Support Board
Date/Time: Wed, 15 Oct 2025 06:48:33 +0000
Post From: DOM (and MBO) missing live / DOM available in replay only
[2025-10-14 14:03:24] |
Gui - Posts: 8 |
Hello, I have package 12 with Denali subscription. I am looking at MNQZ25-CME. DOM and MBO are not available live. DOM is available in replay (I am aware that MBO is not available for replay). https://www.sierrachart.com/image.php?Image=1760450370328.png https://www.sierrachart.com/image.php?Image=1760450420575.png This is my log: 2025-10-14 10:00:55.715 | SC Data | Disconnected. 2025-10-14 10:00:55.791 | DTC Client socket (2) | Socket gracefully closed by remote side. 2025-10-14 10:00:55.791 | DTC Client socket (2) | Closed. 2025-10-14 10:00:55.807 | DTC Client socket (1) | Socket gracefully closed by remote side. 2025-10-14 10:00:55.807 | DTC Client socket (1) | Closed. 2025-10-14 10:01:06.419 | 2025-10-14 10:01:06.419 | SC Data | Connection to server complete. 2025-10-14 10:01:06.420 | No download requests in the queue to start downloads for. | Number times message added: 3 2025-10-14 10:01:06.455 | Mapping MNQZ99-CME to MNQZ99. Service code: cme 2025-10-14 10:01:06.455 | Using symbol data fast lookup vector 2025-10-14 10:01:06.456 | Denali Data Feed | Starting real-time market data updates for: MNQZ99-CME (MNQZ99). ID: 1 Service code: cme 2025-10-14 10:01:06.456 | Denali Data Feed | Connecting to the server ds28.sierracharts.com. Port 443 2025-10-14 10:01:06.456 | Denali Data Feed | Requesting security definition data for: MNQZ99-CME (MNQZ99). ID: 1 2025-10-14 10:01:06.456 | Mapping MNQZ25-CME to MNQZ25. Service code: cme 2025-10-14 10:01:06.456 | Denali Data Feed | Starting real-time market data updates for: MNQZ25-CME (MNQZ25). ID: 2 Service code: cme 2025-10-14 10:01:06.456 | Denali Data Feed | Requesting security definition data for: MNQZ25-CME (MNQZ25). ID: 2 2025-10-14 10:01:06.456 | Added historical Intraday data request for MNQZ25-CME to the queue. 2025-10-14 10:01:06.456 | Intraday data recording state for symbol MNQZ25-CME is set to download 'Pending'. 2025-10-14 10:01:06.456 | Triggering next historical data download in queue. 2025-10-14 10:01:06.459 | Delaying start of download for MNQZ25-CME. 2025-10-14 10:01:06.487 | DTC Client socket (1) | Creating socket. 2025-10-14 10:01:06.487 | DTC Client socket (1) | New receive buffer size: 0 2025-10-14 10:01:06.487 | DTC Client socket (1) | Connecting to IP: 67.214.125.5. 2025-10-14 10:01:06.507 | Denali Data Feed | Network connection to server complete. 2025-10-14 10:01:06.507 | Denali Data Feed | Starting socket receive thread. 2025-10-14 10:01:06.507 | Denali Data Feed | Sending encoding request to server: Binary VLS. Compression: standard 2025-10-14 10:01:06.550 | Denali Data Feed | Setting DTC encoding to Binary VLS 2025-10-14 10:01:06.550 | Denali Data Feed | Sending logon request message. 2025-10-14 10:01:07.052 | Denali Data Feed | Received logon response. 2025-10-14 10:01:07.052 | Denali Data Feed | Server Name: SC Realtime Server. 2025-10-14 10:01:07.052 | Denali Data Feed | Server protocol version: 8. Client protocol version: 8 2025-10-14 10:01:07.052 | Denali Data Feed | Successfully connected. 2025-10-14 10:01:07.052 | Denali Data Feed | Trading is not supported. 2025-10-14 10:01:07.052 | Denali Data Feed | MarketDepthIsSupported: 1 2025-10-14 10:01:07.052 | Denali Data Feed | Restarting real-time data updates for symbol: MNQZ25-CME -> MNQZ25 2025-10-14 10:01:07.052 | Denali Data Feed | Restarting real-time data updates for symbol: MNQZ99-CME -> MNQZ99 2025-10-14 10:01:07.180 | Added historical Market Depth data request for MNQZ25-CME to the queue. 2025-10-14 10:01:07.180 | Market depth data recording state for symbol MNQZ25-CME is set to download 'Pending'. 2025-10-14 10:01:07.180 | Triggering next historical data download in queue. 2025-10-14 10:01:07.180 | Historical Market Depth data request, start 00:00:00.000 , for MNQZ25-CME is discarded because a matching download is already pending and the new one is not for earlier data. 2025-10-14 10:01:07.180 | Added historical Market Depth data request for MNQZ99-CME to the queue. 2025-10-14 10:01:07.180 | Market depth data recording state for symbol MNQZ99-CME is set to download 'Pending'. 2025-10-14 10:01:07.180 | Historical Market Depth data request, start 00:00:00.000 , for MNQZ99-CME is discarded because a matching download is already pending and the new one is not for earlier data. 2025-10-14 10:01:07.180 | Historical Market Depth data request, start 00:00:00.000 , for MNQZ25-CME is discarded because a matching download is already pending and the new one is not for earlier data. | Number times message added: 178 2025-10-14 10:01:07.181 | Denali Data Feed | Setting external service identifier for symbol MNQZ25-CME to 42001149 2025-10-14 10:01:07.181 | Denali Data Feed | Received security definition for symbol MNQZ25-CME 2025-10-14 10:01:07.181 | Denali Data Feed | Real-time data for symbol MNQZ99-CME is currently unavailable. 2025-10-14 10:01:07.181 | Denali Data Feed | Received security definition for symbol MNQZ99-CME 2025-10-14 10:01:07.181 | Historical Market Depth data request, start 00:00:00.000 , for MNQZ25-CME is discarded because a matching download is already pending and the new one is not for earlier data. | Number times message added: 10 2025-10-14 10:01:07.181 | HD Request # 18 | Downloading Market Depth data for MNQZ25-CME. Service: cme.marketdepth. 2025-10-14 10:01:07.184 | HD Request # 18 | Download start date-time: 2025-10-14 10:00:55.707184. 2025-10-14 10:01:07.185 | HD Request # 18 | Using server: ds32.sierracharts.com port 10150 2025-10-14 10:01:07.209 | Socket (2) | Creating socket. 2025-10-14 10:01:07.209 | Socket (2) | New receive buffer size: 0 2025-10-14 10:01:07.209 | Socket (2) | Connecting to IP: 69.39.70.248. 2025-10-14 10:01:07.250 | HD Request # 18 | Setting DTC encoding to Binary VLS 2025-10-14 10:01:07.250 | HD Request # 18 | Sending historical data logon request message. 2025-10-14 10:01:07.306 | HD Request # 18 | Requesting market depth data. Start date-time: 2025-10-14 10:00:55. Symbol: MNQZ25 2025-10-14 10:01:07.324 | HD Request # 18 | Decompressing data. 2025-10-14 10:01:07.352 | HD Request # 18 | Receiving market depth data for MNQZ25-CME starting at 2025-10-14 10:00:55.721000 2025-10-14 10:01:07.433 | Socket (2) | CloseSocket call. 2025-10-14 10:01:07.433 | Socket (2) | Shutdown started. Waiting for graceful close. 2025-10-14 10:01:07.435 | Historical data download thread signaled to stop. 2025-10-14 10:01:07.436 | HD Request # 18 | Timestamp of first market depth data file record written: 2025-10-14 10:00:55.721000. 2025-10-14 10:01:07.436 | HD Request # 18 | Received 20459 Market Depth data records from 2025-10-14 10:00:55.721000 to 2025-10-14 10:01:05.165000 (9.4 seconds. Delay: 2.3 seconds) and wrote 20459 records for MNQZ25-CME 2025-10-14 10:01:07.437 | HD Request # 18 | Completion time: 0s. 2025-10-14 10:01:07.437 | HD Request # 18 | Market Depth data download complete for MNQZ25-CME. Unique request ID: 681 2025-10-14 10:01:07.437 | Removing historical data download ID 681. 2025-10-14 10:01:07.437 | Real-time market depth file updates started for MNQZ25-CME 2025-10-14 10:01:07.437 | Opened cached Depth file: C:\SC\Data\MarketDepthData\MNQZ25-CME.2025-10-14.depth 2025-10-14 10:01:07.437 | MNQZ25-CME[M]/MNQZ99-CME[M] 10 Sec #4 | Flagging to reload Intraday data on market depth download completion. 2025-10-14 10:01:07.437 | 2025-10-14 10:01:07.437 | Triggering next historical data download in queue. 2025-10-14 10:01:07.437 | HD Request # 19 | Downloading Market Depth data for MNQZ99-CME. Service: cme.marketdepth. 2025-10-14 10:01:07.438 | HD Request # 19 | Download start date-time: 2025-10-14 10:00:55.706947. 2025-10-14 10:01:07.438 | HD Request # 19 | Error downloading historical Market Depth data for MNQZ99-CME. Not downloading depth data earlier than 1 year ago 2025-10-14 10:01:07.438 | Historical data download thread signaled to stop. 2025-10-14 10:01:07.438 | HD Request # 19 | Received 0 Market Depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds and wrote 0 records for MNQZ99-CME 2025-10-14 10:01:07.438 | HD Request # 19 | Completion time: 0s. 2025-10-14 10:01:07.438 | HD Request # 19 | Market Depth data download complete for MNQZ99-CME. Unique request ID: 683 2025-10-14 10:01:07.438 | Removing historical data download ID 683. 2025-10-14 10:01:07.438 | Real-time market depth file updates started for MNQZ99-CME 2025-10-14 10:01:07.438 | Opened cached Depth file: C:\SC\Data\MarketDepthData\MNQZ99-CME.2025-10-14.depth 2025-10-14 10:01:07.438 | 2025-10-14 10:01:07.438 | No download requests in the queue to start downloads for. 2025-10-14 10:01:07.450 | Socket (2) | Socket gracefully closed by remote side. 2025-10-14 10:01:07.450 | Socket (2) | Closed. 2025-10-14 10:01:07.458 | Opened cached Depth file: C:\SC\Data\MarketDepthData\MNQZ25-CME.2025-10-14.depth 2025-10-14 10:01:07.463 | MNQZ25-CME[M]/MNQZ99-CME[M] 10 Sec #4 | Reloading chart. 2025-10-14 10:01:07.509 | MNQZ25-CME[M]/MNQZ99-CME[M] 10 Sec #4 | StartDateTimeForLoadingOrderFills: 00:00:00 2025-10-14 10:01:07.516 | MNQZ25-CME[M]/MNQZ99-CME[M] 10 Sec #4 | Chart data loading complete. 2025-10-14 10:01:11.413 | Requesting market depth updates for: MNQZ25-CME if supported. NumLevels=1400 2025-10-14 10:01:11.423 | Denali Data Feed (Market Orders Data) | Connecting to the server ds28.sierracharts.com. Port 10060 2025-10-14 10:01:11.423 | Requesting market depth updates for: MNQZ99-CME if supported. NumLevels=1400 2025-10-14 10:01:11.425 | DTC Client socket (2) | Creating socket. 2025-10-14 10:01:11.425 | DTC Client socket (2) | New receive buffer size: 0 2025-10-14 10:01:11.425 | DTC Client socket (2) | Connecting to IP: 67.214.125.5. 2025-10-14 10:01:11.443 | Denali Data Feed (Market Orders Data) | Network connection to server complete. 2025-10-14 10:01:11.443 | Denali Data Feed (Market Orders Data) | Starting socket receive thread. 2025-10-14 10:01:11.443 | Denali Data Feed (Market Orders Data) | Sending encoding request to server: Binary VLS. Compression: standard 2025-10-14 10:01:11.488 | Denali Data Feed (Market Orders Data) | Setting DTC encoding to Binary VLS 2025-10-14 10:01:11.488 | Denali Data Feed (Market Orders Data) | Sending logon request message. 2025-10-14 10:01:11.524 | Denali Data Feed | Clearing market depth for MNQZ25-CME 2025-10-14 10:01:11.528 | Denali Data Feed | Clearing market depth for MNQZ99-CME 2025-10-14 10:01:11.530 | Opened cached Depth file: C:\SC\Data\MarketDepthData\MNQZ99-CME.2025-10-14.depth 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Received logon response. 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Server Name: SC Realtime Server. 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Server protocol version: 8. Client protocol version: 8 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Successfully connected. 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Trading is not supported. 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | MarketDepthIsSupported: 1 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Starting market orders updates for: MNQZ25. MinimumMarketByOrderQuantity: 0. Service code: cme 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Restarting market orders data for symbol: MNQZ25-CME -> MNQZ25 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Starting market orders updates for: MNQZ99. MinimumMarketByOrderQuantity: 0. Service code: cme 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Restarting market orders data for symbol: MNQZ99-CME -> MNQZ99 2025-10-14 10:01:11.757 | Denali Data Feed (Market Orders Data) | Real-time data for symbol MNQZ99-CME is currently unavailable. 2025-10-14 10:01:12.177 | HD Request # 20 | Downloading Intraday chart data for MNQZ25-CME to the file MNQZ25-CME.scid. Service: cme 2025-10-14 10:01:12.178 | HD Request # 20 | Download start date-time: 2025-10-14 10:00:56.000000. File last date-time: 2025-10-14 10:00:56.687001 2025-10-14 10:01:12.178 | HD Request # 20 | Using server: ds28.sierracharts.com port 10150 2025-10-14 10:01:12.179 | Socket (3) | Creating socket. 2025-10-14 10:01:12.179 | Socket (3) | New receive buffer size: 0 2025-10-14 10:01:12.179 | Socket (3) | Connecting to IP: 67.214.125.5. 2025-10-14 10:01:12.221 | HD Request # 20 | Setting DTC encoding to Binary VLS 2025-10-14 10:01:12.221 | HD Request # 20 | Sending historical data logon request message. 2025-10-14 10:01:12.292 | HD Request # 20 | Requesting Intraday data. Start date-time: 2025-10-14 10:00:56. Record interval: 0. Symbol: MNQZ25 2025-10-14 10:01:12.310 | HD Request # 20 | Decompressing data. 2025-10-14 10:01:12.330 | HD Request # 20 | Receiving Intraday data for MNQZ25-CME starting at 2025-10-14 10:00:56.010000 2025-10-14 10:01:12.332 | Socket (3) | CloseSocket call. 2025-10-14 10:01:12.332 | Socket (3) | Shutdown started. Waiting for graceful close. 2025-10-14 10:01:12.339 | Historical data download thread signaled to stop. 2025-10-14 10:01:12.339 | HD Request # 20 | Timestamp of first Intraday data file record written: 2025-10-14 10:00:56.841000. 2025-10-14 10:01:12.340 | HD Request # 20 | Received 847 Intraday data records from 2025-10-14 10:00:56.010000 to 2025-10-14 10:01:09.830000 (13.8 seconds. Delay: 2.5 seconds) and wrote 817 records for MNQZ25-CME 2025-10-14 10:01:12.341 | HD Request # 20 | Add time&sales data | Remembered last file record date-time: 2025-10-14 14:01:09.830000 2025-10-14 10:01:12.341 | Added 649 Time and Sales records to Intraday data file for MNQZ25-CME after download. 2025-10-14 10:01:12.341 | HD Request # 20 | Completion time: 0s. 2025-10-14 10:01:12.341 | HD Request # 20 | Intraday data download complete for MNQZ25-CME. Unique request ID: 680 2025-10-14 10:01:12.341 | Removing historical data download ID 680. 2025-10-14 10:01:12.341 | Real-time Intraday chart data file updates started for MNQZ25-CME 2025-10-14 10:01:12.341 | Intraday chart data file opened for MNQZ25-CME 2025-10-14 10:01:12.341 | HD Request # 20 | Enabling Intraday chart updating for symbol. 2025-10-14 10:01:12.341 | 2025-10-14 10:01:12.341 | No download requests in the queue to start downloads for. 2025-10-14 10:01:12.349 | Socket (3) | Socket gracefully closed by remote side. 2025-10-14 10:01:12.349 | Socket (3) | Closed. 2025-10-14 10:01:15.761 | Opened cached Intraday file: C:\SC\Data\MNQZ25-CME.scid. Thread ID: 136256 |
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