
Requesting market depth updates for: HGH21 if supported. | 2020-12-14 21:27:22.713
Separate subscription for market depth updates not supported. HGH21 | 2020-12-14 21:27:22.713
Starting DelayedDownloadMonitoringTimer | 2020-12-14 21:27:22.713
Starting HDTimeoutTimer | 2020-12-14 21:27:22.713
Added historical Intraday data request for HGH21 to the queue. | 2020-12-14 21:27:22.713
Intraday data recording state for symbol HGH21 is set to download 'Pending'. | 2020-12-14 21:27:22.713
Triggering next historical data download in queue. | 2020-12-14 21:27:22.713
Delaying start of download for HGH21 | 2020-12-14 21:27:22.717
DTC Client socket (1) | Creating socket. | 2020-12-14 21:27:22.845
DTC Client socket (1) | New receive buffer size: 5242880 | 2020-12-14 21:27:22.845
DTC Client socket (1) | Connecting to IP: 204.15.197.13. | 2020-12-14 21:27:22.845
SC Data - All Services | Network connection to server complete. | 2020-12-14 21:27:22.899
SC Data - All Services | Starting socket receive thread. | 2020-12-14 21:27:22.920
SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2020-12-14 21:27:22.929
SC Data - All Services | Setting DTC encoding to Binary VLS | 2020-12-14 21:27:22.979
SC Data - All Services | Sending logon request message. | 2020-12-14 21:27:22.979
SC Data - All Services | Received logon response. | 2020-12-14 21:27:23.793
SC Data - All Services | Server Name: SC Realtime Server. | 2020-12-14 21:27:23.793
SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2020-12-14 21:27:23.793
SC Data - All Services | Successfully connected. | 2020-12-14 21:27:23.793
SC Data - All Services | Trading is not supported. | 2020-12-14 21:27:23.793
Real-time market depth file updates started for HGH21 | 2020-12-14 21:27:23.808
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\HGH21.2020-12-15.depth | 2020-12-14 21:27:23.809
SC Data - All Services | Restarting real-time data updates for symbol: HGH21 -> HGH21. Market Depth data restarted. | 2020-12-14 21:27:23.809
SC Data - All Services | Clearing market depth for HGH21 | 2020-12-14 21:27:23.919
Enabling compression for file: C:\SierraChart\Data\MarketDepthData\HGH21.2020-12-15.depth. This may take a while. | 2020-12-14 21:27:24.049
File compression enabled. C:\SierraChart\Data\MarketDepthData\HGH21.2020-12-15.depth. CompressionState=2 | 2020-12-14 21:27:24.049
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\HGH21.2020-12-15.depth | 2020-12-14 21:27:24.049
SC Data - All Services | Received security definition for symbol HGH21 | 2020-12-14 21:27:24.049
Loading market depth data. | 2020-12-14 21:27:25.091
Loaded depth data records for HGH21 2020-12-11 from 2020-12-11 14:13:21.920000 to 2020-12-11 14:29:29.384270. | 2020-12-14 21:27:25.169
Loaded depth data records for HGH21 2020-12-14 from 2020-12-14 07:13:34.187000 to 2020-12-14 08:53:47.017000. | 2020-12-14 21:27:26.188
Market Depth Historical Graph | Current service package does not support this function. Select 'Help >> Account Control Panel' to change your package. | 2020-12-14 21:27:26.391
Market Depth Historical Graph | Current service package does not support this function. Select 'Help >> Account Control Panel' to change your package. | 2020-12-14 21:27:26.407
Market Depth Historical Graph | Current service package does not support this function. Select 'Help >> Account Control Panel' to change your package. | 2020-12-14 21:27:27.375
HD Request # 1 | Downloading Intraday chart data for HGH21 to the file HGH21.scid. Service: comex | 2020-12-14 21:27:28.793
HD Request # 1 | Download start date-time: 2020-12-14 08:53:47.000000. File last date-time: 2020-12-14 08:53:47.017002 | 2020-12-14 21:27:28.797
HD Request # 1 | Using server: ds23.sierracharts.com port 10150 | 2020-12-14 21:27:28.797
Socket (2) | Creating socket. | 2020-12-14 21:27:28.865
Socket (2) | New receive buffer size: 5242880 | 2020-12-14 21:27:28.865
Socket (2) | Connecting to IP: 216.1.90.130. | 2020-12-14 21:27:28.865
HD Request # 1 | Setting DTC encoding to Binary VLS | 2020-12-14 21:27:28.976
HD Request # 1 | Sending historical data logon request message. | 2020-12-14 21:27:28.976
HD Request # 1 | Requesting Intraday data. Start date-time: 2020-12-14 08:53:47. Record interval: 0. Symbol: HGH21 | 2020-12-14 21:27:29.475
HD Request # 1 | Decompressing data. | 2020-12-14 21:27:29.599
HD Request # 1 | Receiving Intraday data for HGH21 starting at 2020-12-14 08:53:47.017000 | 2020-12-14 21:27:29.740
Socket (2) | CloseSocket call. | 2020-12-14 21:27:29.853
Socket (2) | 0 bytes remaining in receive buffer when socket closed. | 2020-12-14 21:27:29.853
Socket (2) | Shutdown started. Waiting for graceful close. | 2020-12-14 21:27:29.853
Historical data download thread signaled to stop. | 2020-12-14 21:27:29.876
HD Request # 1 | Timestamp of first Intraday data file record written: 2020-12-14 08:53:49.662000 | 2020-12-14 21:27:29.877
HD Request # 1 | Received 19742 records from 2020-12-14 08:53:47.017000 to 2020-12-14 21:27:25.525000 (12.6 hours) and wrote 19739 records for HGH21 | 2020-12-14 21:27:29.877
HD Request # 1 | Add time&sales data | Remembered last file record date-time: 2020-12-15 03:27:25.525000 | 2020-12-14 21:27:29.893
Added 5 Time and Sales records to Intraday data file for HGH21 after download. | 2020-12-14 21:27:29.893
Socket (2) | Socket gracefully closed by remote side. | 2020-12-14 21:27:29.899
Socket (2) | Closed. | 2020-12-14 21:27:29.899
HD Request # 1 | Completion time: 1s | 2020-12-14 21:27:29.906
HD Request # 1 | Intraday data download complete for HGH21. Unique request ID: 1 | 2020-12-14 21:27:29.906
Removing historical data download ID 1. | 2020-12-14 21:27:29.906
Real-time Intraday chart data file updates started for HGH21 | 2020-12-14 21:27:29.906
Intraday chart data file opened for HGH21 | 2020-12-14 21:27:29.906
HD Request # 1 | Enabling Intraday chart updating for symbol. | 2020-12-14 21:27:29.906

Triggering next historical data download in queue. | 2020-12-14 21:27:29.906
Opened cached Intraday file: C:\SierraChart\Data\HGH21.scid. Thread ID: 60600 | 2020-12-14 21:27:35.086
The message log has been sent to support. | 2020-12-14 21:34:10.786
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Creating socket. Using TLS 1.2. | 2020-12-14 21:34:10.786
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | New receive buffer size: 32768 | 2020-12-14 21:34:10.786
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Connecting to IP: 46.4.97.203. | 2020-12-14 21:34:10.791
Sending of the Message Log is completed. The response was saved to C:\SierraChart\Data\MessageLogAnalysis.htm | 2020-12-14 21:34:11.846
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | CloseSocket call. | 2020-12-14 21:34:12.091
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | 0 bytes remaining in receive buffer when socket closed. | 2020-12-14 21:34:12.091
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Shutdown started. Waiting for graceful close. | 2020-12-14 21:34:12.091
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Socket gracefully closed by remote side. | 2020-12-14 21:34:12.231
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Closed. | 2020-12-14 21:34:12.231

Steps I took before copying log:
1) launch SC & clear Message Log
2) open Chartbook with 1 Chart window - intraday tick chart of HGH21 (COMEX Copper Mar '21), 15 days to load per Chart Settings
3) scrolled to earliest time in Chart, R clicked and selected 'Download Depth Data from Date-Time'
4) waited 5 minutes to see if Message Log reported anything pertaining to Step (3)
Date Time Of Last Edit: 2020-12-15 03:38:18