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Direct MessagesDate/Time: Sun, 05 May 2024 06:02:58 +0000
Post From: MBO data not visible
| [2021-05-05 20:20:34] |
| brym.stone - Posts: 4 |
|
Do you have the regular Market Depth showing for the symbol?
Yes. I can see the market depth.Symbol is ES-202116-GLOBEX Software version: 2253 64-bit | 2021-05-05 21:17:26.654 Primary Thread ID: 2612 | 2021-05-05 21:17:26.654 Usage end date: 2021-06-15 | 2021-05-05 21:17:26.654 Enabled for: Advanced Features 2. | 2021-05-05 21:17:26.654 Enabled for: Sierra Chart Historical Data Service. | 2021-05-05 21:17:26.654 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-05-05 21:17:26.654 Enabled for: Delayed Denali Exchange Data Feed. | 2021-05-05 21:17:26.654 Enabled for exchange2: CME | 2021-05-05 21:17:26.654 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-05-05 21:17:26.654 Current selected Data/Trading service: Interactive Brokers | 2021-05-05 21:17:26.654 Custom symbol settings values: enabled | 2021-05-05 21:17:26.654 Chart Update Interval: 10 | 2021-05-05 21:17:26.654 Intraday Data Storage Time Unit: 0 | 2021-05-05 21:17:26.654 Time Zone: +01:00:00 (GMT+00BST+01,M3.5.0/01:00,M10.5.0/02:00) | 2021-05-05 21:17:26.654 2021-05-05 20:17:26 Local computer time in UTC | 2021-05-05 21:17:26.654 2021-05-05 21:17:26 Local computer time in SC Time Zone | 2021-05-05 21:17:26.654 2021-05-05 14:19:53 Server time in UTC | 2021-05-05 21:17:26.654 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-05-05 21:17:26.654 Program path: C:\SierraChart\ | 2021-05-05 21:17:26.654 Data Files path: C:\SierraChart\Data\ | 2021-05-05 21:17:26.654 OS Version Number: 10.0 | 2021-05-05 21:17:26.654 Locale Setting: C | 2021-05-05 21:17:26.654 DLLs: UserContributedStudies_64.dll | 2021-05-05 21:17:26.654 Allowed protected custom studies: | 2021-05-05 21:17:26.654 File >> Disconnect selected. | 2021-05-05 21:18:02.305 IB TWS socket (1) | CloseSocket call. | 2021-05-05 21:18:02.310 IB TWS socket (1) | Shutdown started. Waiting for graceful close. | 2021-05-05 21:18:02.310 SC Data - All Services (Market Orders Data) | Waiting for socket receive thread to end | 2021-05-05 21:18:02.310 DTC Client socket (3) | CloseSocket call. | 2021-05-05 21:18:02.310 DTC Client socket (3) | Shutdown started. Waiting for graceful close. | 2021-05-05 21:18:02.310 SC Data - All Services (Market Orders Data) | Disconnected from the server. | 2021-05-05 21:18:02.310 IB TWS socket (1) | Socket gracefully closed by remote side. | 2021-05-05 21:18:02.311 IB TWS socket (1) | Closed. | 2021-05-05 21:18:02.311 SC Data - All Services | Waiting for socket receive thread to end | 2021-05-05 21:18:02.311 DTC Client socket (2) | CloseSocket call. | 2021-05-05 21:18:02.312 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2021-05-05 21:18:02.312 SC Data - All Services | Disconnected from the server. | 2021-05-05 21:18:02.312 Interactive Brokers | Disconnected. | 2021-05-05 21:18:02.312 DTC Client socket (3) | Socket gracefully closed by remote side. | 2021-05-05 21:18:02.426 DTC Client socket (3) | Closed. | 2021-05-05 21:18:02.426 DTC Client socket (2) | Socket gracefully closed by remote side. | 2021-05-05 21:18:02.426 DTC Client socket (2) | Closed. | 2021-05-05 21:18:02.426 Interactive Brokers | Connecting to 127.0.0.1:7496 | 2021-05-05 21:18:12.841 IB TWS socket (1) | Creating socket. | 2021-05-05 21:18:12.841 IB TWS socket (1) | New receive buffer size: 5242880 | 2021-05-05 21:18:12.841 IB TWS socket (1) | Connecting to IP: 127.0.0.1. | 2021-05-05 21:18:12.841 Interactive Brokers | Sending API sign: API | 2021-05-05 21:18:13.343 Interactive Brokers | Sending client version: v100..136 +PACEAPI. Waiting for acceptance. | 2021-05-05 21:18:13.343 Interactive Brokers | TWS server version: 136 | 2021-05-05 21:18:13.370 Interactive Brokers | TWS time: 20210505 21:18:13 British Summer Time | 2021-05-05 21:18:13.370 Interactive Brokers | Connected. Sending Start API command. | 2021-05-05 21:18:13.625 Interactive Brokers | Waiting for account information. | 2021-05-05 21:18:13.625 IB Account information received. | 2021-05-05 21:18:13.626 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2021-05-05 21:18:13.626 Interactive Brokers | Connected to Live account. | 2021-05-05 21:18:13.626 Interactive Brokers | Connected to server complete. | 2021-05-05 21:18:13.626 Triggering next historical data download in queue. | 2021-05-05 21:18:13.626 Triggering next historical data download in queue. | 2021-05-05 21:18:13.626 Triggering next historical data download in queue. | 2021-05-05 21:18:13.626 Triggering next historical data download in queue. | 2021-05-05 21:18:13.626 Updated verified funded futures trading account ending date to: 2021-06-04 20:18:13 | 2021-05-05 21:18:13.626 Next valid order ID: 110 | 2021-05-05 21:18:13.629 Message from IB: Sec-def data farm connection is OK:secdefeu. IB Error Code: 2158. Request ID: -1. | 2021-05-05 21:18:13.629 No download requests in the queue to start downloads for. | 2021-05-05 21:18:13.629 No download requests in the queue to start downloads for. | 2021-05-05 21:18:13.629 No download requests in the queue to start downloads for. | 2021-05-05 21:18:13.629 No download requests in the queue to start downloads for. | 2021-05-05 21:18:13.629 Next valid order ID: 110 | 2021-05-05 21:18:13.630 Mapping ES-202106-GLOBEX to ESM21. Service code: cme | 2021-05-05 21:18:13.630 SC Data - All Services | Starting real-time market data updates for: ES-202106-GLOBEX (ESM21). ID: 1 Service code: cme | 2021-05-05 21:18:13.630 SC Data - All Services | Connecting to the server ds5-2.sierracharts.com. Port 443 | 2021-05-05 21:18:13.630 SC Data - All Services | Requesting security definition data for: ES-202106-GLOBEX (ESM21). ID: 1 | 2021-05-05 21:18:13.630 Next valid order ID: 110 | 2021-05-05 21:18:13.631 Added historical Intraday data request for ES-202106-GLOBEX to the queue. | 2021-05-05 21:18:13.632 Intraday data recording state for symbol ES-202106-GLOBEX is set to download 'Pending'. | 2021-05-05 21:18:13.632 Triggering next historical data download in queue. | 2021-05-05 21:18:13.632 Delaying start of download for ES-202106-GLOBEX | 2021-05-05 21:18:13.633 DTC Client socket (2) | Creating socket. | 2021-05-05 21:18:13.690 DTC Client socket (2) | New receive buffer size: 5242880 | 2021-05-05 21:18:13.690 DTC Client socket (2) | Connecting to IP: 51.195.180.15. | 2021-05-05 21:18:13.690 SC Data - All Services | Network connection to server complete. | 2021-05-05 21:18:13.767 SC Data - All Services | Starting socket receive thread. | 2021-05-05 21:18:13.767 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: high | 2021-05-05 21:18:13.767 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-05-05 21:18:13.848 SC Data - All Services | Sending logon request message. | 2021-05-05 21:18:13.848 SC Data - All Services | Received logon response. | 2021-05-05 21:18:14.213 SC Data - All Services | Server Name: SC Realtime Server. | 2021-05-05 21:18:14.213 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-05-05 21:18:14.213 SC Data - All Services | Successfully connected. | 2021-05-05 21:18:14.213 SC Data - All Services | Trading is not supported. | 2021-05-05 21:18:14.213 SC Data - All Services | Restarting real-time data updates for symbol: ES-202106-GLOBEX -> ESM21 | 2021-05-05 21:18:14.213 Added historical Market depth datarequest for ES-202106-GLOBEX to the queue. | 2021-05-05 21:18:14.248 Market depth data recording state for symbol ES-202106-GLOBEX is set to download 'Pending'. | 2021-05-05 21:18:14.248 Triggering next historical data download in queue. | 2021-05-05 21:18:14.248 HD Request # 9 | Downloading market depth chart data for ES-202106-GLOBEX. Service: cme.marketdepth | 2021-05-05 21:18:14.248 HD Request # 9 | Download start date-time: 2021-05-05 21:18:02.310197. | 2021-05-05 21:18:14.249 SC Data - All Services | Received security definition for symbol ES-202106-GLOBEX | 2021-05-05 21:18:14.249 HD Request # 9 | Using server: ds21.sierracharts.com port 10149 | 2021-05-05 21:18:14.249 Socket (4) | Creating socket. | 2021-05-05 21:18:14.313 Socket (4) | New receive buffer size: 5242880 | 2021-05-05 21:18:14.313 Socket (4) | Connecting to IP: 216.1.90.129. | 2021-05-05 21:18:14.313 HD Request # 9 | Setting DTC encoding to Binary VLS | 2021-05-05 21:18:14.554 HD Request # 9 | Sending historical data logon request message. | 2021-05-05 21:18:14.554 HD Request # 9 | Requesting market depth data. Start date-time: 2021-05-05 21:18:02. Symbol: ESM21 | 2021-05-05 21:18:15.113 HD Request # 9 | Decompressing data. | 2021-05-05 21:18:15.223 Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates (6)) for account: U546* | 2021-05-05 21:18:18.629 Requesting market depth updates for: ES-202106-GLOBEX if supported. | 2021-05-05 21:18:18.629 SC Data - All Services (Market Orders Data) | Connecting to the server ds5-2.sierracharts.com. Port 10060 | 2021-05-05 21:18:18.630 DTC Client socket (3) | Creating socket. | 2021-05-05 21:18:18.631 DTC Client socket (3) | New receive buffer size: 5242880 | 2021-05-05 21:18:18.631 DTC Client socket (3) | Connecting to IP: 51.195.180.15. | 2021-05-05 21:18:18.631 SC Data - All Services (Market Orders Data) | Network connection to server complete. | 2021-05-05 21:18:18.676 SC Data - All Services (Market Orders Data) | Starting socket receive thread. | 2021-05-05 21:18:18.676 SC Data - All Services (Market Orders Data) | Sending encoding request to server: Binary VLS. Compression: high | 2021-05-05 21:18:18.676 Interactive Brokers | Begin Trade Positions processing. | 2021-05-05 21:18:18.708 Interactive Brokers | Received Trade Positions download end message for account U546* | 2021-05-05 21:18:18.708 Interactive Brokers | Received Trade Positions for all accounts. Performing final processing. | 2021-05-05 21:18:18.708 SC Data - All Services (Market Orders Data) | Setting DTC encoding to Binary VLS | 2021-05-05 21:18:18.730 SC Data - All Services (Market Orders Data) | Sending logon request message. | 2021-05-05 21:18:18.730 SC Data - All Services | Clearing market depth for ES-202106-GLOBEX | 2021-05-05 21:18:18.730 SC Data - All Services (Market Orders Data) | Received logon response. | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Server Name: SC Realtime Server. | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Server protocol version: 8. Client protocol version: 8 | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Successfully connected. | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Trading is not supported. | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESM21. MinimumMarketByOrderQuantity: 0. Service code: cme | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: ES-202106-GLOBEX -> ESM21 | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Real-time data for symbol ES-202106-GLOBEX is currently unavailable. | 2021-05-05 21:18:18.961 HD Request # 10 | Downloading Intraday chart data for ES-202106-GLOBEX to the file ES-202106-GLOBEX.scid. Service: cme | 2021-05-05 21:18:19.575 HD Request # 10 | Download start date-time: 2021-05-05 21:14:59.000000. File last date-time: 2021-05-05 21:14:59.938000 | 2021-05-05 21:18:19.576 HD Request # 10 | Using server: ds21.sierracharts.com port 10149 | 2021-05-05 21:18:19.576 Socket (5) | Creating socket. | 2021-05-05 21:18:19.576 Socket (5) | New receive buffer size: 5242880 | 2021-05-05 21:18:19.576 Socket (5) | Connecting to IP: 216.1.90.129. | 2021-05-05 21:18:19.576 HD Request # 10 | Setting DTC encoding to Binary VLS | 2021-05-05 21:18:19.824 HD Request # 10 | Sending historical data logon request message. | 2021-05-05 21:18:19.824 HD Request # 10 | Requesting Intraday data. Start date-time: 2021-05-05 21:14:59. Record interval: 0. Symbol: ESM21 | 2021-05-05 21:18:19.947 HD Request # 10 | Decompressing data. | 2021-05-05 21:18:20.054 HD Request # 10 | Receiving Intraday data for ES-202106-GLOBEX starting at 2021-05-05 21:14:59.026000 | 2021-05-05 21:18:20.054 Socket (5) | CloseSocket call. | 2021-05-05 21:18:20.054 Socket (5) | Shutdown started. Waiting for graceful close. | 2021-05-05 21:18:20.054 Historical data download thread signaled to stop. | 2021-05-05 21:18:20.054 HD Request # 10 | Received 18 records from 2021-05-05 21:14:59.026000 to 2021-05-05 21:14:59.938000 (0.9 seconds) and wrote 0 records for ES-202106-GLOBEX | 2021-05-05 21:18:20.054 HD Request # 10 | Completion time: 1s | 2021-05-05 21:18:20.054 HD Request # 10 | Intraday data download complete for ES-202106-GLOBEX. Unique request ID: 9 | 2021-05-05 21:18:20.054 Removing historical data download ID 9. | 2021-05-05 21:18:20.054 Real-time Intraday chart data file updates started for ES-202106-GLOBEX | 2021-05-05 21:18:20.054 Intraday chart data file opened for ES-202106-GLOBEX | 2021-05-05 21:18:20.054 HD Request # 10 | Enabling Intraday chart updating for symbol. | 2021-05-05 21:18:20.054 Triggering next historical data download in queue. | 2021-05-05 21:18:20.054 No download requests in the queue to start downloads for. | 2021-05-05 21:18:20.054 Chart #2 has tagged chart #6 for full recalculation. Chartbook: ES.Cht | 2021-05-05 21:18:20.157 Chart #1 has tagged chart #6 for full recalculation. Chartbook: ES.Cht | 2021-05-05 21:18:20.158 Socket (5) | Socket gracefully closed by remote side. | 2021-05-05 21:18:20.177 Socket (5) | Closed. | 2021-05-05 21:18:20.177 ES-202106-GLOBEX [CBV][M] #6 | Performing a full recalculation because it has been tagged. Chartbook: ES.Cht | 2021-05-05 21:18:20.241 HD Request # 9 | Receiving market depth data for ES-202106-GLOBEX starting at 2021-05-05 21:18:02.699000 | 2021-05-05 21:18:34.649 Socket (4) | CloseSocket call. | 2021-05-05 21:18:34.649 Socket (4) | Shutdown started. Waiting for graceful close. | 2021-05-05 21:18:34.649 Historical data download thread signaled to stop. | 2021-05-05 21:18:34.663 HD Request # 9 | Timestamp of first market depth data file record written: 2021-05-05 21:18:02.699000 | 2021-05-05 21:18:34.663 HD Request # 9 | Received 9 records from 2021-05-05 21:18:02.699000 to 2021-05-05 21:18:13.832000 (11.1 seconds) and wrote 9 records for ES-202106-GLOBEX | 2021-05-05 21:18:34.663 HD Request # 9 | Completion time: 20s | 2021-05-05 21:18:34.663 HD Request # 9 | Market depth data download complete for ES-202106-GLOBEX. Unique request ID: 10 | 2021-05-05 21:18:34.663 Removing historical data download ID 10. | 2021-05-05 21:18:34.663 Real-time market depth file updates started for ES-202106-GLOBEX | 2021-05-05 21:18:34.663 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ES-202106-GLOBEX.2021-05-05.depth | 2021-05-05 21:18:34.667 Triggering next historical data download in queue. | 2021-05-05 21:18:34.667 No download requests in the queue to start downloads for. | 2021-05-05 21:18:34.667 Socket (4) | Socket gracefully closed by remote side. | 2021-05-05 21:18:34.769 Socket (4) | Closed. | 2021-05-05 21:18:34.769 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ES-202106-GLOBEX.2021-05-05.depth | 2021-05-05 21:18:35.588 |