Support Board
Date/Time: Sun, 15 Jun 2025 07:54:48 +0000
Post From: Historical data logon error: Data files folder not set for service code: cme.marketdepth
| [2022-10-22 15:29:43] |
| caxxxxxx - Posts: 12 |
|
I verified this -> YES, EUREX depth download works for me too. --- Added historical Market depth data request for FDXMZ22-EUREX to the queue. | 2022-10-22 17:24:56.445 Market depth data recording state for symbol FDXMZ22-EUREX is set to download 'Pending'. | 2022-10-22 17:24:56.445 Triggering next historical data download in queue. | 2022-10-22 17:24:56.445 HD Request # 29 | Downloading Market depth data for FDXMZ22-EUREX. Service: eurex.marketdepth. | 2022-10-22 17:24:56.445 HD Request # 29 | Download start date-time: 2022-10-20 17:34:00.000000. | 2022-10-22 17:24:56.446 HD Request # 29 | Using server: ds24.sierracharts.com port 10150 | 2022-10-22 17:24:56.446 Socket (2) | Creating socket. | 2022-10-22 17:24:56.446 Socket (2) | New receive buffer size: 5242880 | 2022-10-22 17:24:56.446 Socket (2) | Connecting to IP: 154.14.194.212. | 2022-10-22 17:24:56.446 HD Request # 29 | Setting DTC encoding to Binary VLS | 2022-10-22 17:24:56.502 HD Request # 29 | Sending historical data logon request message. | 2022-10-22 17:24:56.502 HD Request # 29 | Requesting market depth data. Start date-time: 2022-10-20 17:34:00. Symbol: FDXM202212_FUT_EUREX | 2022-10-22 17:24:56.630 HD Request # 29 | Decompressing data. | 2022-10-22 17:24:56.657 HD Request # 29 | Receiving market depth data for FDXMZ22-EUREX starting at 2022-10-20 17:34:00.005698 | 2022-10-22 17:24:56.692 HD Request # 29 | Timestamp of first market depth data file record written: 2022-10-20 17:34:00.005698. | 2022-10-22 17:24:56.795 Socket (2) | CloseSocket call. | 2022-10-22 17:25:04.184 Historical data download thread signaled to stop. | 2022-10-22 17:25:04.184 Socket (2) | Shutdown started. Waiting for graceful close. | 2022-10-22 17:25:04.184 HD Request # 29 | Received 4958756 Market depth data records from 2022-10-20 17:34:00.005698 to 2022-10-22 00:29:45.458543 (30.9 hours) and wrote 4958756 records for FDXMZ22-EUREX | 2022-10-22 17:25:04.184 HD Request # 29 | Completion time: 8s. | 2022-10-22 17:25:04.184 HD Request # 29 | Market depth data download complete for FDXMZ22-EUREX. Unique request ID: 29 | 2022-10-22 17:25:04.184 Removing historical data download ID 29. | 2022-10-22 17:25:04.184 Real-time market depth file updates started for FDXMZ22-EUREX | 2022-10-22 17:25:04.184 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\FDXMZ22-EUREX.2022-10-22.depth | 2022-10-22 17:25:04.185 Triggering next historical data download in queue. | 2022-10-22 17:25:04.185 No download requests in the queue to start downloads for. | 2022-10-22 17:25:04.185 Socket (2) | Socket gracefully closed by remote side. | 2022-10-22 17:25:04.208 Socket (2) | Closed. | 2022-10-22 17:25:04.208 --- |