Support Board
Date/Time: Sat, 28 Jun 2025 21:34:00 +0000
Post From: Depth data not downloading on chartbooks
| [2021-08-06 12:39:54] |
| User117347 - Posts: 46 |
|
Problem: Chart did not load historical depth data upon open. It loaded data only from when Chartbook was opened up. Symbol: F.US.GCEZ21 Message Log: Software version: 2292 64-bit | 2021-08-06 08:33:46.969 OpenGL enabled (NVIDIA Corporation/GeForce GTX 1050 Ti/PCIe/SSE2) | 2021-08-06 08:33:46.975 Primary Thread ID: 10708 | 2021-08-06 08:33:46.975 Usage end date: 2021-08-26 | 2021-08-06 08:33:46.975 Enabled for: Advanced Features 2. | 2021-08-06 08:33:46.975 Enabled for: Sierra Chart Historical Data Service. | 2021-08-06 08:33:46.975 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-08-06 08:33:46.975 Enabled for: Delayed Denali Exchange Data Feed. | 2021-08-06 08:33:46.975 Enabled for exchange2: CME | 2021-08-06 08:33:46.975 Enabled for exchange2: COMEX | 2021-08-06 08:33:46.975 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-08-06 08:33:46.975 Current selected Data/Trading service: CQG WebAPI | 2021-08-06 08:33:46.975 Custom symbol settings values: enabled | 2021-08-06 08:33:46.975 Chart Update Interval: 100 | 2021-08-06 08:33:46.975 Intraday Data Storage Time Unit: 0 | 2021-08-06 08:33:46.975 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-08-06 08:33:46.975 2021-08-06 12:33:46 Local computer time in UTC | 2021-08-06 08:33:46.975 2021-08-06 08:33:46 Local computer time in SC Time Zone | 2021-08-06 08:33:46.975 2021-08-05 10:01:24 Server time in UTC | 2021-08-06 08:33:46.975 Local computer UTC time and Server UTC time difference: 1 seconds. | 2021-08-06 08:33:46.975 Program path: C:\SierraChart\ | 2021-08-06 08:33:46.975 Data Files path: C:\SierraChart\Data\ | 2021-08-06 08:33:46.975 OS Version Number: 10.0 | 2021-08-06 08:33:46.975 Locale Setting: C | 2021-08-06 08:33:46.975 DLLs: sst_ateam_2151_64.dll, sst_ateam_64.dll, SST_ATEAM_RX_2151_64.dll, SST_ATEAM_RX_64.dll, UserContributedStudies.dll, UserContributedStudies_64.dll | 2021-08-06 08:33:46.976 Allowed protected custom studies: SST_ATEAM, SST_ATEAM_PS | 2021-08-06 08:33:46.976 File >> Disconnect selected. | 2021-08-06 08:34:55.474 CQG WebAPI | Sending Web API Logoff message. | 2021-08-06 08:34:55.498 CQG WebSocket socket (3) | CloseSocket call. | 2021-08-06 08:34:55.498 CQG WebSocket socket (3) | Max send buffers used during socket life: 3 | 2021-08-06 08:34:55.498 CQG WebSocket socket (3) | Max send buffer size during socket life: 309 | 2021-08-06 08:34:55.498 CQG WebSocket | WebSocket closed. | 2021-08-06 08:34:55.498 CQG WebAPI | WebSocket closed. | 2021-08-06 08:34:55.498 CQG WebSocket socket (3) | Write in progress. Shutdown being delayed. PendingSize=0 | 2021-08-06 08:34:55.498 SC Data - All Services | Waiting for socket receive thread to end | 2021-08-06 08:34:55.500 DTC Client socket (5) | CloseSocket call. | 2021-08-06 08:34:55.500 DTC Client socket (5) | Max send buffers used during socket life: 3 | 2021-08-06 08:34:55.500 DTC Client socket (5) | Max send buffer size during socket life: 353 | 2021-08-06 08:34:55.500 DTC Client socket (5) | Shutdown started. Waiting for graceful close. | 2021-08-06 08:34:55.500 SC Data - All Services | Disconnected from the server. | 2021-08-06 08:34:55.502 CQG WebAPI | Disconnected. | 2021-08-06 08:34:55.502 CQG WebSocket socket (3) | Write has completed. Shutdown being performed. | 2021-08-06 08:34:55.571 CQG WebSocket socket (3) | Shutdown started. Waiting for graceful close. | 2021-08-06 08:34:55.571 CQG WebAPI | Connecting to server api.cqg.com | 2021-08-06 08:35:47.015 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2021-08-06 08:35:47.015 CQG WebSocket socket (1) | Creating socket. Using TLS 1.2. | 2021-08-06 08:35:47.153 CQG WebSocket socket (1) | New receive buffer size: 5242880 | 2021-08-06 08:35:47.153 CQG WebSocket socket (1) | Connecting to IP: 208.48.16.35. | 2021-08-06 08:35:47.153 CQG WebSocket | Opening WebSocket. | 2021-08-06 08:35:47.249 CQG WebSocket | Sending WebSocket handshake. | 2021-08-06 08:35:47.249 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2021-08-06 08:35:47.468 CQG WebSocket | Server header | Connection: upgrade | 2021-08-06 08:35:47.469 CQG WebSocket | Server header | Sec-WebSocket-Accept: +lIrRZBJ6vnTCRKJjLBs+dg4Tas= | 2021-08-06 08:35:47.469 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2021-08-06 08:35:47.469 CQG WebSocket | Server header | Upgrade: websocket | 2021-08-06 08:35:47.469 CQG WebSocket | Server header | | 2021-08-06 08:35:47.469 CQG WebSocket | Web socket state is now open. | 2021-08-06 08:35:47.469 CQG WebAPI | WebSocket connected. | 2021-08-06 08:35:47.469 CQG WebAPI | Sending market data logon message. | 2021-08-06 08:35:47.469 CQG WebAPI | Base Time: 2021-07-25T21:21:50. 2021-07-25 21:21:50 | 2021-08-06 08:35:47.658 CQG WebAPI | Logon successful. Session Token = Pp/YG0x2UX0vaK5OILAdbTk2RjMp0HPKz6n8KISbQ2UahI1VX+K1kpctXfadBgbTGrTonhzm1Tm | 2021-08-06 08:35:47.658 CQG WebAPI | Connected to server complete. | 2021-08-06 08:35:47.658 Triggering next historical data download in queue. | 2021-08-06 08:35:47.659 Triggering next historical data download in queue. | 2021-08-06 08:35:47.659 Triggering next historical data download in queue. | 2021-08-06 08:35:47.659 Triggering next historical data download in queue. | 2021-08-06 08:35:47.659 Updated verified funded futures trading account ending date to: 2021-09-05 12:35:47 | 2021-08-06 08:35:47.659 CQG WebAPI | Sending Trade Accounts request message. | 2021-08-06 08:35:47.682 No download requests in the queue to start downloads for. | 2021-08-06 08:35:47.682 No download requests in the queue to start downloads for. | 2021-08-06 08:35:47.682 No download requests in the queue to start downloads for. | 2021-08-06 08:35:47.682 No download requests in the queue to start downloads for. | 2021-08-06 08:35:47.682 Mapping F.US.MGCZ21 to MGCZ21. Service code: comex | 2021-08-06 08:35:47.700 SC Data - All Services | Starting real-time market data updates for: F.US.MGCZ21 (MGCZ21). ID: 1 Service code: comex | 2021-08-06 08:35:47.700 SC Data - All Services | Connecting to the server ds23.sierracharts.com. Port 10048 | 2021-08-06 08:35:47.700 CQG WebAPI | Sending symbol resolution request for F.US.MGCZ21. ID: 249187 | 2021-08-06 08:35:47.700 SC Data - All Services | Requesting security definition data for: F.US.MGCZ21 (MGCZ21). ID: 1 | 2021-08-06 08:35:47.700 Requesting market depth updates for: F.US.MGCZ21 if supported. | 2021-08-06 08:35:47.700 Separate subscription for market depth updates not supported. F.US.MGCZ21 | 2021-08-06 08:35:47.700 Mapping F.US.GCEZ21 to GCZ21. Service code: comex | 2021-08-06 08:35:47.700 SC Data - All Services | Starting real-time market data updates for: F.US.GCEZ21 (GCZ21). ID: 2 Service code: comex | 2021-08-06 08:35:47.700 CQG WebAPI | Sending symbol resolution request for F.US.GCEZ21. ID: 249188 | 2021-08-06 08:35:47.700 SC Data - All Services | Requesting security definition data for: F.US.GCEZ21 (GCZ21). ID: 2 | 2021-08-06 08:35:47.700 Added historical Intraday data request for F.US.GCEZ21 to the queue. | 2021-08-06 08:35:47.700 Intraday data recording state for symbol F.US.GCEZ21 is set to download 'Pending'. | 2021-08-06 08:35:47.700 Triggering next historical data download in queue. | 2021-08-06 08:35:47.700 DTC Client socket (2) | Creating socket. | 2021-08-06 08:35:47.701 DTC Client socket (2) | New receive buffer size: 5242880 | 2021-08-06 08:35:47.701 DTC Client socket (2) | Connecting to IP: 216.1.90.130. | 2021-08-06 08:35:47.701 Delaying start of download for F.US.GCEZ21 | 2021-08-06 08:35:47.736 SC Data - All Services | Network connection to server complete. | 2021-08-06 08:35:47.811 SC Data - All Services | Starting socket receive thread. | 2021-08-06 08:35:47.811 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: high | 2021-08-06 08:35:47.811 CQG WebAPI | Received symbol resolution report for symbol F.US.MGCZ21. Search Symbol: F.US.MGCZ21. Request ID: 249187. Contract ID: 1. | 2021-08-06 08:35:47.811 CQG WebAPI | Brokerage name: AMP. Account Name: 93956 | 2021-08-06 08:35:47.811 Updated verified funded futures trading account ending date to: 2021-09-05 12:35:47 | 2021-08-06 08:35:47.811 CQG WebAPI | Sending collateral subscribe request. | 2021-08-06 08:35:47.811 CQG WebAPI | Received symbol resolution report for symbol F.US.GCEZ21. Search Symbol: F.US.GCEZ21. Request ID: 249188. Contract ID: 2. | 2021-08-06 08:35:47.812 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-08-06 08:35:47.906 SC Data - All Services | Sending logon request message. | 2021-08-06 08:35:47.906 Requesting market depth updates for: F.US.GCEZ21 if supported. | 2021-08-06 08:35:48.265 Separate subscription for market depth updates not supported. F.US.GCEZ21 | 2021-08-06 08:35:48.265 SC Data - All Services | Received logon response. | 2021-08-06 08:35:48.716 SC Data - All Services | Server Name: SC Realtime Server. | 2021-08-06 08:35:48.716 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-08-06 08:35:48.716 SC Data - All Services | Successfully connected. | 2021-08-06 08:35:48.716 SC Data - All Services | Trading is not supported. | 2021-08-06 08:35:48.716 Added historical Market depth data request for F.US.GCEZ21 to the queue. | 2021-08-06 08:35:48.716 Market depth data recording state for symbol F.US.GCEZ21 is set to download 'Pending'. | 2021-08-06 08:35:48.716 Triggering next historical data download in queue. | 2021-08-06 08:35:48.716 SC Data - All Services | Restarting real-time data updates for symbol: F.US.GCEZ21 -> GCZ21. Market Depth data restarted. | 2021-08-06 08:35:48.716 Added historical Market depth data request for F.US.MGCZ21 to the queue. | 2021-08-06 08:35:48.716 Market depth data recording state for symbol F.US.MGCZ21 is set to download 'Pending'. | 2021-08-06 08:35:48.717 SC Data - All Services | Restarting real-time data updates for symbol: F.US.MGCZ21 -> MGCZ21. Market Depth data restarted. | 2021-08-06 08:35:48.717 HD Request # 29 | Downloading market depth chart data for F.US.GCEZ21. Service: comex.marketdepth | 2021-08-06 08:35:48.717 HD Request # 29 | Download start date-time: 2021-08-06 08:34:55.499796. | 2021-08-06 08:35:48.722 HD Request # 29 | Using server: ds23.sierracharts.com port 10149 | 2021-08-06 08:35:48.722 Socket (4) | Creating socket. | 2021-08-06 08:35:48.722 Socket (4) | New receive buffer size: 5242880 | 2021-08-06 08:35:48.722 Socket (4) | Connecting to IP: 216.1.90.130. | 2021-08-06 08:35:48.722 HD Request # 29 | Setting DTC encoding to Binary VLS | 2021-08-06 08:35:48.860 HD Request # 29 | Sending historical data logon request message. | 2021-08-06 08:35:48.860 SC Data - All Services | Clearing market depth for F.US.GCEZ21 | 2021-08-06 08:35:48.932 SC Data - All Services | Clearing market depth for F.US.MGCZ21 | 2021-08-06 08:35:48.933 SC Data - All Services | Received security definition for symbol F.US.GCEZ21 | 2021-08-06 08:35:49.018 SC Data - All Services | Received security definition for symbol F.US.MGCZ21 | 2021-08-06 08:35:49.018 HD Request # 29 | Requesting market depth data. Start date-time: 2021-08-06 08:34:55. Symbol: GCZ21 | 2021-08-06 08:35:49.378 HD Request # 29 | Decompressing data. | 2021-08-06 08:35:49.441 HD Request # 29 | Receiving market depth data for F.US.GCEZ21 starting at 2021-08-06 08:34:55.544000 | 2021-08-06 08:35:49.592 Socket (4) | CloseSocket call. | 2021-08-06 08:35:49.657 Socket (4) | Shutdown started. Waiting for graceful close. | 2021-08-06 08:35:49.658 Historical data download thread signaled to stop. | 2021-08-06 08:35:49.710 HD Request # 29 | Timestamp of first market depth data file record written: 2021-08-06 08:34:55.544000 | 2021-08-06 08:35:49.711 HD Request # 29 | Received 13552 Market depth data records from 2021-08-06 08:34:55.544000 to 2021-08-06 08:35:45.636000 (50.1 seconds) and wrote 13552 records for F.US.GCEZ21 | 2021-08-06 08:35:49.711 HD Request # 29 | Completion time: 1s | 2021-08-06 08:35:49.711 HD Request # 29 | Market depth data download complete for F.US.GCEZ21. Unique request ID: 28 | 2021-08-06 08:35:49.711 Removing historical data download ID 28. | 2021-08-06 08:35:49.711 Real-time market depth file updates started for F.US.GCEZ21 | 2021-08-06 08:35:49.711 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.GCEZ21.2021-08-06.depth | 2021-08-06 08:35:49.717 Triggering next historical data download in queue. | 2021-08-06 08:35:49.717 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.GCEZ21.2021-08-06.depth | 2021-08-06 08:35:49.722 HD Request # 30 | Downloading market depth chart data for F.US.MGCZ21. Service: comex.marketdepth | 2021-08-06 08:35:49.722 Socket (4) | Socket gracefully closed by remote side. | 2021-08-06 08:35:49.727 Socket (4) | Closed. | 2021-08-06 08:35:49.727 HD Request # 30 | Download start date-time: 2021-08-06 08:34:55.499502. | 2021-08-06 08:35:49.727 HD Request # 30 | Using server: ds21.sierracharts.com port 10150 | 2021-08-06 08:35:49.727 Socket (4) | Creating socket. | 2021-08-06 08:35:49.728 Socket (4) | New receive buffer size: 5242880 | 2021-08-06 08:35:49.728 Socket (4) | Connecting to IP: 216.1.90.129. | 2021-08-06 08:35:49.728 HD Request # 30 | Setting DTC encoding to Binary VLS | 2021-08-06 08:35:49.867 HD Request # 30 | Sending historical data logon request message. | 2021-08-06 08:35:49.867 HD Request # 30 | Requesting market depth data. Start date-time: 2021-08-06 08:34:55. Symbol: MGCZ21 | 2021-08-06 08:35:50.384 HD Request # 30 | Decompressing data. | 2021-08-06 08:35:50.447 HD Request # 30 | Receiving market depth data for F.US.MGCZ21 starting at 2021-08-06 08:34:55.544000 | 2021-08-06 08:35:50.591 Socket (4) | CloseSocket call. | 2021-08-06 08:35:50.664 Socket (4) | Shutdown started. Waiting for graceful close. | 2021-08-06 08:35:50.664 Historical data download thread signaled to stop. | 2021-08-06 08:35:50.711 HD Request # 30 | Timestamp of first market depth data file record written: 2021-08-06 08:34:55.544000 | 2021-08-06 08:35:50.712 HD Request # 30 | Received 16033 Market depth data records from 2021-08-06 08:34:55.544000 to 2021-08-06 08:35:47.264000 (51.7 seconds) and wrote 16033 records for F.US.MGCZ21 | 2021-08-06 08:35:50.712 HD Request # 30 | Completion time: 1s | 2021-08-06 08:35:50.712 HD Request # 30 | Market depth data download complete for F.US.MGCZ21. Unique request ID: 29 | 2021-08-06 08:35:50.712 Removing historical data download ID 29. | 2021-08-06 08:35:50.712 Real-time market depth file updates started for F.US.MGCZ21 | 2021-08-06 08:35:50.712 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.MGCZ21.2021-08-06.depth | 2021-08-06 08:35:50.717 Triggering next historical data download in queue. | 2021-08-06 08:35:50.717 No download requests in the queue to start downloads for. | 2021-08-06 08:35:50.717 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.MGCZ21.2021-08-06.depth | 2021-08-06 08:35:50.722 Socket (4) | Socket gracefully closed by remote side. | 2021-08-06 08:35:50.730 Socket (4) | Closed. | 2021-08-06 08:35:50.730 CQG WebAPI | Sending positions subscribe request. RequestID: 249190 | 2021-08-06 08:35:52.993 CQG WebAPI | Sending orders subscribe request. RequestID: 249191 | 2021-08-06 08:35:52.993 HD Request # 31 | Downloading Intraday chart data for F.US.GCEZ21 to the file F.US.GCEZ21.scid. Service: comex | 2021-08-06 08:35:54.112 HD Request # 31 | Download start date-time: 2021-08-06 08:34:55.000000. File last date-time: 2021-08-06 08:34:55.368005 | 2021-08-06 08:35:54.112 HD Request # 31 | Using server: ds23.sierracharts.com port 10150 | 2021-08-06 08:35:54.112 Socket (4) | Creating socket. | 2021-08-06 08:35:54.113 Socket (4) | New receive buffer size: 5242880 | 2021-08-06 08:35:54.113 Socket (4) | Connecting to IP: 216.1.90.130. | 2021-08-06 08:35:54.113 HD Request # 31 | Setting DTC encoding to Binary VLS | 2021-08-06 08:35:54.267 HD Request # 31 | Sending historical data logon request message. | 2021-08-06 08:35:54.267 HD Request # 31 | Requesting Intraday data. Start date-time: 2021-08-06 08:34:55. Record interval: 0. Symbol: GCZ21 | 2021-08-06 08:35:54.788 HD Request # 31 | Decompressing data. | 2021-08-06 08:35:54.851 HD Request # 31 | Receiving Intraday data for F.US.GCEZ21 starting at 2021-08-06 08:34:55.050000 | 2021-08-06 08:35:54.930 Socket (4) | CloseSocket call. | 2021-08-06 08:35:54.931 Socket (4) | Shutdown started. Waiting for graceful close. | 2021-08-06 08:35:54.931 Historical data download thread signaled to stop. | 2021-08-06 08:35:54.969 HD Request # 31 | Timestamp of first Intraday data file record written: 2021-08-06 08:34:55.609000 | 2021-08-06 08:35:54.969 HD Request # 31 | Received 1315 Intraday data records from 2021-08-06 08:34:55.050000 to 2021-08-06 08:35:54.174002 (59.1 seconds) and wrote 1294 records for F.US.GCEZ21 | 2021-08-06 08:35:54.969 HD Request # 31 | Add time&sales data | Remembered last file record date-time: 2021-08-06 12:35:54.174002 | 2021-08-06 08:35:54.974 Added 4 Time and Sales records to Intraday data file for F.US.GCEZ21 after download. | 2021-08-06 08:35:54.974 HD Request # 31 | Completion time: 0s | 2021-08-06 08:35:54.974 HD Request # 31 | Intraday data download complete for F.US.GCEZ21. Unique request ID: 27 | 2021-08-06 08:35:54.974 Removing historical data download ID 27. | 2021-08-06 08:35:54.974 Real-time Intraday chart data file updates started for F.US.GCEZ21 | 2021-08-06 08:35:54.974 Intraday chart data file opened for F.US.GCEZ21 | 2021-08-06 08:35:54.974 HD Request # 31 | Enabling Intraday chart updating for symbol. | 2021-08-06 08:35:54.974 Triggering next historical data download in queue. | 2021-08-06 08:35:54.974 No download requests in the queue to start downloads for. | 2021-08-06 08:35:54.974 Socket (4) | Socket gracefully closed by remote side. | 2021-08-06 08:35:55.000 Socket (4) | Closed. | 2021-08-06 08:35:55.000 Chart #4 has tagged chart #2 for full recalculation. Chartbook: updated__gold_5-26-21.Cht | 2021-08-06 08:35:55.419 Chart #4 has tagged chart #5 for full recalculation. Chartbook: updated__gold_5-26-21.Cht | 2021-08-06 08:35:55.419 Chart #4 has tagged chart #6 for full recalculation. Chartbook: updated__gold_5-26-21.Cht | 2021-08-06 08:35:55.419 F.US.GCEZ21[M]/F.US.MGCZ21[M] 500 Trades #2 | Performing a full recalculation because it has been tagged. Chartbook: updated__gold_5-26-21.Cht | 2021-08-06 08:35:55.469 F.US.GCEZ21[M] 10 Sec #6 | Performing a full recalculation because it has been tagged. Chartbook: updated__gold_5-26-21.Cht | 2021-08-06 08:35:55.645 Chart: F.US.GCEZ21[M] 10 Sec #6 | Study: A-Team Trade Management Study V3 | Your Autotrading Global and Chart will need to be enabled for the study to work. | 2021-08-06 08:35:56.215 F.US.GCEZ21[M] 10 Sec #5 | Performing a full recalculation because it has been tagged. Chartbook: updated__gold_5-26-21.Cht | 2021-08-06 08:35:56.330 Chart: F.US.GCEZ21[M] 10 Sec #5 | Study: A-Team Trade Management Study V3 | Your Autotrading Global and Chart will need to be enabled for the study to work. | 2021-08-06 08:35:56.903 Opened cached Intraday file: C:\SierraChart\Data\F.US.GCEZ21.scid. Thread ID: 16024 | 2021-08-06 08:35:58.024 |