Support Board
Date/Time: Sun, 11 May 2025 05:14:40 +0000
Post From: Denali data not loading consistently
| [2024-09-04 19:12:27] |
| AntoineOpala - Posts: 82 |
|
Hello. Several problems are accumulating. I've been looking for a solution for two days, but nothing changes. I closed all chartbooks, created a new one. The message log keeps giving the same errors. I trade _MBO stocks with Denali feed on Interactive Brokers. When I open an _MBO stock, I've been getting this message: "2024-09-04 14:37:46.204 | Message from IB: Requested market data is not subscribed. Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top. IB Error Code: 354. Request ID: 1. Symbol: AMD-STK-SMART-USD"
In Data/Trade Service Settings, My current selected service is Interactive Brokers [trading]. Allow Support for Sierra Chart data feeds is set to yes. I use Trade and current quote symbol. For example, a chart's header looks like: AAPL_MBO [M] / AAPL-STK-SMART-USD [M] Why doesn't Denali data come in and provide the market data before Interactive Brokers thinks it's their job and sends an error? Of course, I am only subscribed to your data, not theirs. Another error message I get is: "2024-09-04 14:37:52.009 | Denali Data Feed (Market Orders Data) | Market Orders data has been rejected for symbol: AAPL_MBO. Market orders request not authorized."
The level 2 data can appear properly on a DOM and a chart can update correctly for a while, but randomly, there is going to be another data download that's going to trigger and delay the updates on the chart I was watching/trading. For example, historical data for a previous symbol which I closed 2 minutes ago is going to download (again? delayed?) and overwhelm the rest: the intraday data for the stock I am now watching and am in a trade with, will not update during the whole duration of that unnecessary reload. I have a "time remaining" indicator on each of my charts, to tell me how many seconds remain until the current bar closes: anytime the problem I'm writing about happens, I can see the current bars now become -20 seconds, -50 seconds, -4 minutes lagging behind the market. Sometimes, data disconnects and reconnects in ways that I can't predict and I get the following: 2024-09-04 13:54:16.890 | Denali Data Feed | There has been no activity on the network socket for 55s. Will reconnect.
2024-09-04 13:54:16.890 | Denali Data Feed (Market Orders Data) | Waiting for socket receive thread to end 2024-09-04 13:54:16.891 | DTC Client socket (2) | CloseSocket call. 2024-09-04 13:54:16.891 | Denali Data Feed (Market Orders Data) | Disconnected from the server. I was looking my watchlist when this message happened. Some activity was happening. Would you like to see the log files? Date Time Of Last Edit: 2024-09-04 19:23:04
|