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Date/Time: Sun, 05 May 2024 11:01:16 +0000



Post From: Delayed Cash Indexes Data

[2022-10-31 18:31:02]
User695730 - Posts: 3
Software version: 2443 64-bit | 2022-10-31 18:13:40.032
Primary Thread ID: 260 | 2022-10-31 18:13:40.032
Usage end date: 2023-04-07 | 2022-10-31 18:13:40.032
Enabled for: Sierra Chart Historical Data Service. | 2022-10-31 18:13:40.032
Enabled for: Delayed Denali Exchange Data Feed. | 2022-10-31 18:13:40.032
Enabled for exchange2: fairx_exchange.data | 2022-10-31 18:13:40.032
Allow Support for Sierra Chart Data Feeds is disabled. | 2022-10-31 18:13:40.032
Current selected Data/Trading service: SC Data - All Services | 2022-10-31 18:13:40.032
Custom symbol settings values: disabled | 2022-10-31 18:13:40.032
Chart Update Interval: 500 | 2022-10-31 18:13:40.032
Intraday Data Storage Time Unit: 1 | 2022-10-31 18:13:40.032
Time Zone: +00:00:00 (UTC+00) | 2022-10-31 18:13:40.032
2022-10-31 18:13:40 Local computer time in UTC | 2022-10-31 18:13:40.032
2022-10-31 18:13:40 Local computer time in SC Time Zone | 2022-10-31 18:13:40.032
2022-10-31 12:24:42 Server time in UTC | 2022-10-31 18:13:40.032
Local computer UTC time and Server UTC time difference: 2 seconds. | 2022-10-31 18:13:40.032
Program path: Y:\SierraChart2\ | 2022-10-31 18:13:40.032
Data Files path: Y:\SierraChart2\Data\ | 2022-10-31 18:13:40.032
OS Version Number: 6.1 | 2022-10-31 18:13:40.032
Locale Setting: C | 2022-10-31 18:13:40.032
DLLs: UserContributedStudies_64.dll | 2022-10-31 18:13:40.033
Allowed protected custom studies: | 2022-10-31 18:13:40.033
Crash reporter started: true | 2022-10-31 18:13:40.033

$INX 1 Min #1 | Reloading chart. | 2022-10-31 18:13:42.957
File >> Disconnect selected. | 2022-10-31 18:14:01.041
SC DTC Data with Market Depth | Waiting for socket receive thread to end | 2022-10-31 18:14:01.042
DTC Client socket (2) | CloseSocket call. | 2022-10-31 18:14:01.042
SC DTC Data with Market Depth | Disconnected from the server. | 2022-10-31 18:14:01.042
SC DTC Delayed Exchange Data | Waiting for socket receive thread to end | 2022-10-31 18:14:01.043
DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2022-10-31 18:14:01.043
DTC Client socket (1) | CloseSocket call. | 2022-10-31 18:14:01.043
DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2022-10-31 18:14:01.043
SC DTC Delayed Exchange Data | Disconnected from the server. | 2022-10-31 18:14:01.043
SC Data - All Services | Disconnected. | 2022-10-31 18:14:01.043
DTC Client socket (2) | Socket gracefully closed by remote side. | 2022-10-31 18:14:01.079
DTC Client socket (2) | Closed. | 2022-10-31 18:14:01.079

SC Data - All Services | Connected to server complete. | 2022-10-31 18:14:03.412
Triggering next historical data download in queue. | 2022-10-31 18:14:03.412
Triggering next historical data download in queue. | 2022-10-31 18:14:03.412
Triggering next historical data download in queue. | 2022-10-31 18:14:03.412
Triggering next historical data download in queue. | 2022-10-31 18:14:03.413
No download requests in the queue to start downloads for. | 2022-10-31 18:14:03.419
No download requests in the queue to start downloads for. | 2022-10-31 18:14:03.419
No download requests in the queue to start downloads for. | 2022-10-31 18:14:03.419
No download requests in the queue to start downloads for. | 2022-10-31 18:14:03.419
Mapping AAPL-NQTV to AAPL-NQTV. Service code: nasdaq_exchange.data | 2022-10-31 18:14:03.647
Using symbol data fast lookup vector | 2022-10-31 18:14:03.647
SC DTC Delayed Exchange Data | Starting real-time market data updates for: AAPL-NQTV (AAPL-NQTV). ID: 1 Service code: nasdaq_exchange.data | 2022-10-31 18:14:03.647
SC DTC Delayed Exchange Data | Connecting to the server ds25.sierracharts.com. Port 10043 | 2022-10-31 18:14:03.647
SC DTC Delayed Exchange Data | Requesting security definition data for: AAPL-NQTV (AAPL-NQTV). ID: 1 | 2022-10-31 18:14:03.647
Added historical Intraday data request for AAPL-NQTV to the queue. | 2022-10-31 18:14:03.647
Intraday data recording state for symbol AAPL-NQTV is set to download 'Pending'. | 2022-10-31 18:14:03.647
Triggering next historical data download in queue. | 2022-10-31 18:14:03.647
DTC Client socket (2) | Creating socket. | 2022-10-31 18:14:03.647
DTC Client socket (2) | New receive buffer size: 5242880 | 2022-10-31 18:14:03.647
DTC Client socket (2) | Connecting to IP: 38.65.8.115. | 2022-10-31 18:14:03.647
Delaying start of download for AAPL-NQTV. | 2022-10-31 18:14:03.649
SC DTC Delayed Exchange Data | Network connection to server complete. | 2022-10-31 18:14:03.673
SC DTC Delayed Exchange Data | Starting socket receive thread. | 2022-10-31 18:14:03.673
SC DTC Delayed Exchange Data | Sending encoding request to server: Binary VLS. Compression: standard | 2022-10-31 18:14:03.673
SC Data - All Services | Starting real-time market data updates for: $INX. ID: 2 Service code: sp.index | 2022-10-31 18:14:03.692
SC Data - All Services | Subscribing to streaming market data in the service client is not supported. Symbol: $INX | 2022-10-31 18:14:03.692
SC Data - All Services | Requesting security definition data for: $INX. ID: 2 | 2022-10-31 18:14:03.692
SC Data - All Services | Starting real-time market data updates for: $SPX. ID: 3 Service code: cboe.index | 2022-10-31 18:14:03.693
SC Data - All Services | Subscribing to streaming market data in the service client is not supported. Symbol: $SPX | 2022-10-31 18:14:03.693
SC Data - All Services | Requesting security definition data for: $SPX. ID: 3 | 2022-10-31 18:14:03.693
Using Bid/Ask average for last trade price for SPX500 | 2022-10-31 18:14:03.694
SC DTC Data with Market Depth | Starting real-time market data updates for: SPX500. ID: 4 Service code: fxcm | 2022-10-31 18:14:03.695
SC DTC Data with Market Depth | Connecting to the server ds13-3.sierracharts.com. Port 443 | 2022-10-31 18:14:03.695
SC DTC Data with Market Depth | Requesting security definition data for: SPX500. ID: 4 | 2022-10-31 18:14:03.695
Added historical Intraday data request for SPX500 to the queue. | 2022-10-31 18:14:03.695
Intraday data recording state for symbol SPX500 is set to download 'Pending'. | 2022-10-31 18:14:03.695
Triggering next historical data download in queue. | 2022-10-31 18:14:03.695
DTC Client socket (4) | Creating socket. | 2022-10-31 18:14:03.695
DTC Client socket (4) | New receive buffer size: 5242880 | 2022-10-31 18:14:03.695
DTC Client socket (4) | Connecting to IP: 162.251.232.235. | 2022-10-31 18:14:03.696
SC DTC Delayed Exchange Data | Setting DTC encoding to Binary VLS | 2022-10-31 18:14:03.709
SC DTC Delayed Exchange Data | Sending logon request message. | 2022-10-31 18:14:03.709
SC DTC Data with Market Depth | Network connection to server complete. | 2022-10-31 18:14:03.778
SC DTC Data with Market Depth | Starting socket receive thread. | 2022-10-31 18:14:03.778
SC DTC Data with Market Depth | Sending encoding request to server: Binary VLS. Compression: standard | 2022-10-31 18:14:03.778
Added historical Intraday data request for $INX to the queue. | 2022-10-31 18:14:03.825
Intraday data recording state for symbol $INX is set to download 'Pending'. | 2022-10-31 18:14:03.825
Triggering next historical data download in queue. | 2022-10-31 18:14:03.825
SC DTC Data with Market Depth | Setting DTC encoding to Binary VLS | 2022-10-31 18:14:03.886
SC DTC Data with Market Depth | Sending logon request message. | 2022-10-31 18:14:03.886
SC DTC Delayed Exchange Data | Received logon response. | 2022-10-31 18:14:04.274
SC DTC Delayed Exchange Data | Server Name: SC Realtime Server. | 2022-10-31 18:14:04.274
SC DTC Delayed Exchange Data | Server protocol version: 8. Client protocol version: 8 | 2022-10-31 18:14:04.274
SC DTC Delayed Exchange Data | Successfully connected. | 2022-10-31 18:14:04.274
SC DTC Delayed Exchange Data | Trading is not supported. | 2022-10-31 18:14:04.274
SC DTC Delayed Exchange Data | Restarting real-time data updates for symbol: AAPL-NQTV -> AAPL-NQTV | 2022-10-31 18:14:04.274
SC DTC Delayed Exchange Data | Received security definition for symbol AAPL-NQTV | 2022-10-31 18:14:04.400
SC DTC Data with Market Depth | Received logon response. | 2022-10-31 18:14:04.717
SC DTC Data with Market Depth | Server Name: SC Realtime Server. | 2022-10-31 18:14:04.717
SC DTC Data with Market Depth | Server protocol version: 8. Client protocol version: 8 | 2022-10-31 18:14:04.717
SC DTC Data with Market Depth | Successfully connected. | 2022-10-31 18:14:04.717
SC DTC Data with Market Depth | Trading is not supported. | 2022-10-31 18:14:04.717
SC DTC Data with Market Depth | Restarting real-time data updates for symbol: SPX500 | 2022-10-31 18:14:04.717
SC DTC Data with Market Depth | Received security definition for symbol SPX500 | 2022-10-31 18:14:04.903
DTC Client socket (3) | Deleting network socket now after delay. | 2022-10-31 18:14:06.890
Requesting market depth updates for: $INX if supported. | 2022-10-31 18:14:08.414
Separate subscription for market depth updates not supported. $INX | 2022-10-31 18:14:08.414
Requesting market depth updates for: AAPL-NQTV if supported. | 2022-10-31 18:14:08.414
Requesting market depth updates for: SPX500 if supported. | 2022-10-31 18:14:08.414
Separate subscription for market depth updates not supported. SPX500 | 2022-10-31 18:14:08.414
SC DTC Delayed Exchange Data | Clearing market depth for AAPL-NQTV | 2022-10-31 18:14:08.512
HD Request # 19 | Downloading Intraday chart data for AAPL-NQTV to the file AAPL-NQTV.scid. Service: nasdaq_exchange.data | 2022-10-31 18:14:09.140
HD Request # 19 | Download start date-time: 2022-10-31 17:59:00.000000. File last date-time: 2022-10-31 17:59:00.000000 | 2022-10-31 18:14:09.141
HD Request # 19 | Using server: ds25.sierracharts.com port 10150 | 2022-10-31 18:14:09.141
Socket (3) | Creating socket. | 2022-10-31 18:14:09.141
Socket (3) | New receive buffer size: 5242880 | 2022-10-31 18:14:09.141
Socket (3) | Connecting to IP: 38.65.8.115. | 2022-10-31 18:14:09.141
HD Request # 19 | Setting DTC encoding to Binary VLS | 2022-10-31 18:14:09.189
HD Request # 19 | Sending historical data logon request message. | 2022-10-31 18:14:09.189
HD Request # 19 | Requesting Intraday data. Start date-time: 2022-10-31 17:59:00. Record interval: 1. Symbol: AAPL-NQTV | 2022-10-31 18:14:09.643
HD Request # 19 | Decompressing data. | 2022-10-31 18:14:09.666
HD Request # 19 | Receiving Intraday data for AAPL-NQTV starting at 2022-10-31 17:59:00.095000 | 2022-10-31 18:14:09.666
Socket (3) | CloseSocket call. | 2022-10-31 18:14:09.667
Socket (3) | Shutdown started. Waiting for graceful close. | 2022-10-31 18:14:09.667
Historical data download thread signaled to stop. | 2022-10-31 18:14:09.667
HD Request # 19 | Timestamp of first Intraday data file record written: 2022-10-31 17:59:00.095000. | 2022-10-31 18:14:09.667
HD Request # 19 | Received 6 Intraday data records from 2022-10-31 17:59:00.095000 to 2022-10-31 17:59:08.805000 (8.7 seconds) and wrote 6 records for AAPL-NQTV | 2022-10-31 18:14:09.667
HD Request # 19 | Add time&sales data | Remembered last file record date-time: 2022-10-31 17:59:08.805000 | 2022-10-31 18:14:09.668
Added 1 Time and Sales records to Intraday data file for AAPL-NQTV after download. | 2022-10-31 18:14:09.668
HD Request # 19 | Completion time: 0s. | 2022-10-31 18:14:09.668
HD Request # 19 | Intraday data download complete for AAPL-NQTV. Unique request ID: 19 | 2022-10-31 18:14:09.668
Removing historical data download ID 19. | 2022-10-31 18:14:09.668
Real-time Intraday chart data file updates started for AAPL-NQTV | 2022-10-31 18:14:09.668
Opened cached Intraday file: Y:\SierraChart2\Data\AAPL-NQTV.scid. Thread ID: 260 | 2022-10-31 18:14:09.668
Intraday chart data file opened for AAPL-NQTV | 2022-10-31 18:14:09.668
HD Request # 19 | Enabling Intraday chart updating for symbol. | 2022-10-31 18:14:09.668

Triggering next historical data download in queue. | 2022-10-31 18:14:09.668
HD Request # 20 | Downloading Intraday chart data for SPX500 to the file SPX500.scid. Service: fxcm | 2022-10-31 18:14:09.668
HD Request # 20 | Download start date-time: 2022-10-31 18:13:59.000000. File last date-time: 2022-10-31 18:13:59.000000 | 2022-10-31 18:14:09.669
HD Request # 20 | Using server: ds12.sierracharts.com port 10149 | 2022-10-31 18:14:09.669
Socket (5) | Creating socket. | 2022-10-31 18:14:09.703
Socket (5) | New receive buffer size: 5242880 | 2022-10-31 18:14:09.703
Socket (5) | Connecting to IP: 142.215.18.104. | 2022-10-31 18:14:09.704
Socket (3) | Socket gracefully closed by remote side. | 2022-10-31 18:14:09.716
Socket (3) | Closed. | 2022-10-31 18:14:09.716
HD Request # 20 | Setting DTC encoding to Binary VLS | 2022-10-31 18:14:09.798
HD Request # 20 | Sending historical data logon request message. | 2022-10-31 18:14:09.798
HD Request # 20 | Requesting Intraday data. Start date-time: 2022-10-31 18:13:59. Record interval: 1. Symbol: SPX500 | 2022-10-31 18:14:10.352
HD Request # 20 | Decompressing data. | 2022-10-31 18:14:10.390
HD Request # 20 | Receiving Intraday data for SPX500 starting at 2022-10-31 18:13:59.031000 | 2022-10-31 18:14:10.390
Socket (5) | CloseSocket call. | 2022-10-31 18:14:10.391
Socket (5) | Shutdown started. Waiting for graceful close. | 2022-10-31 18:14:10.391
Historical data download thread signaled to stop. | 2022-10-31 18:14:10.391
HD Request # 20 | Timestamp of first Intraday data file record written: 2022-10-31 18:13:59.031000. | 2022-10-31 18:14:10.391
HD Request # 20 | Received 8 Intraday data records from 2022-10-31 18:13:59.031000 to 2022-10-31 18:14:08.011000 (9.0 seconds) and wrote 8 records for SPX500 | 2022-10-31 18:14:10.391
HD Request # 20 | Add time&sales data | Remembered last file record date-time: 2022-10-31 18:14:08.011000 | 2022-10-31 18:14:10.392
Added 2 Time and Sales records to Intraday data file for SPX500 after download. | 2022-10-31 18:14:10.392
HD Request # 20 | Completion time: 1s. | 2022-10-31 18:14:10.397
HD Request # 20 | Intraday data download complete for SPX500. Unique request ID: 20 | 2022-10-31 18:14:10.397
Removing historical data download ID 20. | 2022-10-31 18:14:10.397
Real-time Intraday chart data file updates started for SPX500 | 2022-10-31 18:14:10.397
Opened cached Intraday file: Y:\SierraChart2\Data\SPX500.scid. Thread ID: 260 | 2022-10-31 18:14:10.397
Intraday chart data file opened for SPX500 | 2022-10-31 18:14:10.398
HD Request # 20 | Enabling Intraday chart updating for symbol. | 2022-10-31 18:14:10.398

Triggering next historical data download in queue. | 2022-10-31 18:14:10.398
HD Request # 21 | Downloading Intraday chart data for $INX to the file $INX.scid. Service: sp.index | 2022-10-31 18:14:10.398
HD Request # 21 | Download start date-time: 2022-10-31 17:56:35.000000. File last date-time: 2022-10-31 17:56:35.120000 | 2022-10-31 18:14:10.398
HD Request # 21 | Using server: exchangehistdata2.sierracharts.com port 10150 | 2022-10-31 18:14:10.398
Socket (5) | Socket gracefully closed by remote side. | 2022-10-31 18:14:10.429
Socket (5) | Closed. | 2022-10-31 18:14:10.429
Socket (3) | Creating socket. | 2022-10-31 18:14:10.455
Socket (3) | New receive buffer size: 5242880 | 2022-10-31 18:14:10.455
Socket (3) | Connecting to IP: 8.18.161.133. | 2022-10-31 18:14:10.455
HD Request # 21 | Setting DTC encoding to Binary VLS | 2022-10-31 18:14:10.544
HD Request # 21 | Sending historical data logon request message. | 2022-10-31 18:14:10.544
HD Request # 21 | Requesting Intraday data. Start date-time: 2022-10-31 17:56:35. Record interval: 1. Symbol: $INX | 2022-10-31 18:14:11.031
HD Request # 21 | Decompressing data. | 2022-10-31 18:14:11.064
HD Request # 21 | Receiving Intraday data for $INX starting at 2022-10-31 17:56:35.120000 | 2022-10-31 18:14:11.065
Socket (3) | CloseSocket call. | 2022-10-31 18:14:11.103
Socket (3) | Shutdown started. Waiting for graceful close. | 2022-10-31 18:14:11.104
Historical data download thread signaled to stop. | 2022-10-31 18:14:11.104
HD Request # 21 | Timestamp of first Intraday data file record written: 2022-10-31 17:56:35.120000. | 2022-10-31 18:14:11.104
HD Request # 21 | Received 456 Intraday data records from 2022-10-31 17:56:35.120000 to 2022-10-31 18:04:10.098000 (7.6 minutes) and wrote 456 records for $INX | 2022-10-31 18:14:11.104
HD Request # 21 | Add time&sales data | Remembered last file record date-time: 2022-10-31 18:04:10.098000 | 2022-10-31 18:14:11.105
HD Request # 21 | Completion time: 1s. | 2022-10-31 18:14:11.105
HD Request # 21 | Intraday data download complete for $INX. Unique request ID: 21 | 2022-10-31 18:14:11.105
Removing historical data download ID 21. | 2022-10-31 18:14:11.105
Real-time Intraday chart data file updates started for $INX | 2022-10-31 18:14:11.105
Opened cached Intraday file: Y:\SierraChart2\Data\$INX.scid. Thread ID: 260 | 2022-10-31 18:14:11.105
Intraday chart data file opened for $INX | 2022-10-31 18:14:11.110
HD Request # 21 | Enabling Intraday chart updating for symbol. | 2022-10-31 18:14:11.110

Triggering next historical data download in queue. | 2022-10-31 18:14:11.110
No download requests in the queue to start downloads for. | 2022-10-31 18:14:11.110
Socket (3) | Socket gracefully closed by remote side. | 2022-10-31 18:14:11.145
Socket (3) | Closed. | 2022-10-31 18:14:11.145
DTC Client socket (1) | Timed out waiting for shutdown. Performing an immediate socket close. | 2022-10-31 18:16:06.893
DTC Client socket (1) | Closed. | 2022-10-31 18:16:06.893
DTC Client socket (1) | Deleting network socket now after delay. | 2022-10-31 18:16:36.894

Also, I noticed that if I put $INX in a quote board, the "LastTime" value never updates, and it points to the time of the data reconnect and not a 15 minute offset of it (as opposed to "AAPL-NQTV" which updates in real time with a 15 minute offset in the quote board).