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Date/Time: Fri, 03 May 2024 02:24:37 +0000



Post From: Not getting Market Depth - Denali Exchange Data Feed NASDAQ TotalView Exchange [ACTIVE]

[2024-04-04 02:16:24]
rc_camilo - Posts: 5
Hi,

I am not sure if I am doing something wrong.

I am trying to get the depth of market on my chart, however I can not get it to work. I have activated Denali Total View today.

It works fine for CME futures.

I tried _MBO and -NQTV


LOG - When Deleting and Downloading the data.

2024-04-03 22:12:21.466 | Software version: 2626 64-bit
2024-04-03 22:12:21.466 | Primary Thread ID: 60724
2024-04-03 22:12:21.466 | Usage end date: 2024-04-18
2024-04-03 22:12:21.466 | Enabled for: Advanced Features 2.
2024-04-03 22:12:21.466 | Enabled for: Sierra Chart Historical Data Service.
2024-04-03 22:12:21.466 | Enabled for: Denali Real-Time Exchange Data Feed.
2024-04-03 22:12:21.466 | Enabled for: Delayed Denali Exchange Data Feed.
2024-04-03 22:12:21.466 | Enabled for exchange2: CME
2024-04-03 22:12:21.466 | Enabled for exchange2: NASDAQ TotalView US stock data
2024-04-03 22:12:21.466 | Allow Support for Sierra Chart Data Feeds is enabled.
2024-04-03 22:12:21.466 | Current selected Data/Trading service: Interactive Brokers
2024-04-03 22:12:21.466 | Custom symbol settings values: disabled
2024-04-03 22:12:21.466 | Chart Update Interval: 20
2024-04-03 22:12:21.466 | Intraday Data Storage Time Unit: 0
2024-04-03 22:12:21.466 | Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00)
2024-04-03 22:12:21.466 | 2024-04-04 02:12:21 Local computer time in UTC
2024-04-03 22:12:21.466 | 2024-04-03 22:12:21 Local computer time in SC Time Zone
2024-04-03 22:12:21.466 | 2024-04-04 01:43:22 Server time in UTC
2024-04-03 22:12:21.466 | Local computer UTC time and Server UTC time difference: 0 seconds.
2024-04-03 22:12:21.466 | Program path: C:\SierraChart\
2024-04-03 22:12:21.466 | Data Files path: C:\SierraChart\Data\
2024-04-03 22:12:21.466 | OS Version Number: 10.0
2024-04-03 22:12:21.466 | Locale Setting: C
2024-04-03 22:12:21.469 | DLLs: 01-FirstTest_64.dll, 02-TradingTest_64.dll, FairValueGap-Collection_64.dll, FVG_and_News.dll, rod01-FFT_Study_64.dll, rod02-AutoAdjustQuantity_64.dll, rod03-ImpulseCandle_64.dll, rod04-AnalysisStudy_64.dll, rod05-AskBidDiffCum_64.dll, rod08-IndustrySectorsIndicator_64.dll, rod09-IndustrySectorsIndicatorV2_64.dll, rod10-DOMIndicator_64.dll, rod11-BigCandles_64.dll, rod13-AutoTradingEMA_64.dll, rod14-AutoTradingRenkoMACross_64.dll, rod15-StatisticsPriceLevels_64.dll, rod16-AutoTradingRenkoMACrossAndSteps_64.dll
2024-04-03 22:12:21.469 | Allowed protected custom studies: SST_FreeBundle, zyp_app
2024-04-03 22:12:21.469 | Crash reporter started: true
2024-04-03 22:12:21.469 |
2024-04-03 22:12:31.216 | Added historical Intraday data request for TSLA_MBO to the queue.
2024-04-03 22:12:31.216 | Intraday data recording state for symbol TSLA_MBO is set to download 'Pending'.
2024-04-03 22:12:31.216 | Triggering next historical data download in queue.
2024-04-03 22:12:31.216 | HD Request # 20 | Downloading Intraday chart data for TSLA_MBO to the file TSLA_MBO.scid. Service: us_equities_with_depth.data
2024-04-03 22:12:32.706 | Reloading all charts with filename: TSLA_MBO.scid
2024-04-03 22:12:32.708 | HD Request # 20 | Download start date-time: 2024-03-04 21:12:32.000000. File last date-time: 00:00:00.000000
2024-04-03 22:12:32.708 | HD Request # 20 | Using server: ds30.sierracharts.com port 10149
2024-04-03 22:12:32.708 | Socket (5) | Creating socket.
2024-04-03 22:12:32.708 | Socket (5) | New receive buffer size: 0
2024-04-03 22:12:32.708 | Socket (5) | Connecting to IP: 38.103.112.195.
2024-04-03 22:12:32.773 | HD Request # 20 | Setting DTC encoding to Binary VLS
2024-04-03 22:12:32.773 | HD Request # 20 | Sending historical data logon request message.
2024-04-03 22:12:32.874 | Paused 1.00X: TSLA_MBO[M] 1 Min #1 | Reloading chart.
2024-04-03 22:12:32.877 | Loading market depth data.
2024-04-03 22:12:32.883 | Paused 1.00X: TSLA_MBO[M] 1 Min #1 | Back test processing: NumberOfTimesCalculateCalled (Cumulative) = 46
2024-04-03 22:12:32.884 | TSLA_MBO[M] 1 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\TSLA_MBO.scid
2024-04-03 22:12:32.889 | TSLA_MBO[M] 1 Min #1 | Chart data loading complete.
2024-04-03 22:12:33.034 | HD Request # 20 | Requesting Intraday data. Start date-time: 2024-03-04 21:12:32. Record interval: 0. Symbol: TSLA_MBO
2024-04-03 22:12:33.061 | HD Request # 20 | Decompressing data.
2024-04-03 22:12:33.124 | HD Request # 20 | Receiving Intraday data for TSLA_MBO starting at 2024-03-05 04:00:00.018000
2024-04-03 22:12:33.195 | HD Request # 20 | Timestamp of first Intraday data file record written: 2024-03-05 04:00:00.018000.
2024-04-03 22:12:33.228 | TSLA_MBO[M] 1 Min #1 | StartDateTimeForLoadingOrderFills: 00:00:00
2024-04-03 22:13:12.438 | Socket (5) | CloseSocket call.
2024-04-03 22:13:12.438 | Socket (5) | Shutdown started. Waiting for graceful close.
2024-04-03 22:13:12.468 | Socket (5) | Socket gracefully closed by remote side.
2024-04-03 22:13:12.468 | Socket (5) | Closed.
2024-04-03 22:13:12.615 | Historical data download thread signaled to stop.
2024-04-03 22:13:12.616 | HD Request # 20 | Received 24027599 Intraday data records from 2024-03-05 04:00:00.018000 to 2024-04-03 19:59:58.476000 (29.6 days. Delay: 2.2 hours) and wrote 24027599 records for TSLA_MBO
2024-04-03 22:13:12.616 | HD Request # 20 | Completion time: 41s.
2024-04-03 22:13:12.616 | HD Request # 20 | Intraday data download complete for TSLA_MBO. Unique request ID: 24
2024-04-03 22:13:12.616 | Removing historical data download ID 24.
2024-04-03 22:13:12.616 | Real-time Intraday chart data file updates started for TSLA_MBO
2024-04-03 22:13:12.616 | Intraday chart data file opened for TSLA_MBO
2024-04-03 22:13:12.616 | HD Request # 20 | Enabling Intraday chart updating for symbol.
2024-04-03 22:13:12.616 |
2024-04-03 22:13:12.616 | No download requests in the queue to start downloads for.
Attachment Deleted.
imageScreenshot 2024-04-03 220556.png / V - Attached On 2024-04-04 02:11:54 UTC - Size: 113.7 KB - 25 views