Home >> Support Board

Support Board

Date/Time: Sun, 15 Feb 2026 15:44:20 +0000

How to Post a Message for Support

Post From: denali data delayed

[2026-01-14 15:19:51] Link To Thread - Link To Post [Go To First Post]
Flowdity - Posts: 73
I still have data delay especially at the open, could you help to take a look please? 2026-01-14 09:29:33.298 \| NTP Client \| Received Packet \| RoundTripDelay=0.17399835586547852, SystemClockOffset=0.0031468868255615234 2026-01-14 09:29:33.308 \| NTP Client \| Received Packet \| RoundTripDelay=0.18296337127685547, SystemClockOffset=0.008251667022705078 2026-01-14 09:29:33.360 \| NTP Client \| Received Packet \| RoundTripDelay=0.23496055603027344, SystemClockOffset=-0.026341915130615234 2026-01-14 09:29:34.135 \| NTP Client \| Performed system clock adjustment of 635.8623504638672 microseconds. 2026-01-14 09:30:03.138 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:30:03.138 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:30:03.138 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:30:03.138 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:30:03.378 \| NTP Client \| Received Packet \| RoundTripDelay=0.2409687042236328, SystemClockOffset=-0.01732349395751953 2026-01-14 09:30:04.117 \| NTP Client \| Performed system clock adjustment of -17323.49395751953 microseconds. 2026-01-14 09:30:25.956 \| File >> Disconnect selected. 2026-01-14 09:30:25.964 \| Rithmic Direct - DTC \| Waiting for socket receive thread to end 2026-01-14 09:30:25.965 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:30:25.965 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:25.965 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:30:25.965 \| DTC Client socket (1) \| Closed. 2026-01-14 09:30:25.965 \| Denali Data Feed (Market Orders Data) \| Waiting for socket receive thread to end 2026-01-14 09:30:25.965 \| DTC Client socket (9) \| CloseSocket call. 2026-01-14 09:30:25.965 \| DTC Client socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:25.965 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:30:25.966 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:30:25.966 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:30:25.966 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:30:25.966 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:30:25.966 \| DTC Client socket (3) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:25.966 \| DTC Client socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:30:25.966 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:30:25.966 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:30:25.966 \| DTC Client socket (9) \| Closed. 2026-01-14 09:30:25.966 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:30:25.966 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:25.967 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:30:25.967 \| DTC Client socket (2) \| Closed. 2026-01-14 09:30:25.970 \| DTC Client socket (3) \| Socket gracefully closed by remote side. 2026-01-14 09:30:25.970 \| DTC Client socket (3) \| Closed. 2026-01-14 09:30:27.066 \| 2026-01-14 09:30:27.066 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:30:27.066 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:30:27.066 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:30:27.068 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2026-01-14 09:30:27.068 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:30:27.068 \| DTC Client socket (1) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:30:27.071 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:30:27.071 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:30:27.071 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:30:27.071 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:30:31.372 \| Rithmic Direct - DTC \| Received logon response. 2026-01-14 09:30:31.372 \| Rithmic Direct - DTC \| Server Name: . 2026-01-14 09:30:31.372 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:30:31.372 \| Rithmic Direct - DTC \| Successfully connected. 2026-01-14 09:30:31.372 \| Rithmic Direct - DTC \| Trading is supported. 2026-01-14 09:30:31.372 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2026-01-14 09:30:31.372 \| Rithmic Direct - DTC \| OCO Orders supported. 2026-01-14 09:30:31.372 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2026-01-14 09:30:31.372 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2026-01-14 09:30:31.372 \| Rithmic Direct - DTC \| Connection to server complete. 2026-01-14 09:30:31.373 \| No download requests in the queue to start downloads for. 2026-01-14 09:30:31.374 \| Using Bid/Ask average for last trade price for VOLX 2026-01-14 09:30:31.374 \| Using symbol data fast lookup vector 2026-01-14 09:30:31.374 \| SC Data with Depth \| Starting real-time market data updates for: VOLX. ID: 1 Service code: fxcm 2026-01-14 09:30:31.374 \| SC Data with Depth \| Connecting to the server ds12.sierracharts.com. Port 10048 2026-01-14 09:30:31.375 \| SC Data with Depth \| Requesting security definition data for: VOLX. ID: 1 2026-01-14 09:30:31.375 \| Added historical Intraday data request for VOLX to the queue. 2026-01-14 09:30:31.375 \| Intraday data recording state for symbol VOLX is set to download 'Pending'. 2026-01-14 09:30:31.375 \| Triggering next historical data download in queue. 2026-01-14 09:30:31.375 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Started historical data download for additional symbol VOLX. Download ID: 124 2026-01-14 09:30:31.376 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:30:31.376 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:30:31.376 \| DTC Client socket (2) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:30:31.378 \| SC Data with Depth \| Starting real-time market data updates for: TICK-NYSE. ID: 2 Service code: statscalc 2026-01-14 09:30:31.378 \| SC Data with Depth \| Requesting security definition data for: TICK-NYSE. ID: 2 2026-01-14 09:30:31.378 \| Added historical Intraday data request for TICK-NYSE to the queue. 2026-01-14 09:30:31.378 \| Intraday data recording state for symbol TICK-NYSE is set to download 'Pending'. 2026-01-14 09:30:31.378 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TICK-NYSE. Download ID: 125 2026-01-14 09:30:31.378 \| SC Data with Depth \| Starting real-time market data updates for: NISS-NYSE. ID: 3 Service code: statscalc 2026-01-14 09:30:31.378 \| SC Data with Depth \| Requesting security definition data for: NISS-NYSE. ID: 3 2026-01-14 09:30:31.378 \| Added historical Intraday data request for NISS-NYSE to the queue. 2026-01-14 09:30:31.378 \| Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. 2026-01-14 09:30:31.378 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol NISS-NYSE. Download ID: 126 2026-01-14 09:30:31.378 \| SC Data with Depth \| Starting real-time market data updates for: TRIN-NYSE. ID: 4 Service code: statscalc 2026-01-14 09:30:31.378 \| SC Data with Depth \| Requesting security definition data for: TRIN-NYSE. ID: 4 2026-01-14 09:30:31.378 \| Added historical Intraday data request for TRIN-NYSE to the queue. 2026-01-14 09:30:31.378 \| Intraday data recording state for symbol TRIN-NYSE is set to download 'Pending'. 2026-01-14 09:30:31.378 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TRIN-NYSE. Download ID: 127 2026-01-14 09:30:31.382 \| Delaying start of download for VOLX. 2026-01-14 09:30:31.382 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:30:31.382 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:30:31.382 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:30:31.384 \| Mapping NQH6.CME to NQH26. Service code: cme 2026-01-14 09:30:31.384 \| Denali Data Feed \| Starting real-time market data updates for: NQH6.CME (NQH26). ID: 5 Service code: cme 2026-01-14 09:30:31.384 \| Denali Data Feed \| Connecting to the server ds28.sierracharts.com. Port 10048 2026-01-14 09:30:31.384 \| Denali Data Feed \| Requesting security definition data for: NQH6.CME (NQH26). ID: 5 2026-01-14 09:30:31.384 \| Added historical Intraday data request for NQH6.CME to the queue. 2026-01-14 09:30:31.384 \| Intraday data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:30:31.384 \| Triggering next historical data download in queue. 2026-01-14 09:30:31.384 \| Mapping MNQH6.CME to MNQH26. Service code: cme 2026-01-14 09:30:31.384 \| Denali Data Feed \| Starting real-time market data updates for: MNQH6.CME (MNQH26). ID: 6 Service code: cme 2026-01-14 09:30:31.384 \| Denali Data Feed \| Requesting security definition data for: MNQH6.CME (MNQH26). ID: 6 2026-01-14 09:30:31.386 \| DTC Client socket (3) \| Creating socket. 2026-01-14 09:30:31.386 \| DTC Client socket (3) \| New receive buffer size: 0 2026-01-14 09:30:31.386 \| DTC Client socket (3) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:30:31.394 \| Mapping ESH6.CME to ESH26. Service code: cme 2026-01-14 09:30:31.394 \| Denali Data Feed \| Starting real-time market data updates for: ESH6.CME (ESH26). ID: 7 Service code: cme 2026-01-14 09:30:31.394 \| Denali Data Feed \| Requesting security definition data for: ESH6.CME (ESH26). ID: 7 2026-01-14 09:30:31.394 \| Added historical Intraday data request for ESH6.CME to the queue. 2026-01-14 09:30:31.394 \| Intraday data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:30:31.394 \| Mapping MESH6.CME to MESH26. Service code: cme 2026-01-14 09:30:31.394 \| Denali Data Feed \| Starting real-time market data updates for: MESH6.CME (MESH26). ID: 8 Service code: cme 2026-01-14 09:30:31.394 \| Denali Data Feed \| Requesting security definition data for: MESH6.CME (MESH26). ID: 8 2026-01-14 09:30:31.403 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:30:31.403 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:30:31.403 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:30:31.628 \| Mapping RTYH6.CME to RTYH26. Service code: cme 2026-01-14 09:30:31.628 \| Denali Data Feed \| Starting real-time market data updates for: RTYH6.CME (RTYH26). ID: 9 Service code: cme 2026-01-14 09:30:31.628 \| Denali Data Feed \| Requesting security definition data for: RTYH6.CME (RTYH26). ID: 9 2026-01-14 09:30:31.629 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:30:31.629 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:30:31.629 \| Triggering next historical data download in queue. 2026-01-14 09:30:32.514 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:30:32.514 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:30:33.153 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:30:33.153 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:30:33.153 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:30:33.153 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:30:33.177 \| SC Data with Depth \| Received logon response. 2026-01-14 09:30:33.177 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:30:33.177 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:30:33.177 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:30:33.177 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:30:33.177 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:30:33.177 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:30:33.177 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:30:33.177 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:30:33.177 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:30:33.195 \| NTP Client \| Received Packet \| RoundTripDelay=0.04099321365356445, SystemClockOffset=-0.014420747756958008 2026-01-14 09:30:33.332 \| NTP Client \| Received Packet \| RoundTripDelay=0.17899799346923828, SystemClockOffset=-0.015622138977050781 2026-01-14 09:30:33.386 \| NTP Client \| Received Packet \| RoundTripDelay=0.23298120498657227, SystemClockOffset=-0.041376352310180664 2026-01-14 09:30:33.392 \| NTP Client \| Received Packet \| RoundTripDelay=0.23895931243896484, SystemClockOffset=-0.03575277328491211 2026-01-14 09:30:34.010 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:30:34.010 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:30:34.010 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:30:34.010 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:30:34.010 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:30:34.010 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:30:34.010 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:30:34.010 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:30:34.139 \| NTP Client \| Performed system clock adjustment of -25687.456130981445 microseconds. 2026-01-14 09:30:36.347 \| Requesting market depth updates for: ESH6.CME if supported. NumLevels=120 2026-01-14 09:30:36.347 \| Requesting market depth updates for: NQH6.CME if supported. NumLevels=120 2026-01-14 09:30:36.348 \| Added historical Market Depth data request for ESH6.CME to the queue. 2026-01-14 09:30:36.348 \| Market depth data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:30:36.349 \| Triggering next historical data download in queue. 2026-01-14 09:30:36.349 \| Added historical Market Depth data request for NQH6.CME to the queue. 2026-01-14 09:30:36.349 \| Market depth data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:30:36.350 \| HD Request # 22 \| Downloading Market Depth data for ESH6.CME. Service: cme.marketdepth. 2026-01-14 09:30:36.350 \| HD Request # 22 \| Download start date-time: 2026-01-14 09:30:25.965519. 2026-01-14 09:30:36.350 \| HD Request # 22 \| Using server: ds28.sierracharts.com port 10150 2026-01-14 09:30:36.350 \| Socket (4) \| Creating socket. 2026-01-14 09:30:36.350 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:30:36.350 \| Socket (4) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:30:37.301 \| HD Request # 22 \| Setting DTC encoding to Binary VLS 2026-01-14 09:30:37.301 \| HD Request # 22 \| Sending historical data logon request message. 2026-01-14 09:30:37.675 \| HD Request # 22 \| Requesting market depth data. Start date-time: 2026-01-14 09:30:25. Symbol: ESH26 2026-01-14 09:30:38.015 \| HD Request # 22 \| Decompressing data. 2026-01-14 09:30:38.027 \| HD Request # 22 \| Receiving market depth data for ESH6.CME starting at 2026-01-14 09:30:25.971000 2026-01-14 09:30:38.670 \| Socket (4) \| CloseSocket call. 2026-01-14 09:30:38.670 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:38.671 \| Historical data download thread signaled to stop. 2026-01-14 09:30:38.671 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:30:38.671 \| Socket (4) \| Closed. 2026-01-14 09:30:38.671 \| HD Request # 22 \| Timestamp of first market depth data file record written: 2026-01-14 09:30:25.971000. 2026-01-14 09:30:38.671 \| HD Request # 22 \| Received 11210 Market Depth data records from 2026-01-14 09:30:25.971000 to 2026-01-14 09:30:35.077000 (9.1 seconds. Delay: 3.6 seconds) and wrote 11210 records for ESH6.CME 2026-01-14 09:30:38.672 \| HD Request # 22 \| Completion time: 2s. 2026-01-14 09:30:38.672 \| HD Request # 22 \| Market Depth data download complete for ESH6.CME. Unique request ID: 131 2026-01-14 09:30:38.672 \| Removing historical data download ID 131. 2026-01-14 09:30:38.672 \| Real-time market depth file updates started for ESH6.CME 2026-01-14 09:30:38.680 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:30:38.680 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:38.680 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:38.680 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:38.680 \| ESH6.CME [CV][M] 30 Sec #6 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:38.680 \| ESH6.CME [CV][M] 30 Sec #5 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:38.680 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:38.680 \| ESH6.CME [CV][M] 30 Min #17 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:38.680 \| 2026-01-14 09:30:38.680 \| Triggering next historical data download in queue. 2026-01-14 09:30:38.680 \| HD Request # 23 \| Downloading Market Depth data for NQH6.CME. Service: cme.marketdepth. 2026-01-14 09:30:38.681 \| HD Request # 23 \| Download start date-time: 2026-01-14 09:30:25.965398. 2026-01-14 09:30:38.681 \| HD Request # 23 \| Using server: ds32.sierracharts.com port 10149 2026-01-14 09:30:38.683 \| Socket (4) \| Creating socket. 2026-01-14 09:30:38.683 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:30:38.683 \| Socket (4) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:30:38.703 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:30:38.713 \| ESH6.CME [CV][M] 30 Min #17 \| Waiting for historical downloads to complete with the IDs: 129, 2026-01-14 09:30:38.714 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:30:38.717 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Waiting for historical downloads to complete with the IDs: 129, 2026-01-14 09:30:38.772 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:30:38.775 \| ESH6.CME [CV][M] 30 Sec #5 \| Waiting for historical downloads to complete with the IDs: 129, 2026-01-14 09:30:38.805 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:30:38.808 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Waiting for historical downloads to complete with the IDs: 129, 2026-01-14 09:30:38.811 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:30:38.822 \| ESH6.CME [CV][M] 30 Sec #6 \| Waiting for historical downloads to complete with the IDs: 129, 2026-01-14 09:30:38.823 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:30:38.833 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Waiting for historical downloads to complete with the IDs: 129, 2026-01-14 09:30:38.843 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:30:38.847 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Waiting for historical downloads to complete with the IDs: 129, 2026-01-14 09:30:39.724 \| HD Request # 24 \| Downloading Intraday chart data for VOLX to the file VOLX.scid. Service: fxcm 2026-01-14 09:30:39.725 \| HD Request # 24 \| Download start date-time: 2026-01-14 09:30:25.000000. File last date-time: 2026-01-14 09:30:25.183000 2026-01-14 09:30:39.725 \| HD Request # 24 \| Using server: ds12.sierracharts.com port 10149 2026-01-14 09:30:39.726 \| Socket (9) \| Creating socket. 2026-01-14 09:30:39.726 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:30:39.726 \| Socket (9) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:30:41.642 \| HD Request # 23 \| Setting DTC encoding to Binary VLS 2026-01-14 09:30:41.642 \| HD Request # 23 \| Sending historical data logon request message. 2026-01-14 09:30:43.739 \| HD Request # 23 \| Requesting market depth data. Start date-time: 2026-01-14 09:30:25. Symbol: NQH26 2026-01-14 09:30:44.440 \| HD Request # 24 \| Setting DTC encoding to Binary VLS 2026-01-14 09:30:44.440 \| HD Request # 24 \| Sending historical data logon request message. 2026-01-14 09:30:44.520 \| HD Request # 23 \| Decompressing data. 2026-01-14 09:30:44.529 \| HD Request # 23 \| Receiving market depth data for NQH6.CME starting at 2026-01-14 09:30:25.968000 2026-01-14 09:30:46.042 \| HD Request # 24 \| Requesting Intraday data. Start date-time: 2026-01-14 09:30:25. Record interval: 0. Symbol: VOLX 2026-01-14 09:30:47.056 \| HTTPS connection ID:5 to downloads.rithmic.com:443 for request ID:5 (10) \| Creating socket. Using TLS 1.2. 2026-01-14 09:30:47.056 \| HTTPS connection ID:5 to downloads.rithmic.com:443 for request ID:5 (10) \| New receive buffer size: 0 2026-01-14 09:30:47.056 \| HTTPS connection ID:5 to downloads.rithmic.com:443 for request ID:5 (10) \| Connecting to IP: 38.79.0.89. 2026-01-14 09:30:47.677 \| HD Request # 24 \| Decompressing data. 2026-01-14 09:30:47.677 \| HD Request # 24 \| Receiving Intraday data for VOLX starting at 2026-01-14 09:30:25.044000 2026-01-14 09:30:47.677 \| Socket (9) \| CloseSocket call. 2026-01-14 09:30:47.677 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:47.677 \| Historical data download thread signaled to stop. 2026-01-14 09:30:47.678 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:30:47.678 \| HD Request # 24 \| Timestamp of first Intraday data file record written: 2026-01-14 09:30:25.793000. 2026-01-14 09:30:47.678 \| Socket (9) \| Closed. 2026-01-14 09:30:47.678 \| HD Request # 24 \| Received 19 Intraday data records from 2026-01-14 09:30:25.044000 to 2026-01-14 09:30:43.202000 (18.2 seconds. Delay: 4.5 seconds) and wrote 17 records for VOLX 2026-01-14 09:30:47.685 \| HD Request # 24 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:30:43.202000 2026-01-14 09:30:47.685 \| HD Request # 24 \| Completion time: 8s. 2026-01-14 09:30:47.685 \| HD Request # 24 \| Intraday data download complete for VOLX. Unique request ID: 124 2026-01-14 09:30:47.685 \| Removing historical data download ID 124. 2026-01-14 09:30:47.685 \| Real-time Intraday chart data file updates started for VOLX 2026-01-14 09:30:47.685 \| Intraday chart data file opened for VOLX 2026-01-14 09:30:47.685 \| HD Request # 24 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:30:47.685 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Historical data download for additional symbol VOLX with ID 124 has completed. 2026-01-14 09:30:47.685 \| 2026-01-14 09:30:47.685 \| Triggering next historical data download in queue. 2026-01-14 09:30:47.685 \| HD Request # 25 \| Downloading Intraday chart data for TICK-NYSE to the file TICK-NYSE.scid. Service: statscalc 2026-01-14 09:30:47.685 \| HD Request # 25 \| Download start date-time: 2026-01-14 09:30:25.000000. File last date-time: 2026-01-14 09:30:25.464002 2026-01-14 09:30:47.685 \| HD Request # 25 \| Using server: ds4.sierracharts.com port 10150 2026-01-14 09:30:47.687 \| Socket (9) \| Creating socket. 2026-01-14 09:30:47.687 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:30:47.687 \| Socket (9) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:30:49.700 \| HD Request # 25 \| Setting DTC encoding to Binary VLS 2026-01-14 09:30:49.700 \| HD Request # 25 \| Sending historical data logon request message. 2026-01-14 09:30:49.847 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:30:49.847 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:30:50.042 \| HD Request # 25 \| Requesting Intraday data. Start date-time: 2026-01-14 09:30:25. Record interval: 0. Symbol: TICK-NYSE 2026-01-14 09:30:50.370 \| HD Request # 25 \| Decompressing data. 2026-01-14 09:30:50.641 \| HD Request # 25 \| Receiving Intraday data for TICK-NYSE starting at 2026-01-14 09:30:25.000000 2026-01-14 09:30:50.642 \| Socket (9) \| CloseSocket call. 2026-01-14 09:30:50.642 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:50.643 \| Historical data download thread signaled to stop. 2026-01-14 09:30:50.643 \| HD Request # 25 \| Timestamp of first Intraday data file record written: 2026-01-14 09:30:26.000000. 2026-01-14 09:30:50.643 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:30:50.643 \| Socket (9) \| Closed. 2026-01-14 09:30:50.643 \| HD Request # 25 \| Received 24 Intraday data records from 2026-01-14 09:30:25.000000 to 2026-01-14 09:30:48.000000 (23.0 seconds. Delay: 2.6 seconds) and wrote 23 records for TICK-NYSE 2026-01-14 09:30:50.651 \| HD Request # 25 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:30:48.000000 2026-01-14 09:30:50.651 \| Added 20 Time and Sales records to Intraday data file for TICK-NYSE after download. 2026-01-14 09:30:50.651 \| HD Request # 25 \| Completion time: 3s. 2026-01-14 09:30:50.651 \| HD Request # 25 \| Intraday data download complete for TICK-NYSE. Unique request ID: 125 2026-01-14 09:30:50.651 \| Removing historical data download ID 125. 2026-01-14 09:30:50.651 \| Real-time Intraday chart data file updates started for TICK-NYSE 2026-01-14 09:30:50.651 \| Intraday chart data file opened for TICK-NYSE 2026-01-14 09:30:50.651 \| HD Request # 25 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:30:50.651 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TICK-NYSE with ID 125 has completed. 2026-01-14 09:30:50.651 \| 2026-01-14 09:30:50.651 \| Triggering next historical data download in queue. 2026-01-14 09:30:50.651 \| HD Request # 26 \| Downloading Intraday chart data for NISS-NYSE to the file NISS-NYSE.scid. Service: statscalc 2026-01-14 09:30:50.651 \| HD Request # 26 \| Download start date-time: 2026-01-14 09:30:25.000000. File last date-time: 2026-01-14 09:30:25.214001 2026-01-14 09:30:50.651 \| HD Request # 26 \| Using server: ds12.sierracharts.com port 10149 2026-01-14 09:30:50.651 \| Socket (9) \| Creating socket. 2026-01-14 09:30:50.651 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:30:50.651 \| Socket (9) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:30:50.860 \| Denali Data Feed \| Received logon response. 2026-01-14 09:30:50.860 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:30:50.860 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:30:50.860 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:30:50.860 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:30:50.860 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:30:50.860 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds28.sierracharts.com. Port 10060 2026-01-14 09:30:50.860 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26. Market Depth data restarted. 2026-01-14 09:30:50.860 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:30:50.860 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:30:50.860 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26. Market Depth data restarted. 2026-01-14 09:30:50.860 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:30:50.862 \| DTC Client socket (11) \| Creating socket. 2026-01-14 09:30:50.862 \| DTC Client socket (11) \| New receive buffer size: 0 2026-01-14 09:30:50.862 \| DTC Client socket (11) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:30:50.863 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:30:50.863 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:30:50.863 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:30:51.778 \| HD Request # 26 \| Setting DTC encoding to Binary VLS 2026-01-14 09:30:51.778 \| HD Request # 26 \| Sending historical data logon request message. 2026-01-14 09:30:51.920 \| Rithmic Direct - DTC \| Wrote file: D:\crypto\RithmicConnections.json. Size: 110576 2026-01-14 09:30:51.921 \| Rithmic Direct - DTC \| Processed connection points. Count: 474 2026-01-14 09:30:51.974 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:30:51.974 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:30:52.163 \| HD Request # 26 \| Requesting Intraday data. Start date-time: 2026-01-14 09:30:25. Record interval: 0. Symbol: NISS-NYSE 2026-01-14 09:30:52.180 \| HTTPS connection ID:5 to downloads.rithmic.com:443 for request ID:5 (10) \| CloseSocket call. 2026-01-14 09:30:52.180 \| HTTPS connection ID:5 to downloads.rithmic.com:443 for request ID:5 (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:52.180 \| HTTPS connection ID:5 to downloads.rithmic.com:443 for request ID:5 (10) \| Socket gracefully closed by remote side. 2026-01-14 09:30:52.180 \| HTTPS connection ID:5 to downloads.rithmic.com:443 for request ID:5 (10) \| Closed. 2026-01-14 09:30:52.184 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:30:52.184 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:30:52.184 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:30:52.191 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:30:52.191 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:30:52.191 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:30:52.191 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:30:52.191 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:30:52.191 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:30:52.191 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:30:52.191 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:30:52.191 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:30:52.191 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:30:52.234 \| Opened cached Intraday file: D:\crypto\Data\TICK-NYSE.scid. Thread ID: 11112 2026-01-14 09:30:52.491 \| HD Request # 26 \| Decompressing data. 2026-01-14 09:30:52.644 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:30:52.644 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:30:52.644 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:30:52.644 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:30:52.644 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:30:52.644 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:30:52.644 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:30:52.644 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:30:52.644 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:30:52.644 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:30:52.771 \| HD Request # 26 \| Receiving Intraday data for NISS-NYSE starting at 2026-01-14 09:30:25.000000 2026-01-14 09:30:52.771 \| Socket (9) \| CloseSocket call. 2026-01-14 09:30:52.771 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:52.771 \| Historical data download thread signaled to stop. 2026-01-14 09:30:52.771 \| HD Request # 26 \| Timestamp of first Intraday data file record written: 2026-01-14 09:30:26.000000. 2026-01-14 09:30:52.771 \| HD Request # 26 \| Received 25 Intraday data records from 2026-01-14 09:30:25.000000 to 2026-01-14 09:30:49.000000 (24.0 seconds. Delay: 3.8 seconds) and wrote 24 records for NISS-NYSE 2026-01-14 09:30:52.772 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:30:52.772 \| Socket (9) \| Closed. 2026-01-14 09:30:52.779 \| HD Request # 26 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:30:49.000000 2026-01-14 09:30:52.779 \| Added 27 Time and Sales records to Intraday data file for NISS-NYSE after download. 2026-01-14 09:30:52.779 \| HD Request # 26 \| Completion time: 2s. 2026-01-14 09:30:52.779 \| HD Request # 26 \| Intraday data download complete for NISS-NYSE. Unique request ID: 126 2026-01-14 09:30:52.779 \| Removing historical data download ID 126. 2026-01-14 09:30:52.779 \| Real-time Intraday chart data file updates started for NISS-NYSE 2026-01-14 09:30:52.779 \| Intraday chart data file opened for NISS-NYSE 2026-01-14 09:30:52.779 \| HD Request # 26 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:30:52.779 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol NISS-NYSE with ID 126 has completed. 2026-01-14 09:30:52.779 \| 2026-01-14 09:30:52.779 \| Triggering next historical data download in queue. 2026-01-14 09:30:52.779 \| HD Request # 27 \| Downloading Intraday chart data for TRIN-NYSE to the file TRIN-NYSE.scid. Service: statscalc 2026-01-14 09:30:52.779 \| HD Request # 27 \| Download start date-time: 2026-01-14 09:30:25.000000. File last date-time: 2026-01-14 09:30:25.214002 2026-01-14 09:30:52.779 \| HD Request # 27 \| Using server: ds4.sierracharts.com port 10150 2026-01-14 09:30:52.779 \| Socket (9) \| Creating socket. 2026-01-14 09:30:52.779 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:30:52.779 \| Socket (9) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:30:53.693 \| HD Request # 27 \| Setting DTC encoding to Binary VLS 2026-01-14 09:30:53.693 \| HD Request # 27 \| Sending historical data logon request message. 2026-01-14 09:30:53.902 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: ESH6.CME. Market orders request not authorized. 2026-01-14 09:30:53.902 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQH6.CME. Market orders request not authorized. 2026-01-14 09:30:54.012 \| HD Request # 23 \| Timestamp of first market depth data file record written: 2026-01-14 09:30:25.968000. 2026-01-14 09:30:54.035 \| HD Request # 27 \| Requesting Intraday data. Start date-time: 2026-01-14 09:30:25. Record interval: 0. Symbol: TRIN-NYSE 2026-01-14 09:30:54.375 \| HD Request # 27 \| Decompressing data. 2026-01-14 09:30:54.721 \| HD Request # 27 \| Receiving Intraday data for TRIN-NYSE starting at 2026-01-14 09:30:25.000000 2026-01-14 09:30:54.722 \| Socket (9) \| CloseSocket call. 2026-01-14 09:30:54.722 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:54.722 \| Historical data download thread signaled to stop. 2026-01-14 09:30:54.722 \| HD Request # 27 \| Timestamp of first Intraday data file record written: 2026-01-14 09:30:26.000000. 2026-01-14 09:30:54.722 \| HD Request # 27 \| Received 28 Intraday data records from 2026-01-14 09:30:25.000000 to 2026-01-14 09:30:52.000000 (27.0 seconds. Delay: 2.7 seconds) and wrote 27 records for TRIN-NYSE 2026-01-14 09:30:54.723 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:30:54.723 \| Socket (9) \| Closed. 2026-01-14 09:30:54.732 \| HD Request # 27 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:30:52.000000 2026-01-14 09:30:54.732 \| Added 26 Time and Sales records to Intraday data file for TRIN-NYSE after download. 2026-01-14 09:30:54.732 \| HD Request # 27 \| Completion time: 2s. 2026-01-14 09:30:54.732 \| HD Request # 27 \| Intraday data download complete for TRIN-NYSE. Unique request ID: 127 2026-01-14 09:30:54.732 \| Removing historical data download ID 127. 2026-01-14 09:30:54.732 \| Real-time Intraday chart data file updates started for TRIN-NYSE 2026-01-14 09:30:54.732 \| Intraday chart data file opened for TRIN-NYSE 2026-01-14 09:30:54.732 \| HD Request # 27 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:30:54.732 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TRIN-NYSE with ID 127 has completed. 2026-01-14 09:30:54.732 \| 2026-01-14 09:30:54.732 \| Triggering next historical data download in queue. 2026-01-14 09:30:54.732 \| Delaying start of download for NQH6.CME. 2026-01-14 09:30:55.453 \| Socket (4) \| CloseSocket call. 2026-01-14 09:30:55.453 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:30:55.453 \| Historical data download thread signaled to stop. 2026-01-14 09:30:55.453 \| HD Request # 23 \| Received 39658 Market Depth data records from 2026-01-14 09:30:25.968000 to 2026-01-14 09:30:41.141000 (15.2 seconds. Delay: 14.3 seconds) and wrote 39658 records for NQH6.CME 2026-01-14 09:30:55.453 \| HD Request # 23 \| Completion time: 17s. 2026-01-14 09:30:55.453 \| HD Request # 23 \| Market Depth data download complete for NQH6.CME. Unique request ID: 132 2026-01-14 09:30:55.453 \| Removing historical data download ID 132. 2026-01-14 09:30:55.453 \| Real-time market depth file updates started for NQH6.CME 2026-01-14 09:30:55.453 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:30:55.453 \| Socket (4) \| Closed. 2026-01-14 09:30:55.461 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:30:55.461 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:55.461 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:55.461 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:55.461 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:55.461 \| NQH6.CME [CV][M] 30 Sec #14 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:55.461 \| NQH6.CME [CV][M] 30 Sec #12 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:55.461 \| NQH6.CME [CV][M] 30 Min #18 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:30:55.461 \| 2026-01-14 09:30:55.461 \| No download requests in the queue to start downloads for. 2026-01-14 09:30:55.462 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:30:55.473 \| NQH6.CME [CV][M] 30 Min #18 \| Waiting for historical downloads to complete with the IDs: 128, 2026-01-14 09:30:55.475 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:30:55.478 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Waiting for historical downloads to complete with the IDs: 128, 2026-01-14 09:30:55.504 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:30:55.507 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Waiting for historical downloads to complete with the IDs: 128, 2026-01-14 09:30:55.545 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:30:55.548 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Waiting for historical downloads to complete with the IDs: 128, 2026-01-14 09:30:55.553 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:30:55.564 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Waiting for historical downloads to complete with the IDs: 128, 2026-01-14 09:30:55.624 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:30:55.656 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:30:55.668 \| NQH6.CME [CV][M] 30 Sec #14 \| Waiting for historical downloads to complete with the IDs: 128, 2026-01-14 09:30:55.688 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:30:55.692 \| NQH6.CME [CV][M] 30 Sec #12 \| Waiting for historical downloads to complete with the IDs: 128, 2026-01-14 09:30:57.235 \| Opened cached Intraday file: D:\crypto\Data\NISS-NYSE.scid. Thread ID: 11112 2026-01-14 09:30:57.235 \| Opened cached Intraday file: D:\crypto\Data\TRIN-NYSE.scid. Thread ID: 11112 2026-01-14 09:30:57.751 \| HD Request # 28 \| Downloading Intraday chart data for NQH6.CME to the file NQH6.CME.scid. Service: cme 2026-01-14 09:30:57.752 \| HD Request # 28 \| Download start date-time: 2026-01-14 09:30:02.000000. File last date-time: 2026-01-14 09:30:02.347000 2026-01-14 09:30:57.752 \| HD Request # 28 \| Using server: ds26.sierracharts.com port 10149 2026-01-14 09:30:57.753 \| Socket (4) \| Creating socket. 2026-01-14 09:30:57.753 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:30:57.753 \| Socket (4) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:30:58.653 \| HD Request # 28 \| Setting DTC encoding to Binary VLS 2026-01-14 09:30:58.653 \| HD Request # 28 \| Sending historical data logon request message. 2026-01-14 09:30:59.017 \| HD Request # 28 \| Requesting Intraday data. Start date-time: 2026-01-14 09:30:02. Record interval: 0. Symbol: NQH26 2026-01-14 09:30:59.357 \| HD Request # 28 \| Decompressing data. 2026-01-14 09:30:59.368 \| HD Request # 28 \| Receiving Intraday data for NQH6.CME starting at 2026-01-14 09:30:02.000000 2026-01-14 09:31:00.022 \| Socket (4) \| CloseSocket call. 2026-01-14 09:31:00.022 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:00.022 \| Historical data download thread signaled to stop. 2026-01-14 09:31:00.023 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:31:00.023 \| Socket (4) \| Closed. 2026-01-14 09:31:00.023 \| HD Request # 28 \| Timestamp of first Intraday data file record written: 2026-01-14 09:30:02.371000. 2026-01-14 09:31:00.024 \| HD Request # 28 \| Received 5188 Intraday data records from 2026-01-14 09:30:02.000000 to 2026-01-14 09:30:56.823000 (54.8 seconds. Delay: 3.2 seconds) and wrote 5060 records for NQH6.CME 2026-01-14 09:31:00.031 \| HD Request # 28 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:30:56.823000 2026-01-14 09:31:00.031 \| Added 26 Time and Sales records to Intraday data file for NQH6.CME after download. 2026-01-14 09:31:00.031 \| HD Request # 28 \| Completion time: 3s. 2026-01-14 09:31:00.031 \| HD Request # 28 \| Intraday data download complete for NQH6.CME. Unique request ID: 128 2026-01-14 09:31:00.031 \| Removing historical data download ID 128. 2026-01-14 09:31:00.031 \| Real-time Intraday chart data file updates started for NQH6.CME 2026-01-14 09:31:00.031 \| Intraday chart data file opened for NQH6.CME 2026-01-14 09:31:00.031 \| HD Request # 28 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:00.037 \| 2026-01-14 09:31:00.037 \| Triggering next historical data download in queue. 2026-01-14 09:31:00.037 \| HD Request # 29 \| Downloading Intraday chart data for ESH6.CME to the file ESH6.CME.scid. Service: cme 2026-01-14 09:31:00.037 \| HD Request # 29 \| Download start date-time: 2026-01-14 09:30:03.000000. File last date-time: 2026-01-14 09:30:03.550005 2026-01-14 09:31:00.037 \| HD Request # 29 \| Using server: ds28.sierracharts.com port 10150 2026-01-14 09:31:00.037 \| Socket (4) \| Creating socket. 2026-01-14 09:31:00.037 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:31:00.037 \| Socket (4) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:31:00.078 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:00.078 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:31:00.079 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:00.079 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:31:00.084 \| NQH6.CME [CV][M] 30 Min #18 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:00.084 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:31:00.088 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:00.089 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:31:00.090 \| NQH6.CME [CV][M] 30 Sec #12 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:00.090 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:31:00.167 \| NQH6.CME [CV][M] 30 Sec #14 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:00.167 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:31:00.182 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:00.183 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:31:00.198 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:31:00.222 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:31:00.228 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:00.228 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:00.228 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:31:00.278 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:00.278 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:31:00.326 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:31:00.364 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:31:00.403 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:00.415 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Chart data loading complete. 2026-01-14 09:31:00.416 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:31:00.420 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:31:00.587 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:00.587 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:00.587 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:31:00.587 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:31:00.709 \| NQH6.CME [CV][M] 30 Min #18 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:31:00.710 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:00.710 \| NQH6.CME [CV][M] 30 Min #18 \| Chart data loading complete. 2026-01-14 09:31:00.784 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:00.789 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:00.790 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:00.814 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Chart data loading complete. 2026-01-14 09:31:00.987 \| HD Request # 29 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:00.987 \| HD Request # 29 \| Sending historical data logon request message. 2026-01-14 09:31:01.076 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:31:01.163 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:31:01.282 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:01.282 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:31:01.291 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:01.294 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:01.294 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:01.336 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Chart data loading complete. 2026-01-14 09:31:01.338 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:31:01.352 \| HD Request # 29 \| Requesting Intraday data. Start date-time: 2026-01-14 09:30:03. Record interval: 0. Symbol: ESH26 2026-01-14 09:31:01.375 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:31:01.375 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:01.471 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:01.478 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:01.539 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:01.740 \| HD Request # 29 \| Decompressing data. 2026-01-14 09:31:01.755 \| HD Request # 29 \| Receiving Intraday data for ESH6.CME starting at 2026-01-14 09:30:03.001000 2026-01-14 09:31:02.240 \| Opened cached Intraday file: D:\crypto\Data\NQH6.CME.scid. Thread ID: 11112 2026-01-14 09:31:03.145 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:31:03.145 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:31:03.145 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:31:03.145 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:31:03.188 \| NTP Client \| Received Packet \| RoundTripDelay=0.04299211502075195, SystemClockOffset=-0.0071489810943603516 2026-01-14 09:31:03.319 \| NTP Client \| Received Packet \| RoundTripDelay=0.17399835586547852, SystemClockOffset=-0.0051038265228271484 2026-01-14 09:31:03.369 \| NTP Client \| Received Packet \| RoundTripDelay=0.22396039962768555, SystemClockOffset=-0.02050185203552246 2026-01-14 09:31:03.371 \| NTP Client \| Received Packet \| RoundTripDelay=0.22498607635498047, SystemClockOffset=-0.029642105102539062 2026-01-14 09:31:03.812 \| Socket (4) \| CloseSocket call. 2026-01-14 09:31:03.812 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:03.813 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:31:03.813 \| Socket (4) \| Closed. 2026-01-14 09:31:03.817 \| Historical data download thread signaled to stop. 2026-01-14 09:31:03.817 \| HD Request # 29 \| Timestamp of first Intraday data file record written: 2026-01-14 09:30:03.553000. 2026-01-14 09:31:03.817 \| HD Request # 29 \| Received 7975 Intraday data records from 2026-01-14 09:30:03.001000 to 2026-01-14 09:31:00.667003 (57.7 seconds. Delay: 3.2 seconds) and wrote 7748 records for ESH6.CME 2026-01-14 09:31:03.825 \| HD Request # 29 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:31:00.667003 2026-01-14 09:31:03.825 \| HD Request # 29 \| Completion time: 3s. 2026-01-14 09:31:03.825 \| HD Request # 29 \| Intraday data download complete for ESH6.CME. Unique request ID: 129 2026-01-14 09:31:03.825 \| Removing historical data download ID 129. 2026-01-14 09:31:03.825 \| Real-time Intraday chart data file updates started for ESH6.CME 2026-01-14 09:31:03.825 \| Intraday chart data file opened for ESH6.CME 2026-01-14 09:31:03.825 \| HD Request # 29 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:03.825 \| 2026-01-14 09:31:03.825 \| Triggering next historical data download in queue. 2026-01-14 09:31:03.825 \| ESH6.CME [CV][M] 30 Sec #5 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:03.826 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:31:03.827 \| HD Request # 30 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:31:03.827 \| HD Request # 30 \| Download start date-time: 2026-01-14 09:30:02.000000. File last date-time: 2026-01-14 09:30:02.348001 2026-01-14 09:31:03.827 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:03.827 \| HD Request # 30 \| Using server: ds32.sierracharts.com port 10149 2026-01-14 09:31:03.827 \| Socket (4) \| Creating socket. 2026-01-14 09:31:03.827 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:31:03.827 \| Socket (4) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:31:03.827 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:31:03.864 \| ESH6.CME [CV][M] 30 Sec #6 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:03.865 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:31:03.871 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:03.871 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:31:03.879 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:03.880 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:31:03.903 \| ESH6.CME [CV][M] 30 Min #17 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:03.904 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:31:03.915 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:03.917 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:31:04.085 \| + Loading additional symbol data. 2026-01-14 09:31:04.119 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:04.119 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:31:04.120 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:31:04.126 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:31:04.132 \| + Loading additional symbol data. 2026-01-14 09:31:04.148 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:31:04.140 \| NTP Client \| Performed system clock adjustment of -13825.416564941406 microseconds. 2026-01-14 09:31:04.153 \| + Loading additional symbol data. 2026-01-14 09:31:04.199 \| ESH6.CME [CV][M] 30 Sec #5 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:31:04.202 \| Chart #5 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:04.202 \| Chart #5 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:04.202 \| ESH6.CME [CV][M] 30 Sec #5 \| Chart data loading complete. 2026-01-14 09:31:04.312 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:31:04.325 \| ESH6.CME/MESH6.CME [CV][M] #3 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:04.338 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Chart data loading complete. 2026-01-14 09:31:04.357 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:31:04.382 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:31:04.582 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:31:04.600 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:31:04.604 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:04.607 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:04.635 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Chart data loading complete. 2026-01-14 09:31:04.991 \| HD Request # 30 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:04.991 \| HD Request # 30 \| Sending historical data logon request message. 2026-01-14 09:31:05.044 \| Chart #17 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:05.044 \| ESH6.CME [CV][M] 30 Min #17 \| Chart data loading complete. 2026-01-14 09:31:05.169 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:31:05.171 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:31:05.189 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:31:05.189 \| Socket (4) \| CloseSocket call. 2026-01-14 09:31:05.189 \| Socket (0) \| CloseSocket call. 2026-01-14 09:31:05.189 \| Socket (4) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:31:05.189 \| Socket (4) \| Closed. 2026-01-14 09:31:05.195 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:31:05.195 \| DTC Client socket (1) \| Signaling for receive thread to end. Bytes in receive buffer: 0 2026-01-14 09:31:05.196 \| DTC Client socket (1) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:31:05.196 \| DTC Client socket (1) \| Closed. 2026-01-14 09:31:05.196 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:31:05.196 \| DTC Client socket (2) \| Signaling for receive thread to end. Bytes in receive buffer: 0 2026-01-14 09:31:05.196 \| DTC Client socket (2) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:31:05.196 \| DTC Client socket (2) \| Closed. 2026-01-14 09:31:05.196 \| HD Request # 30 \| Error downloading historical Intraday data for RTYH6.CME. The network socket has been closed. Retrying download. 2026-01-14 09:31:05.196 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:31:05.196 \| Triggering next historical data download in queue. 2026-01-14 09:31:05.196 \| Historical data download thread signaled to stop. 2026-01-14 09:31:05.196 \| HD Request # 30 \| Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds and wrote 0 records for RTYH6.CME 2026-01-14 09:31:05.196 \| HD Request # 30 \| Completion time: 2s. 2026-01-14 09:31:05.196 \| 2026-01-14 09:31:05.196 \| Connection to the external service has been lost. 2026-01-14 09:31:05.214 \| DTC Client socket (0) \| CloseSocket call. 2026-01-14 09:31:05.214 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:31:05.214 \| SC Data with Depth \| Data feed disconnected. Will reconnect in 2 seconds. 2026-01-14 09:31:05.214 \| HD Request # 31 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:31:05.214 \| HD Request # 31 \| Download start date-time: 2026-01-14 09:30:02.000000. File last date-time: 2026-01-14 09:30:02.348001 2026-01-14 09:31:05.214 \| HD Request # 31 \| Using server: ds26.sierracharts.com port 10150 2026-01-14 09:31:05.214 \| Socket (1) \| Creating socket. 2026-01-14 09:31:05.214 \| Socket (1) \| New receive buffer size: 0 2026-01-14 09:31:05.214 \| Socket (1) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:31:05.218 \| + Loading additional symbol data. 2026-01-14 09:31:05.235 \| DTC Client socket (11) \| Socket gracefully closed by remote side. 2026-01-14 09:31:05.240 \| DTC Client socket (3) \| Socket gracefully closed by remote side. 2026-01-14 09:31:05.240 \| DTC Client socket (0) \| CloseSocket call. 2026-01-14 09:31:05.241 \| Opened cached Intraday file: D:\crypto\Data\VOLX.scid. Thread ID: 5404 2026-01-14 09:31:05.241 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:31:05.241 \| Will reconnect to the server in 4.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. 2026-01-14 09:31:05.257 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:05.317 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Chart data loading complete. 2026-01-14 09:31:05.317 \| DTC Client socket (11) \| CloseSocket call. 2026-01-14 09:31:05.317 \| DTC Client socket (11) \| Signaling for receive thread to end. Bytes in receive buffer: 0 2026-01-14 09:31:05.317 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:31:05.317 \| DTC Client socket (3) \| Signaling for receive thread to end. Bytes in receive buffer: 0 2026-01-14 09:31:05.317 \| DTC Client socket (11) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:31:05.317 \| DTC Client socket (11) \| Closed. 2026-01-14 09:31:05.318 \| DTC Client socket (3) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:31:05.318 \| DTC Client socket (3) \| Closed. 2026-01-14 09:31:05.411 \| DTC Client socket (0) \| CloseSocket call. 2026-01-14 09:31:05.412 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:31:05.412 \| Denali Data Feed (Market Orders Data) \| Data feed disconnected. Will reconnect in 2 seconds. 2026-01-14 09:31:05.412 \| DTC Client socket (0) \| CloseSocket call. 2026-01-14 09:31:05.412 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:31:05.412 \| DTC Client socket (0) \| CloseSocket call. 2026-01-14 09:31:05.412 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:31:05.412 \| Denali Data Feed \| Data feed disconnected. Will reconnect in 3 seconds. 2026-01-14 09:31:05.906 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:05.908 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:05.908 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:05.938 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Chart data loading complete. 2026-01-14 09:31:05.951 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:05.955 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:05.986 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:06.014 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:06.036 \| HD Request # 31 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:06.036 \| HD Request # 31 \| Sending historical data logon request message. 2026-01-14 09:31:06.349 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:06.356 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:06.395 \| HD Request # 31 \| Requesting Intraday data. Start date-time: 2026-01-14 09:30:02. Record interval: 0. Symbol: RTYH26 2026-01-14 09:31:06.411 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:06.710 \| HD Request # 31 \| Decompressing data. 2026-01-14 09:31:06.936 \| HD Request # 31 \| Receiving Intraday data for RTYH6.CME starting at 2026-01-14 09:30:02.013000 2026-01-14 09:31:07.145 \| Socket (1) \| CloseSocket call. 2026-01-14 09:31:07.145 \| Socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:07.145 \| Socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:31:07.146 \| Socket (1) \| Closed. 2026-01-14 09:31:07.160 \| Historical data download thread signaled to stop. 2026-01-14 09:31:07.160 \| HD Request # 31 \| Timestamp of first Intraday data file record written: 2026-01-14 09:30:02.360000. 2026-01-14 09:31:07.160 \| HD Request # 31 \| Received 2487 Intraday data records from 2026-01-14 09:30:02.013000 to 2026-01-14 09:31:04.788005 (62.8 seconds. Delay: 2.4 seconds) and wrote 2449 records for RTYH6.CME 2026-01-14 09:31:07.160 \| HD Request # 31 \| Completion time: 2s. 2026-01-14 09:31:07.160 \| HD Request # 31 \| Intraday data download complete for RTYH6.CME. Unique request ID: 130 2026-01-14 09:31:07.160 \| Removing historical data download ID 130. 2026-01-14 09:31:07.160 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:31:07.160 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:31:07.160 \| HD Request # 31 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:07.160 \| 2026-01-14 09:31:07.160 \| No download requests in the queue to start downloads for. 2026-01-14 09:31:07.221 \| SC Data with Depth \| Connecting to the server ds4.sierracharts.com. Port 443 2026-01-14 09:31:07.224 \| DTC Client socket (1) \| Creating socket. 2026-01-14 09:31:07.224 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:31:07.224 \| DTC Client socket (1) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:31:07.255 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:31:07.255 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:31:07.255 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:31:08.415 \| Denali Data Feed \| Connecting to the server ds28.sierracharts.com. Port 443 2026-01-14 09:31:08.415 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:31:08.415 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:31:08.415 \| DTC Client socket (2) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:31:08.421 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:31:08.421 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:31:08.421 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:31:08.482 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:08.482 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:31:09.008 \| 2026-01-14 09:31:09.008 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:31:09.008 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:31:09.008 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:31:09.010 \| DTC Client socket (3) \| Creating socket. Using TLS 1.2. 2026-01-14 09:31:09.010 \| DTC Client socket (3) \| New receive buffer size: 0 2026-01-14 09:31:09.010 \| DTC Client socket (3) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:31:09.015 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:31:09.015 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:31:09.015 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:31:09.015 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:31:09.340 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:09.340 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:31:09.448 \| SC Data with Depth \| Received logon response. 2026-01-14 09:31:09.448 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:31:09.448 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:31:09.448 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:31:09.448 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:31:09.448 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:31:09.448 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:31:09.448 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:31:09.448 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:31:09.448 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:31:10.340 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:31:10.340 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:31:10.340 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:31:10.340 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:31:10.340 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:31:10.340 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:31:10.340 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:31:10.340 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:31:10.367 \| Denali Data Feed \| Received logon response. 2026-01-14 09:31:10.367 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:31:10.367 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:31:10.367 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:31:10.367 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:31:10.367 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:31:10.367 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds28.sierracharts.com. Port 10060 2026-01-14 09:31:10.367 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26. Market Depth data restarted. 2026-01-14 09:31:10.367 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:31:10.367 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:31:10.367 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26. Market Depth data restarted. 2026-01-14 09:31:10.367 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:31:10.367 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:31:10.367 \| Triggering next historical data download in queue. 2026-01-14 09:31:10.367 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:31:10.367 \| HD Request # 32 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:31:10.367 \| HD Request # 32 \| Download start date-time: 2026-01-14 09:31:04.000000. File last date-time: 2026-01-14 09:31:04.788005 2026-01-14 09:31:10.367 \| HD Request # 32 \| Using server: ds28.sierracharts.com port 10149 2026-01-14 09:31:10.367 \| DTC Client socket (4) \| Creating socket. 2026-01-14 09:31:10.367 \| DTC Client socket (4) \| New receive buffer size: 0 2026-01-14 09:31:10.367 \| DTC Client socket (4) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:31:10.368 \| Socket (9) \| Creating socket. 2026-01-14 09:31:10.368 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:31:10.368 \| Socket (9) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:31:10.401 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:31:10.401 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:31:10.401 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:31:10.936 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:10.936 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:31:11.379 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:31:11.379 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:31:11.380 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:31:11.380 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:31:11.380 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:31:11.380 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:31:11.380 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:31:11.380 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:31:11.380 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:31:11.380 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:31:11.380 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:31:11.380 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:31:11.662 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:31:11.662 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:31:11.662 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:31:11.662 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:31:11.662 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:31:11.662 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:31:11.662 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:31:11.662 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:31:11.662 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:31:11.662 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:31:12.010 \| Rithmic Direct - DTC \| Received logon response. 2026-01-14 09:31:12.010 \| Rithmic Direct - DTC \| Server Name: . 2026-01-14 09:31:12.010 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:31:12.010 \| Rithmic Direct - DTC \| Successfully connected. 2026-01-14 09:31:12.010 \| Rithmic Direct - DTC \| Trading is supported. 2026-01-14 09:31:12.010 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2026-01-14 09:31:12.010 \| Rithmic Direct - DTC \| OCO Orders supported. 2026-01-14 09:31:12.010 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2026-01-14 09:31:12.010 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2026-01-14 09:31:12.010 \| Rithmic Direct - DTC \| Connection to server complete. 2026-01-14 09:31:12.011 \| Denali Data Feed (Market Orders Data) \| Waiting for socket receive thread to end 2026-01-14 09:31:12.012 \| DTC Client socket (4) \| CloseSocket call. 2026-01-14 09:31:12.012 \| DTC Client socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:12.012 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:31:12.012 \| DTC Client socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:31:12.013 \| DTC Client socket (4) \| Closed. 2026-01-14 09:31:12.013 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:31:12.013 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:31:12.013 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:12.013 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:31:12.013 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:31:12.013 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:31:12.013 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:12.014 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:31:12.014 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:31:12.014 \| No download requests in the queue to start downloads for. 2026-01-14 09:31:12.014 \| DTC Client socket (2) \| Closed. 2026-01-14 09:31:12.014 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:31:12.014 \| DTC Client socket (1) \| Closed. 2026-01-14 09:31:12.019 \| Using Bid/Ask average for last trade price for VOLX 2026-01-14 09:31:12.019 \| Using symbol data fast lookup vector 2026-01-14 09:31:12.019 \| SC Data with Depth \| Starting real-time market data updates for: VOLX. ID: 1 Service code: fxcm 2026-01-14 09:31:12.019 \| SC Data with Depth \| Connecting to the server ds12.sierracharts.com. Port 10048 2026-01-14 09:31:12.019 \| SC Data with Depth \| Requesting security definition data for: VOLX. ID: 1 2026-01-14 09:31:12.019 \| Added historical Intraday data request for VOLX to the queue. 2026-01-14 09:31:12.019 \| Intraday data recording state for symbol VOLX is set to download 'Pending'. 2026-01-14 09:31:12.019 \| Triggering next historical data download in queue. 2026-01-14 09:31:12.019 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Started historical data download for additional symbol VOLX. Download ID: 134 2026-01-14 09:31:12.021 \| DTC Client socket (1) \| Creating socket. 2026-01-14 09:31:12.021 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:31:12.021 \| DTC Client socket (1) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:31:12.022 \| SC Data with Depth \| Starting real-time market data updates for: TICK-NYSE. ID: 2 Service code: statscalc 2026-01-14 09:31:12.022 \| SC Data with Depth \| Requesting security definition data for: TICK-NYSE. ID: 2 2026-01-14 09:31:12.022 \| Added historical Intraday data request for TICK-NYSE to the queue. 2026-01-14 09:31:12.022 \| Intraday data recording state for symbol TICK-NYSE is set to download 'Pending'. 2026-01-14 09:31:12.022 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TICK-NYSE. Download ID: 135 2026-01-14 09:31:12.022 \| SC Data with Depth \| Starting real-time market data updates for: NISS-NYSE. ID: 3 Service code: statscalc 2026-01-14 09:31:12.022 \| SC Data with Depth \| Requesting security definition data for: NISS-NYSE. ID: 3 2026-01-14 09:31:12.022 \| Added historical Intraday data request for NISS-NYSE to the queue. 2026-01-14 09:31:12.022 \| Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. 2026-01-14 09:31:12.022 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol NISS-NYSE. Download ID: 136 2026-01-14 09:31:12.022 \| SC Data with Depth \| Starting real-time market data updates for: TRIN-NYSE. ID: 4 Service code: statscalc 2026-01-14 09:31:12.022 \| SC Data with Depth \| Requesting security definition data for: TRIN-NYSE. ID: 4 2026-01-14 09:31:12.022 \| Added historical Intraday data request for TRIN-NYSE to the queue. 2026-01-14 09:31:12.022 \| Intraday data recording state for symbol TRIN-NYSE is set to download 'Pending'. 2026-01-14 09:31:12.022 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TRIN-NYSE. Download ID: 137 2026-01-14 09:31:12.027 \| SC Data with Depth \| Failed connections: 1 2026-01-14 09:31:12.027 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:31:12.027 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:12.027 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:31:12.027 \| SC Data with Depth \| Data feed disconnected. Will reconnect in 2 seconds. 2026-01-14 09:31:12.027 \| Mapping RTYH6.CME to RTYH26. Service code: cme 2026-01-14 09:31:12.027 \| Denali Data Feed \| Starting real-time market data updates for: RTYH6.CME (RTYH26). ID: 5 Service code: cme 2026-01-14 09:31:12.027 \| Denali Data Feed \| Connecting to the server ds25-2.sierracharts.com. Port 443 2026-01-14 09:31:12.027 \| Denali Data Feed \| Requesting security definition data for: RTYH6.CME (RTYH26). ID: 5 2026-01-14 09:31:12.060 \| Mapping NQH6.CME to NQH26. Service code: cme 2026-01-14 09:31:12.060 \| Denali Data Feed \| Starting real-time market data updates for: NQH6.CME (NQH26). ID: 6 Service code: cme 2026-01-14 09:31:12.060 \| Denali Data Feed \| Requesting security definition data for: NQH6.CME (NQH26). ID: 6 2026-01-14 09:31:12.060 \| Mapping MNQH6.CME to MNQH26. Service code: cme 2026-01-14 09:31:12.060 \| Denali Data Feed \| Starting real-time market data updates for: MNQH6.CME (MNQH26). ID: 7 Service code: cme 2026-01-14 09:31:12.060 \| Denali Data Feed \| Requesting security definition data for: MNQH6.CME (MNQH26). ID: 7 2026-01-14 09:31:12.060 \| Added historical Intraday data request for NQH6.CME to the queue. 2026-01-14 09:31:12.060 \| Intraday data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:31:12.060 \| Triggering next historical data download in queue. 2026-01-14 09:31:12.102 \| Mapping ESH6.CME to ESH26. Service code: cme 2026-01-14 09:31:12.102 \| Denali Data Feed \| Starting real-time market data updates for: ESH6.CME (ESH26). ID: 8 Service code: cme 2026-01-14 09:31:12.102 \| Denali Data Feed \| Requesting security definition data for: ESH6.CME (ESH26). ID: 8 2026-01-14 09:31:12.102 \| Mapping MESH6.CME to MESH26. Service code: cme 2026-01-14 09:31:12.102 \| Denali Data Feed \| Starting real-time market data updates for: MESH6.CME (MESH26). ID: 9 Service code: cme 2026-01-14 09:31:12.102 \| Denali Data Feed \| Requesting security definition data for: MESH6.CME (MESH26). ID: 9 2026-01-14 09:31:12.102 \| Added historical Intraday data request for ESH6.CME to the queue. 2026-01-14 09:31:12.102 \| Intraday data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:31:12.102 \| Triggering next historical data download in queue. 2026-01-14 09:31:12.598 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:31:12.598 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:31:12.599 \| DTC Client socket (2) \| Connecting to IP: 64.152.155.21. 2026-01-14 09:31:12.645 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:31:12.645 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:31:12.645 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:31:12.765 \| HD Request # 32 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:12.765 \| HD Request # 32 \| Sending historical data logon request message. 2026-01-14 09:31:13.335 \| HD Request # 32 \| Requesting Intraday data. Start date-time: 2026-01-14 09:31:04. Record interval: 0. Symbol: RTYH26 2026-01-14 09:31:13.947 \| HD Request # 32 \| Decompressing data. 2026-01-14 09:31:14.044 \| SC Data with Depth \| Connecting to the server ds4.sierracharts.com. Port 443 2026-01-14 09:31:14.046 \| DTC Client socket (4) \| Creating socket. 2026-01-14 09:31:14.046 \| DTC Client socket (4) \| New receive buffer size: 0 2026-01-14 09:31:14.046 \| DTC Client socket (4) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:31:14.047 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:31:14.047 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:31:14.047 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:31:14.681 \| HD Request # 32 \| Receiving Intraday data for RTYH6.CME starting at 2026-01-14 09:31:04.077000 2026-01-14 09:31:14.772 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:14.772 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:31:14.922 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:14.922 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:31:15.625 \| SC Data with Depth \| Received logon response. 2026-01-14 09:31:15.625 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:31:15.625 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:31:15.625 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:31:15.625 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:31:15.625 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:31:15.625 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:31:15.625 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:31:15.625 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:31:15.625 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:31:16.159 \| Socket (9) \| CloseSocket call. 2026-01-14 09:31:16.159 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:16.160 \| Historical data download thread signaled to stop. 2026-01-14 09:31:16.160 \| HD Request # 32 \| Timestamp of first Intraday data file record written: 2026-01-14 09:31:04.868000. 2026-01-14 09:31:16.160 \| HD Request # 32 \| Received 207 Intraday data records from 2026-01-14 09:31:04.077000 to 2026-01-14 09:31:12.541000 (8.5 seconds. Delay: 3.6 seconds) and wrote 182 records for RTYH6.CME 2026-01-14 09:31:16.160 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:31:16.160 \| Socket (9) \| Closed. 2026-01-14 09:31:16.172 \| HD Request # 32 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:31:12.541000 2026-01-14 09:31:16.172 \| HD Request # 32 \| Completion time: 6s. 2026-01-14 09:31:16.172 \| HD Request # 32 \| Intraday data download complete for RTYH6.CME. Unique request ID: 133 2026-01-14 09:31:16.172 \| Removing historical data download ID 133. 2026-01-14 09:31:16.172 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:31:16.172 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:31:16.172 \| HD Request # 32 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:16.172 \| 2026-01-14 09:31:16.172 \| Triggering next historical data download in queue. 2026-01-14 09:31:16.172 \| Delaying start of download for VOLX. 2026-01-14 09:31:16.172 \| Denali Data Feed \| Received logon response. 2026-01-14 09:31:16.172 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:31:16.172 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:31:16.172 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:31:16.172 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:31:16.172 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:31:16.172 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26 2026-01-14 09:31:16.172 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:31:16.172 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:31:16.172 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26 2026-01-14 09:31:16.172 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:31:16.172 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:31:16.172 \| Triggering next historical data download in queue. 2026-01-14 09:31:16.172 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:31:16.388 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:31:16.388 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:31:16.388 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:31:16.388 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:31:16.388 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:31:16.388 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:31:16.388 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:31:16.388 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:31:17.031 \| Requesting market depth updates for: ESH6.CME if supported. NumLevels=120 2026-01-14 09:31:17.036 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds25-2.sierracharts.com. Port 10060 2026-01-14 09:31:17.036 \| Requesting market depth updates for: NQH6.CME if supported. NumLevels=120 2026-01-14 09:31:17.036 \| Added historical Market Depth data request for ESH6.CME to the queue. 2026-01-14 09:31:17.036 \| Market depth data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:31:17.036 \| Triggering next historical data download in queue. 2026-01-14 09:31:17.036 \| Added historical Market Depth data request for NQH6.CME to the queue. 2026-01-14 09:31:17.036 \| Market depth data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:31:17.036 \| HD Request # 33 \| Downloading Market Depth data for ESH6.CME. Service: cme.marketdepth. 2026-01-14 09:31:17.036 \| DTC Client socket (9) \| Creating socket. 2026-01-14 09:31:17.036 \| DTC Client socket (9) \| New receive buffer size: 0 2026-01-14 09:31:17.036 \| DTC Client socket (9) \| Connecting to IP: 64.152.155.21. 2026-01-14 09:31:17.036 \| HD Request # 33 \| Download start date-time: 2026-01-14 09:31:05.241495. 2026-01-14 09:31:17.036 \| HD Request # 33 \| Using server: ds32.sierracharts.com port 10150 2026-01-14 09:31:17.036 \| Socket (10) \| Creating socket. 2026-01-14 09:31:17.036 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:31:17.036 \| Socket (10) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:31:17.062 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:31:17.062 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:31:17.062 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:31:17.389 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:31:17.389 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:31:17.389 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:31:17.389 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:31:17.389 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:31:17.389 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:31:17.389 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:31:17.389 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:31:17.389 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:31:17.389 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:31:17.836 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:31:17.836 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:31:17.874 \| HD Request # 33 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:17.874 \| HD Request # 33 \| Sending historical data logon request message. 2026-01-14 09:31:18.113 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:31:18.113 \| DTC Client socket (1) \| Closed. 2026-01-14 09:31:18.375 \| HD Request # 33 \| Requesting market depth data. Start date-time: 2026-01-14 09:31:05. Symbol: ESH26 2026-01-14 09:31:18.481 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:18.481 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:31:18.638 \| HD Request # 33 \| Decompressing data. 2026-01-14 09:31:18.649 \| HD Request # 33 \| Receiving market depth data for ESH6.CME starting at 2026-01-14 09:31:05.242000 2026-01-14 09:31:19.029 \| Socket (10) \| CloseSocket call. 2026-01-14 09:31:19.030 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:19.030 \| Historical data download thread signaled to stop. 2026-01-14 09:31:19.030 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:31:19.030 \| Socket (10) \| Closed. 2026-01-14 09:31:19.356 \| HD Request # 33 \| Timestamp of first market depth data file record written: 2026-01-14 09:31:05.242000. 2026-01-14 09:31:19.356 \| HD Request # 33 \| Received 14286 Market Depth data records from 2026-01-14 09:31:05.242000 to 2026-01-14 09:31:17.805000 (12.6 seconds. Delay: 1.6 seconds) and wrote 14286 records for ESH6.CME 2026-01-14 09:31:19.356 \| HD Request # 33 \| Completion time: 2s. 2026-01-14 09:31:19.356 \| HD Request # 33 \| Market Depth data download complete for ESH6.CME. Unique request ID: 141 2026-01-14 09:31:19.356 \| Removing historical data download ID 141. 2026-01-14 09:31:19.356 \| Real-time market depth file updates started for ESH6.CME 2026-01-14 09:31:19.362 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:31:19.362 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:19.362 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:19.362 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:19.362 \| ESH6.CME [CV][M] 30 Sec #6 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:19.362 \| ESH6.CME [CV][M] 30 Sec #5 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:19.362 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:19.362 \| ESH6.CME [CV][M] 30 Min #17 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:19.362 \| 2026-01-14 09:31:19.362 \| Triggering next historical data download in queue. 2026-01-14 09:31:19.410 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:31:19.414 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Waiting for historical downloads to complete with the IDs: 139, 2026-01-14 09:31:19.417 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:31:19.428 \| ESH6.CME [CV][M] 30 Min #17 \| Waiting for historical downloads to complete with the IDs: 139, 2026-01-14 09:31:19.429 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:31:19.432 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Waiting for historical downloads to complete with the IDs: 139, 2026-01-14 09:31:19.440 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:31:19.443 \| ESH6.CME [CV][M] 30 Sec #5 \| Waiting for historical downloads to complete with the IDs: 139, 2026-01-14 09:31:19.446 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:31:19.450 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Waiting for historical downloads to complete with the IDs: 139, 2026-01-14 09:31:19.456 \| HD Request # 34 \| Downloading Market Depth data for NQH6.CME. Service: cme.marketdepth. 2026-01-14 09:31:19.457 \| HD Request # 34 \| Download start date-time: 2026-01-14 09:31:05.241401. 2026-01-14 09:31:19.457 \| HD Request # 34 \| Using server: ds26.sierracharts.com port 10149 2026-01-14 09:31:19.457 \| Socket (1) \| Creating socket. 2026-01-14 09:31:19.457 \| Socket (1) \| New receive buffer size: 0 2026-01-14 09:31:19.457 \| Socket (1) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:31:19.457 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:31:19.470 \| ESH6.CME [CV][M] 30 Sec #6 \| Waiting for historical downloads to complete with the IDs: 139, 2026-01-14 09:31:19.470 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:31:19.481 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Waiting for historical downloads to complete with the IDs: 139, 2026-01-14 09:31:19.483 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:31:19.483 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:31:19.483 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:31:19.483 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:31:19.483 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:31:19.483 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:31:19.483 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:31:19.483 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:31:19.483 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:31:19.483 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:31:20.147 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: ESH6.CME. Market orders request not authorized. 2026-01-14 09:31:20.147 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQH6.CME. Market orders request not authorized. 2026-01-14 09:31:20.389 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:31:21.236 \| HD Request # 34 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:21.236 \| HD Request # 34 \| Sending historical data logon request message. 2026-01-14 09:31:21.606 \| HD Request # 34 \| Requesting market depth data. Start date-time: 2026-01-14 09:31:05. Symbol: NQH26 2026-01-14 09:31:21.752 \| HD Request # 35 \| Downloading Intraday chart data for VOLX to the file VOLX.scid. Service: fxcm 2026-01-14 09:31:21.752 \| HD Request # 35 \| Download start date-time: 2026-01-14 09:31:04.000000. File last date-time: 2026-01-14 09:31:04.477000 2026-01-14 09:31:21.752 \| HD Request # 35 \| Using server: ds12.sierracharts.com port 10150 2026-01-14 09:31:21.753 \| Socket (10) \| Creating socket. 2026-01-14 09:31:21.753 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:31:21.753 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:31:22.001 \| HD Request # 34 \| Decompressing data. 2026-01-14 09:31:22.015 \| HD Request # 34 \| Receiving market depth data for NQH6.CME starting at 2026-01-14 09:31:05.242000 2026-01-14 09:31:22.635 \| HD Request # 35 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:22.635 \| HD Request # 35 \| Sending historical data logon request message. 2026-01-14 09:31:23.008 \| HD Request # 35 \| Requesting Intraday data. Start date-time: 2026-01-14 09:31:04. Record interval: 0. Symbol: VOLX 2026-01-14 09:31:23.576 \| HD Request # 35 \| Decompressing data. 2026-01-14 09:31:23.768 \| HD Request # 35 \| Receiving Intraday data for VOLX starting at 2026-01-14 09:31:04.477000 2026-01-14 09:31:23.768 \| Socket (10) \| CloseSocket call. 2026-01-14 09:31:23.768 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:23.768 \| Historical data download thread signaled to stop. 2026-01-14 09:31:23.768 \| HD Request # 35 \| Timestamp of first Intraday data file record written: 2026-01-14 09:31:05.235000. 2026-01-14 09:31:23.769 \| HD Request # 35 \| Received 18 Intraday data records from 2026-01-14 09:31:04.477000 to 2026-01-14 09:31:20.399000 (15.9 seconds. Delay: 3.4 seconds) and wrote 17 records for VOLX 2026-01-14 09:31:23.769 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:31:23.769 \| Socket (10) \| Closed. 2026-01-14 09:31:23.776 \| HD Request # 35 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:31:20.399000 2026-01-14 09:31:23.776 \| Added 5 Time and Sales records to Intraday data file for VOLX after download. 2026-01-14 09:31:23.776 \| HD Request # 35 \| Completion time: 2s. 2026-01-14 09:31:23.776 \| HD Request # 35 \| Intraday data download complete for VOLX. Unique request ID: 134 2026-01-14 09:31:23.776 \| Removing historical data download ID 134. 2026-01-14 09:31:23.776 \| Real-time Intraday chart data file updates started for VOLX 2026-01-14 09:31:23.776 \| Intraday chart data file opened for VOLX 2026-01-14 09:31:23.776 \| HD Request # 35 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:23.776 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Historical data download for additional symbol VOLX with ID 134 has completed. 2026-01-14 09:31:23.776 \| 2026-01-14 09:31:23.776 \| Triggering next historical data download in queue. 2026-01-14 09:31:23.776 \| HD Request # 36 \| Downloading Intraday chart data for TICK-NYSE to the file TICK-NYSE.scid. Service: statscalc 2026-01-14 09:31:23.776 \| HD Request # 36 \| Download start date-time: 2026-01-14 09:31:04.000000. File last date-time: 2026-01-14 09:31:04.458002 2026-01-14 09:31:23.776 \| HD Request # 36 \| Using server: ds4.sierracharts.com port 10149 2026-01-14 09:31:23.776 \| Socket (10) \| Creating socket. 2026-01-14 09:31:23.776 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:31:23.776 \| Socket (10) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:31:26.273 \| HD Request # 36 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:26.273 \| HD Request # 36 \| Sending historical data logon request message. 2026-01-14 09:31:26.664 \| HD Request # 36 \| Requesting Intraday data. Start date-time: 2026-01-14 09:31:04. Record interval: 0. Symbol: TICK-NYSE 2026-01-14 09:31:27.229 \| HD Request # 36 \| Decompressing data. 2026-01-14 09:31:27.289 \| Opened cached Intraday file: D:\crypto\Data\VOLX.scid. Thread ID: 11112 2026-01-14 09:31:27.601 \| HD Request # 36 \| Receiving Intraday data for TICK-NYSE starting at 2026-01-14 09:31:04.000000 2026-01-14 09:31:27.602 \| Socket (10) \| CloseSocket call. 2026-01-14 09:31:27.602 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:27.603 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:31:27.603 \| Socket (10) \| Closed. 2026-01-14 09:31:27.620 \| Historical data download thread signaled to stop. 2026-01-14 09:31:27.620 \| HD Request # 36 \| Timestamp of first Intraday data file record written: 2026-01-14 09:31:05.000000. 2026-01-14 09:31:27.620 \| HD Request # 36 \| Received 23 Intraday data records from 2026-01-14 09:31:04.000000 to 2026-01-14 09:31:26.000000 (22.0 seconds. Delay: 1.6 seconds) and wrote 22 records for TICK-NYSE 2026-01-14 09:31:27.627 \| HD Request # 36 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:31:26.000000 2026-01-14 09:31:27.627 \| Added 12 Time and Sales records to Intraday data file for TICK-NYSE after download. 2026-01-14 09:31:27.628 \| HD Request # 36 \| Completion time: 4s. 2026-01-14 09:31:27.628 \| HD Request # 36 \| Intraday data download complete for TICK-NYSE. Unique request ID: 135 2026-01-14 09:31:27.628 \| Removing historical data download ID 135. 2026-01-14 09:31:27.628 \| Real-time Intraday chart data file updates started for TICK-NYSE 2026-01-14 09:31:27.628 \| Intraday chart data file opened for TICK-NYSE 2026-01-14 09:31:27.628 \| HD Request # 36 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:27.628 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TICK-NYSE with ID 135 has completed. 2026-01-14 09:31:27.628 \| 2026-01-14 09:31:27.628 \| Triggering next historical data download in queue. 2026-01-14 09:31:27.628 \| HD Request # 37 \| Downloading Intraday chart data for NISS-NYSE to the file NISS-NYSE.scid. Service: statscalc 2026-01-14 09:31:27.628 \| HD Request # 37 \| Download start date-time: 2026-01-14 09:31:04.000000. File last date-time: 2026-01-14 09:31:04.208001 2026-01-14 09:31:27.628 \| HD Request # 37 \| Using server: ds12.sierracharts.com port 10150 2026-01-14 09:31:27.628 \| Socket (10) \| Creating socket. 2026-01-14 09:31:27.628 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:31:27.628 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:31:28.710 \| HD Request # 37 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:28.710 \| HD Request # 37 \| Sending historical data logon request message. 2026-01-14 09:31:29.039 \| HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (11) \| Creating socket. Using TLS 1.2. 2026-01-14 09:31:29.039 \| HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (11) \| New receive buffer size: 0 2026-01-14 09:31:29.039 \| HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (11) \| Connecting to IP: 216.66.0.130. 2026-01-14 09:31:29.504 \| HD Request # 34 \| Timestamp of first market depth data file record written: 2026-01-14 09:31:05.242000. 2026-01-14 09:31:30.570 \| HD Request # 37 \| Requesting Intraday data. Start date-time: 2026-01-14 09:31:04. Record interval: 0. Symbol: NISS-NYSE 2026-01-14 09:31:31.848 \| Socket (1) \| CloseSocket call. 2026-01-14 09:31:31.849 \| Socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:31.849 \| Socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:31:31.849 \| Socket (1) \| Closed. 2026-01-14 09:31:31.849 \| Historical data download thread signaled to stop. 2026-01-14 09:31:31.849 \| HD Request # 34 \| Received 36106 Market Depth data records from 2026-01-14 09:31:05.242000 to 2026-01-14 09:31:18.606000 (13.4 seconds. Delay: 13.2 seconds) and wrote 36106 records for NQH6.CME 2026-01-14 09:31:31.850 \| HD Request # 34 \| Completion time: 12s. 2026-01-14 09:31:31.850 \| HD Request # 34 \| Market Depth data download complete for NQH6.CME. Unique request ID: 142 2026-01-14 09:31:31.850 \| Removing historical data download ID 142. 2026-01-14 09:31:31.850 \| Real-time market depth file updates started for NQH6.CME 2026-01-14 09:31:31.856 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:31:31.856 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:31.856 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:31.856 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:31.856 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:31.856 \| NQH6.CME [CV][M] 30 Sec #14 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:31.856 \| NQH6.CME [CV][M] 30 Sec #12 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:31.856 \| NQH6.CME [CV][M] 30 Min #18 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:31:31.856 \| 2026-01-14 09:31:31.856 \| No download requests in the queue to start downloads for. 2026-01-14 09:31:31.878 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:31:31.882 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Waiting for historical downloads to complete with the IDs: 138, 2026-01-14 09:31:31.950 \| Rithmic Direct - DTC \| Wrote file: D:\crypto\RithmicConnections.json. Size: 110576 2026-01-14 09:31:31.950 \| Rithmic Direct - DTC \| Processed connection points. Count: 474 2026-01-14 09:31:31.951 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:31:31.954 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Waiting for historical downloads to complete with the IDs: 138, 2026-01-14 09:31:31.958 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:31:31.969 \| NQH6.CME [CV][M] 30 Min #18 \| Waiting for historical downloads to complete with the IDs: 138, 2026-01-14 09:31:31.988 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:31:31.991 \| NQH6.CME [CV][M] 30 Sec #12 \| Waiting for historical downloads to complete with the IDs: 138, 2026-01-14 09:31:32.100 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:31:32.111 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Waiting for historical downloads to complete with the IDs: 138, 2026-01-14 09:31:32.189 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:31:32.205 \| NQH6.CME [CV][M] 30 Sec #14 \| Waiting for historical downloads to complete with the IDs: 138, 2026-01-14 09:31:32.205 \| HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (11) \| CloseSocket call. 2026-01-14 09:31:32.205 \| HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (11) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:32.206 \| HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (11) \| Socket gracefully closed by remote side. 2026-01-14 09:31:32.206 \| HTTPS connection ID:6 to downloads.rithmic.com:443 for request ID:6 (11) \| Closed. 2026-01-14 09:31:32.234 \| HD Request # 37 \| Decompressing data. 2026-01-14 09:31:32.297 \| Opened cached Intraday file: D:\crypto\Data\TICK-NYSE.scid. Thread ID: 11112 2026-01-14 09:31:32.596 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:31:32.602 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Waiting for historical downloads to complete with the IDs: 138, 2026-01-14 09:31:32.943 \| HD Request # 37 \| Receiving Intraday data for NISS-NYSE starting at 2026-01-14 09:31:04.000000 2026-01-14 09:31:32.943 \| Socket (10) \| CloseSocket call. 2026-01-14 09:31:32.943 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:32.943 \| Historical data download thread signaled to stop. 2026-01-14 09:31:32.944 \| HD Request # 37 \| Timestamp of first Intraday data file record written: 2026-01-14 09:31:05.000000. 2026-01-14 09:31:32.944 \| HD Request # 37 \| Received 26 Intraday data records from 2026-01-14 09:31:04.000000 to 2026-01-14 09:31:29.000000 (25.0 seconds. Delay: 3.9 seconds) and wrote 25 records for NISS-NYSE 2026-01-14 09:31:32.944 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:31:32.944 \| Socket (10) \| Closed. 2026-01-14 09:31:32.951 \| HD Request # 37 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:31:29.000000 2026-01-14 09:31:32.951 \| Added 24 Time and Sales records to Intraday data file for NISS-NYSE after download. 2026-01-14 09:31:32.951 \| HD Request # 37 \| Completion time: 5s. 2026-01-14 09:31:32.951 \| HD Request # 37 \| Intraday data download complete for NISS-NYSE. Unique request ID: 136 2026-01-14 09:31:32.951 \| Removing historical data download ID 136. 2026-01-14 09:31:32.951 \| Real-time Intraday chart data file updates started for NISS-NYSE 2026-01-14 09:31:32.951 \| Intraday chart data file opened for NISS-NYSE 2026-01-14 09:31:32.951 \| HD Request # 37 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:32.951 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol NISS-NYSE with ID 136 has completed. 2026-01-14 09:31:32.951 \| 2026-01-14 09:31:32.951 \| Triggering next historical data download in queue. 2026-01-14 09:31:32.951 \| HD Request # 38 \| Downloading Intraday chart data for TRIN-NYSE to the file TRIN-NYSE.scid. Service: statscalc 2026-01-14 09:31:32.952 \| HD Request # 38 \| Download start date-time: 2026-01-14 09:31:04.000000. File last date-time: 2026-01-14 09:31:04.208002 2026-01-14 09:31:32.952 \| HD Request # 38 \| Using server: ds4.sierracharts.com port 10149 2026-01-14 09:31:32.952 \| Socket (1) \| Creating socket. 2026-01-14 09:31:32.952 \| Socket (1) \| New receive buffer size: 0 2026-01-14 09:31:32.952 \| Socket (1) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:31:33.155 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:31:33.155 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:31:33.155 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:31:33.155 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:31:33.197 \| NTP Client \| Received Packet \| RoundTripDelay=0.04199075698852539, SystemClockOffset=-0.013640165328979492 2026-01-14 09:31:33.329 \| NTP Client \| Received Packet \| RoundTripDelay=0.1739969253540039, SystemClockOffset=-0.011633872985839844 2026-01-14 09:31:33.381 \| NTP Client \| Received Packet \| RoundTripDelay=0.22490882873535156, SystemClockOffset=-0.03580522537231445 2026-01-14 09:31:33.695 \| HD Request # 38 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:33.695 \| HD Request # 38 \| Sending historical data logon request message. 2026-01-14 09:31:34.133 \| HD Request # 38 \| Requesting Intraday data. Start date-time: 2026-01-14 09:31:04. Record interval: 0. Symbol: TRIN-NYSE 2026-01-14 09:31:34.139 \| NTP Client \| Performed system clock adjustment of -13640.165328979492 microseconds. 2026-01-14 09:31:34.472 \| HD Request # 38 \| Decompressing data. 2026-01-14 09:31:35.045 \| HD Request # 38 \| Receiving Intraday data for TRIN-NYSE starting at 2026-01-14 09:31:04.000000 2026-01-14 09:31:35.046 \| Socket (1) \| CloseSocket call. 2026-01-14 09:31:35.046 \| Socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:35.046 \| Historical data download thread signaled to stop. 2026-01-14 09:31:35.046 \| HD Request # 38 \| Timestamp of first Intraday data file record written: 2026-01-14 09:31:05.000000. 2026-01-14 09:31:35.046 \| HD Request # 38 \| Received 29 Intraday data records from 2026-01-14 09:31:04.000000 to 2026-01-14 09:31:32.000000 (28.0 seconds. Delay: 3.0 seconds) and wrote 28 records for TRIN-NYSE 2026-01-14 09:31:35.046 \| Socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:31:35.047 \| Socket (1) \| Closed. 2026-01-14 09:31:35.054 \| HD Request # 38 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:31:32.000000 2026-01-14 09:31:35.054 \| Added 24 Time and Sales records to Intraday data file for TRIN-NYSE after download. 2026-01-14 09:31:35.054 \| HD Request # 38 \| Completion time: 3s. 2026-01-14 09:31:35.054 \| HD Request # 38 \| Intraday data download complete for TRIN-NYSE. Unique request ID: 137 2026-01-14 09:31:35.054 \| Removing historical data download ID 137. 2026-01-14 09:31:35.054 \| Real-time Intraday chart data file updates started for TRIN-NYSE 2026-01-14 09:31:35.054 \| Intraday chart data file opened for TRIN-NYSE 2026-01-14 09:31:35.054 \| HD Request # 38 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:35.054 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TRIN-NYSE with ID 137 has completed. 2026-01-14 09:31:35.054 \| 2026-01-14 09:31:35.054 \| Triggering next historical data download in queue. 2026-01-14 09:31:35.054 \| HD Request # 39 \| Downloading Intraday chart data for NQH6.CME to the file NQH6.CME.scid. Service: cme 2026-01-14 09:31:35.054 \| HD Request # 39 \| Download start date-time: 2026-01-14 09:30:59.000000. File last date-time: 2026-01-14 09:30:59.467007 2026-01-14 09:31:35.054 \| HD Request # 39 \| Using server: ds28.sierracharts.com port 10150 2026-01-14 09:31:35.055 \| Socket (1) \| Creating socket. 2026-01-14 09:31:35.055 \| Socket (1) \| New receive buffer size: 0 2026-01-14 09:31:35.055 \| Socket (1) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:31:35.971 \| HD Request # 39 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:35.971 \| HD Request # 39 \| Sending historical data logon request message. 2026-01-14 09:31:36.904 \| HD Request # 39 \| Requesting Intraday data. Start date-time: 2026-01-14 09:30:59. Record interval: 0. Symbol: NQH26 2026-01-14 09:31:37.286 \| Opened cached Intraday file: D:\crypto\Data\NISS-NYSE.scid. Thread ID: 11112 2026-01-14 09:31:37.286 \| Opened cached Intraday file: D:\crypto\Data\TRIN-NYSE.scid. Thread ID: 11112 2026-01-14 09:31:37.395 \| HD Request # 39 \| Decompressing data. 2026-01-14 09:31:38.124 \| HD Request # 39 \| Receiving Intraday data for NQH6.CME starting at 2026-01-14 09:30:59.023000 2026-01-14 09:31:38.629 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:31:39.003 \| Socket (1) \| CloseSocket call. 2026-01-14 09:31:39.003 \| Socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:39.003 \| Historical data download thread signaled to stop. 2026-01-14 09:31:39.003 \| HD Request # 39 \| Timestamp of first Intraday data file record written: 2026-01-14 09:30:59.554000. 2026-01-14 09:31:39.003 \| HD Request # 39 \| Received 3704 Intraday data records from 2026-01-14 09:30:59.023000 to 2026-01-14 09:31:36.640006 (37.6 seconds. Delay: 2.4 seconds) and wrote 3675 records for NQH6.CME 2026-01-14 09:31:39.004 \| Socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:31:39.004 \| Socket (1) \| Closed. 2026-01-14 09:31:39.010 \| HD Request # 39 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:31:36.640006 2026-01-14 09:31:39.010 \| HD Request # 39 \| Completion time: 4s. 2026-01-14 09:31:39.010 \| HD Request # 39 \| Intraday data download complete for NQH6.CME. Unique request ID: 138 2026-01-14 09:31:39.010 \| Removing historical data download ID 138. 2026-01-14 09:31:39.010 \| Real-time Intraday chart data file updates started for NQH6.CME 2026-01-14 09:31:39.010 \| Intraday chart data file opened for NQH6.CME 2026-01-14 09:31:39.010 \| HD Request # 39 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:39.010 \| 2026-01-14 09:31:39.010 \| Triggering next historical data download in queue. 2026-01-14 09:31:39.010 \| HD Request # 40 \| Downloading Intraday chart data for ESH6.CME to the file ESH6.CME.scid. Service: cme 2026-01-14 09:31:39.010 \| HD Request # 40 \| Download start date-time: 2026-01-14 09:31:00.000000. File last date-time: 2026-01-14 09:31:00.667003 2026-01-14 09:31:39.010 \| HD Request # 40 \| Using server: ds32.sierracharts.com port 10149 2026-01-14 09:31:39.010 \| Socket (1) \| Creating socket. 2026-01-14 09:31:39.011 \| Socket (1) \| New receive buffer size: 0 2026-01-14 09:31:39.011 \| Socket (1) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:31:39.014 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:39.015 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:31:39.095 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:39.095 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:31:39.096 \| NQH6.CME [CV][M] 30 Min #18 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:39.096 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:31:39.101 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:39.101 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:31:39.105 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:39.106 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:31:39.125 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:31:39.155 \| NQH6.CME [CV][M] 30 Sec #12 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:39.155 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:31:39.186 \| NQH6.CME [CV][M] 30 Sec #14 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:39.187 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:31:39.203 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:31:39.240 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:39.248 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Chart data loading complete. 2026-01-14 09:31:39.287 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:39.287 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:39.287 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:31:39.295 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:39.295 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:31:39.300 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:31:39.372 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:31:39.409 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:31:39.470 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:31:39.593 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:39.593 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:39.593 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:31:39.612 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:31:39.633 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:39.638 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:39.640 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:39.663 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Chart data loading complete. 2026-01-14 09:31:39.664 \| NQH6.CME [CV][M] 30 Min #18 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:31:39.665 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:39.665 \| NQH6.CME [CV][M] 30 Min #18 \| Chart data loading complete. 2026-01-14 09:31:39.708 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:31:39.726 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:39.812 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:39.812 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:31:39.837 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:31:39.872 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:31:39.944 \| HD Request # 40 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:39.944 \| HD Request # 40 \| Sending historical data logon request message. 2026-01-14 09:31:40.087 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:31:40.255 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:40.257 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:40.257 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:40.286 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Chart data loading complete. 2026-01-14 09:31:40.322 \| HD Request # 40 \| Requesting Intraday data. Start date-time: 2026-01-14 09:31:00. Record interval: 0. Symbol: ESH26 2026-01-14 09:31:40.341 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:40.345 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:40.364 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:40.745 \| HD Request # 40 \| Decompressing data. 2026-01-14 09:31:41.045 \| HD Request # 40 \| Receiving Intraday data for ESH6.CME starting at 2026-01-14 09:31:00.029000 2026-01-14 09:31:41.319 \| Socket (1) \| CloseSocket call. 2026-01-14 09:31:41.319 \| Socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:41.319 \| Historical data download thread signaled to stop. 2026-01-14 09:31:41.319 \| HD Request # 40 \| Timestamp of first Intraday data file record written: 2026-01-14 09:31:00.791000. 2026-01-14 09:31:41.320 \| HD Request # 40 \| Received 4964 Intraday data records from 2026-01-14 09:31:00.029000 to 2026-01-14 09:31:38.588012 (38.6 seconds. Delay: 2.7 seconds) and wrote 4847 records for ESH6.CME 2026-01-14 09:31:41.320 \| Socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:31:41.320 \| Socket (1) \| Closed. 2026-01-14 09:31:41.328 \| HD Request # 40 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:31:38.588012 2026-01-14 09:31:41.328 \| HD Request # 40 \| Completion time: 2s. 2026-01-14 09:31:41.328 \| HD Request # 40 \| Intraday data download complete for ESH6.CME. Unique request ID: 139 2026-01-14 09:31:41.328 \| Removing historical data download ID 139. 2026-01-14 09:31:41.328 \| Real-time Intraday chart data file updates started for ESH6.CME 2026-01-14 09:31:41.328 \| Intraday chart data file opened for ESH6.CME 2026-01-14 09:31:41.328 \| HD Request # 40 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:41.328 \| 2026-01-14 09:31:41.328 \| Triggering next historical data download in queue. 2026-01-14 09:31:41.328 \| HD Request # 41 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:31:41.328 \| HD Request # 41 \| Download start date-time: 2026-01-14 09:31:12.000000. File last date-time: 2026-01-14 09:31:12.541000 2026-01-14 09:31:41.328 \| HD Request # 41 \| Using server: ds26.sierracharts.com port 10150 2026-01-14 09:31:41.329 \| Socket (1) \| Creating socket. 2026-01-14 09:31:41.329 \| Socket (1) \| New receive buffer size: 0 2026-01-14 09:31:41.329 \| Socket (1) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:31:41.432 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:41.433 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:31:41.435 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:41.437 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:31:41.438 \| ESH6.CME [CV][M] 30 Min #17 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:41.438 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:31:41.461 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:41.463 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:31:41.463 \| ESH6.CME [CV][M] 30 Sec #6 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:41.464 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:31:41.470 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:41.471 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:31:41.552 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:31:41.555 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:31:41.627 \| ESH6.CME [CV][M] 30 Sec #5 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:31:41.628 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:31:41.643 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:31:41.658 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:41.658 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:31:41.857 \| + Loading additional symbol data. 2026-01-14 09:31:41.881 \| ESH6.CME/MESH6.CME [CV][M] #3 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:41.891 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Chart data loading complete. 2026-01-14 09:31:41.896 \| + Loading additional symbol data. 2026-01-14 09:31:41.942 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:31:41.974 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:31:41.979 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:31:41.996 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:31:42.019 \| ESH6.CME [CV][M] 30 Sec #5 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:31:42.021 \| Chart #5 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:42.021 \| Chart #5 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:42.021 \| ESH6.CME [CV][M] 30 Sec #5 \| Chart data loading complete. 2026-01-14 09:31:42.041 \| HD Request # 41 \| Setting DTC encoding to Binary VLS 2026-01-14 09:31:42.041 \| HD Request # 41 \| Sending historical data logon request message. 2026-01-14 09:31:42.143 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:31:42.149 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:42.153 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:42.177 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Chart data loading complete. 2026-01-14 09:31:42.209 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:42.209 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:31:42.451 \| HD Request # 41 \| Requesting Intraday data. Start date-time: 2026-01-14 09:31:12. Record interval: 0. Symbol: RTYH26 2026-01-14 09:31:42.583 \| Chart #17 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:42.583 \| ESH6.CME [CV][M] 30 Min #17 \| Chart data loading complete. 2026-01-14 09:31:42.809 \| + Loading additional symbol data. 2026-01-14 09:31:42.820 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:42.860 \| HD Request # 41 \| Decompressing data. 2026-01-14 09:31:42.866 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Chart data loading complete. 2026-01-14 09:31:43.065 \| HD Request # 41 \| Receiving Intraday data for RTYH6.CME starting at 2026-01-14 09:31:12.143000 2026-01-14 09:31:43.065 \| Socket (1) \| CloseSocket call. 2026-01-14 09:31:43.065 \| Socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:31:43.066 \| Historical data download thread signaled to stop. 2026-01-14 09:31:43.066 \| HD Request # 41 \| Timestamp of first Intraday data file record written: 2026-01-14 09:31:12.928000. 2026-01-14 09:31:43.066 \| HD Request # 41 \| Received 709 Intraday data records from 2026-01-14 09:31:12.143000 to 2026-01-14 09:31:40.818001 (28.7 seconds. Delay: 2.2 seconds) and wrote 704 records for RTYH6.CME 2026-01-14 09:31:43.066 \| Socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:31:43.066 \| Socket (1) \| Closed. 2026-01-14 09:31:43.073 \| HD Request # 41 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:31:40.818001 2026-01-14 09:31:43.073 \| HD Request # 41 \| Completion time: 2s. 2026-01-14 09:31:43.073 \| HD Request # 41 \| Intraday data download complete for RTYH6.CME. Unique request ID: 140 2026-01-14 09:31:43.073 \| Removing historical data download ID 140. 2026-01-14 09:31:43.073 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:31:43.073 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:31:43.073 \| HD Request # 41 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:31:43.073 \| 2026-01-14 09:31:43.073 \| No download requests in the queue to start downloads for. 2026-01-14 09:31:43.365 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:31:43.367 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:43.367 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:43.395 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Chart data loading complete. 2026-01-14 09:31:43.425 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:43.666 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:43.671 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:31:43.673 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:31:43.766 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:31:52.343 \| Opened cached Intraday file: D:\crypto\Data\RTYH6.CME.scid. Thread ID: 11112 2026-01-14 09:31:52.344 \| Opened cached Intraday file: D:\crypto\Data\NQH6.CME.scid. Thread ID: 11112 2026-01-14 09:31:52.344 \| Opened cached Intraday file: D:\crypto\Data\ESH6.CME.scid. Thread ID: 11112 2026-01-14 09:32:02.376 \| File >> Disconnect selected. 2026-01-14 09:32:02.408 \| Rithmic Direct - DTC \| Waiting for socket receive thread to end 2026-01-14 09:32:02.408 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:32:02.409 \| DTC Client socket (3) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:02.409 \| Denali Data Feed (Market Orders Data) \| Waiting for socket receive thread to end 2026-01-14 09:32:02.409 \| DTC Client socket (3) \| Socket gracefully closed by remote side. 2026-01-14 09:32:02.409 \| DTC Client socket (9) \| CloseSocket call. 2026-01-14 09:32:02.409 \| DTC Client socket (3) \| Closed. 2026-01-14 09:32:02.409 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:32:02.409 \| DTC Client socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:02.410 \| DTC Client socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:32:02.410 \| DTC Client socket (9) \| Closed. 2026-01-14 09:32:02.410 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:32:02.410 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:32:02.410 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:32:02.410 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:32:02.410 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:02.411 \| DTC Client socket (4) \| CloseSocket call. 2026-01-14 09:32:02.411 \| DTC Client socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:02.411 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:32:02.411 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:32:02.411 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:32:02.411 \| DTC Client socket (2) \| Closed. 2026-01-14 09:32:02.412 \| DTC Client socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:32:02.412 \| DTC Client socket (4) \| Closed. 2026-01-14 09:32:03.156 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:32:03.156 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:32:03.156 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:32:03.156 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:32:03.203 \| NTP Client \| Received Packet \| RoundTripDelay=0.04798460006713867, SystemClockOffset=-0.023305654525756836 2026-01-14 09:32:03.340 \| NTP Client \| Received Packet \| RoundTripDelay=0.18499755859375, SystemClockOffset=-0.02379465103149414 2026-01-14 09:32:03.392 \| NTP Client \| Received Packet \| RoundTripDelay=0.2369856834411621, SystemClockOffset=-0.04851508140563965 2026-01-14 09:32:03.537 \| 2026-01-14 09:32:03.537 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:32:03.537 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:32:03.537 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:32:03.537 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2026-01-14 09:32:03.538 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:32:03.538 \| DTC Client socket (1) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:32:03.542 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:32:03.542 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:32:03.542 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:32:03.542 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:32:04.136 \| NTP Client \| Performed system clock adjustment of -23794.65103149414 microseconds. 2026-01-14 09:32:05.995 \| Rithmic Direct - DTC \| Received logon response. 2026-01-14 09:32:05.995 \| Rithmic Direct - DTC \| Server Name: . 2026-01-14 09:32:05.995 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:32:05.995 \| Rithmic Direct - DTC \| Successfully connected. 2026-01-14 09:32:05.995 \| Rithmic Direct - DTC \| Trading is supported. 2026-01-14 09:32:05.995 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2026-01-14 09:32:05.995 \| Rithmic Direct - DTC \| OCO Orders supported. 2026-01-14 09:32:05.995 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2026-01-14 09:32:05.995 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2026-01-14 09:32:05.995 \| Rithmic Direct - DTC \| Connection to server complete. 2026-01-14 09:32:05.996 \| No download requests in the queue to start downloads for. 2026-01-14 09:32:05.997 \| Using Bid/Ask average for last trade price for VOLX 2026-01-14 09:32:05.997 \| Using symbol data fast lookup vector 2026-01-14 09:32:05.997 \| SC Data with Depth \| Starting real-time market data updates for: VOLX. ID: 1 Service code: fxcm 2026-01-14 09:32:05.997 \| SC Data with Depth \| Connecting to the server ds12.sierracharts.com. Port 10048 2026-01-14 09:32:05.997 \| SC Data with Depth \| Requesting security definition data for: VOLX. ID: 1 2026-01-14 09:32:05.998 \| Added historical Intraday data request for VOLX to the queue. 2026-01-14 09:32:05.998 \| Intraday data recording state for symbol VOLX is set to download 'Pending'. 2026-01-14 09:32:05.998 \| Triggering next historical data download in queue. 2026-01-14 09:32:05.998 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Started historical data download for additional symbol VOLX. Download ID: 143 2026-01-14 09:32:05.998 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:32:05.998 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:32:05.998 \| DTC Client socket (2) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:32:06.001 \| SC Data with Depth \| Starting real-time market data updates for: TICK-NYSE. ID: 2 Service code: statscalc 2026-01-14 09:32:06.001 \| SC Data with Depth \| Requesting security definition data for: TICK-NYSE. ID: 2 2026-01-14 09:32:06.001 \| Added historical Intraday data request for TICK-NYSE to the queue. 2026-01-14 09:32:06.001 \| Intraday data recording state for symbol TICK-NYSE is set to download 'Pending'. 2026-01-14 09:32:06.001 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TICK-NYSE. Download ID: 144 2026-01-14 09:32:06.001 \| SC Data with Depth \| Starting real-time market data updates for: NISS-NYSE. ID: 3 Service code: statscalc 2026-01-14 09:32:06.001 \| SC Data with Depth \| Requesting security definition data for: NISS-NYSE. ID: 3 2026-01-14 09:32:06.001 \| Added historical Intraday data request for NISS-NYSE to the queue. 2026-01-14 09:32:06.001 \| Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. 2026-01-14 09:32:06.001 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol NISS-NYSE. Download ID: 145 2026-01-14 09:32:06.001 \| SC Data with Depth \| Starting real-time market data updates for: TRIN-NYSE. ID: 4 Service code: statscalc 2026-01-14 09:32:06.001 \| SC Data with Depth \| Requesting security definition data for: TRIN-NYSE. ID: 4 2026-01-14 09:32:06.001 \| Added historical Intraday data request for TRIN-NYSE to the queue. 2026-01-14 09:32:06.001 \| Intraday data recording state for symbol TRIN-NYSE is set to download 'Pending'. 2026-01-14 09:32:06.001 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TRIN-NYSE. Download ID: 146 2026-01-14 09:32:06.004 \| Delaying start of download for VOLX. 2026-01-14 09:32:06.004 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:32:06.004 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:32:06.004 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:32:06.023 \| Mapping NQH6.CME to NQH26. Service code: cme 2026-01-14 09:32:06.023 \| Denali Data Feed \| Starting real-time market data updates for: NQH6.CME (NQH26). ID: 5 Service code: cme 2026-01-14 09:32:06.023 \| Denali Data Feed \| Connecting to the server ds32.sierracharts.com. Port 443 2026-01-14 09:32:06.023 \| Denali Data Feed \| Requesting security definition data for: NQH6.CME (NQH26). ID: 5 2026-01-14 09:32:06.024 \| DTC Client socket (3) \| Creating socket. 2026-01-14 09:32:06.024 \| DTC Client socket (3) \| New receive buffer size: 0 2026-01-14 09:32:06.024 \| DTC Client socket (3) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:32:06.024 \| Added historical Intraday data request for NQH6.CME to the queue. 2026-01-14 09:32:06.024 \| Intraday data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:32:06.024 \| Triggering next historical data download in queue. 2026-01-14 09:32:06.025 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:32:06.025 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:32:06.025 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:32:06.077 \| Mapping RTYH6.CME to RTYH26. Service code: cme 2026-01-14 09:32:06.077 \| Denali Data Feed \| Starting real-time market data updates for: RTYH6.CME (RTYH26). ID: 6 Service code: cme 2026-01-14 09:32:06.077 \| Denali Data Feed \| Requesting security definition data for: RTYH6.CME (RTYH26). ID: 6 2026-01-14 09:32:06.077 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:32:06.077 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:32:06.077 \| Triggering next historical data download in queue. 2026-01-14 09:32:06.108 \| Mapping ESH6.CME to ESH26. Service code: cme 2026-01-14 09:32:06.108 \| Denali Data Feed \| Starting real-time market data updates for: ESH6.CME (ESH26). ID: 7 Service code: cme 2026-01-14 09:32:06.108 \| Denali Data Feed \| Requesting security definition data for: ESH6.CME (ESH26). ID: 7 2026-01-14 09:32:06.108 \| Mapping MESH6.CME to MESH26. Service code: cme 2026-01-14 09:32:06.108 \| Denali Data Feed \| Starting real-time market data updates for: MESH6.CME (MESH26). ID: 8 Service code: cme 2026-01-14 09:32:06.108 \| Denali Data Feed \| Requesting security definition data for: MESH6.CME (MESH26). ID: 8 2026-01-14 09:32:06.108 \| Added historical Intraday data request for ESH6.CME to the queue. 2026-01-14 09:32:06.108 \| Intraday data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:32:06.132 \| Mapping MNQH6.CME to MNQH26. Service code: cme 2026-01-14 09:32:06.132 \| Denali Data Feed \| Starting real-time market data updates for: MNQH6.CME (MNQH26). ID: 9 Service code: cme 2026-01-14 09:32:06.132 \| Denali Data Feed \| Requesting security definition data for: MNQH6.CME (MNQH26). ID: 9 2026-01-14 09:32:06.848 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:06.848 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:32:07.720 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:07.720 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:32:07.814 \| Denali Data Feed \| Received logon response. 2026-01-14 09:32:07.814 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:32:07.814 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:32:07.814 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:32:07.814 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:32:07.814 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:32:07.814 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26 2026-01-14 09:32:07.814 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:32:07.814 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:32:07.814 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26 2026-01-14 09:32:07.814 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:32:08.422 \| Added historical Market Depth data request for ESH6.CME to the queue. 2026-01-14 09:32:08.422 \| Market depth data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:32:08.422 \| Triggering next historical data download in queue. 2026-01-14 09:32:08.422 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.422 \| Added historical Market Depth data request for NQH6.CME to the queue. 2026-01-14 09:32:08.422 \| Market depth data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:32:08.422 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.422 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.422 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.422 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.422 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:32:08.423 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:32:08.423 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:32:08.423 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:32:08.423 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:32:08.423 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:32:08.423 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:32:08.423 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:32:08.423 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:32:08.423 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.423 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:32:08.424 \| HD Request # 42 \| Downloading Market Depth data for ESH6.CME. Service: cme.marketdepth. 2026-01-14 09:32:08.424 \| HD Request # 42 \| Download start date-time: 2026-01-14 09:32:02.409227. 2026-01-14 09:32:08.424 \| HD Request # 42 \| Using server: ds28.sierracharts.com port 10150 2026-01-14 09:32:08.424 \| Socket (4) \| Creating socket. 2026-01-14 09:32:08.424 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:32:08.424 \| Socket (4) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:32:08.729 \| SC Data with Depth \| Received logon response. 2026-01-14 09:32:08.729 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:32:08.729 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:32:08.729 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:32:08.729 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:32:08.729 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:32:08.729 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:32:08.729 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:32:08.729 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:32:08.729 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:32:10.994 \| Requesting market depth updates for: ESH6.CME if supported. NumLevels=120 2026-01-14 09:32:10.994 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds32.sierracharts.com. Port 10060 2026-01-14 09:32:10.994 \| Requesting market depth updates for: NQH6.CME if supported. NumLevels=120 2026-01-14 09:32:10.995 \| DTC Client socket (9) \| Creating socket. 2026-01-14 09:32:10.995 \| DTC Client socket (9) \| New receive buffer size: 0 2026-01-14 09:32:10.995 \| DTC Client socket (9) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:32:10.996 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:32:10.996 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:32:10.996 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:32:11.247 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:32:11.247 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:32:11.247 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:32:11.247 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:32:11.247 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:32:11.247 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:32:11.247 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:32:11.247 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:32:11.807 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:11.807 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:32:13.270 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:32:13.270 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:32:13.270 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:32:13.270 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:32:13.270 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:32:13.270 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:32:13.270 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:32:13.270 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:32:13.270 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:32:13.270 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:32:13.958 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: ESH6.CME. Market orders request not authorized. 2026-01-14 09:32:13.958 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQH6.CME. Market orders request not authorized. 2026-01-14 09:32:13.990 \| HD Request # 42 \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:13.990 \| HD Request # 42 \| Sending historical data logon request message. 2026-01-14 09:32:14.523 \| HD Request # 42 \| Requesting market depth data. Start date-time: 2026-01-14 09:32:02. Symbol: ESH26 2026-01-14 09:32:14.914 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:32:14.914 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:32:14.916 \| HD Request # 42 \| Decompressing data. 2026-01-14 09:32:14.957 \| HD Request # 42 \| Receiving market depth data for ESH6.CME starting at 2026-01-14 09:32:02.410000 2026-01-14 09:32:15.363 \| Socket (4) \| CloseSocket call. 2026-01-14 09:32:15.363 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:15.364 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:32:15.364 \| Socket (4) \| Closed. 2026-01-14 09:32:15.365 \| Historical data download thread signaled to stop. 2026-01-14 09:32:15.366 \| HD Request # 42 \| Timestamp of first market depth data file record written: 2026-01-14 09:32:02.410000. 2026-01-14 09:32:15.366 \| HD Request # 42 \| Received 12922 Market Depth data records from 2026-01-14 09:32:02.410000 to 2026-01-14 09:32:13.372000 (11.0 seconds. Delay: 2.0 seconds) and wrote 12922 records for ESH6.CME 2026-01-14 09:32:15.366 \| HD Request # 42 \| Completion time: 7s. 2026-01-14 09:32:15.366 \| HD Request # 42 \| Market Depth data download complete for ESH6.CME. Unique request ID: 150 2026-01-14 09:32:15.366 \| Removing historical data download ID 150. 2026-01-14 09:32:15.366 \| Real-time market depth file updates started for ESH6.CME 2026-01-14 09:32:15.375 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:32:15.375 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:32:15.375 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:32:15.375 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:32:15.375 \| ESH6.CME [CV][M] 30 Sec #6 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:32:15.375 \| ESH6.CME [CV][M] 30 Sec #5 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:32:15.375 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:32:15.375 \| ESH6.CME [CV][M] 30 Min #17 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:32:15.375 \| 2026-01-14 09:32:15.375 \| Triggering next historical data download in queue. 2026-01-14 09:32:15.375 \| HD Request # 43 \| Downloading Market Depth data for NQH6.CME. Service: cme.marketdepth. 2026-01-14 09:32:15.375 \| HD Request # 43 \| Download start date-time: 2026-01-14 09:32:02.409127. 2026-01-14 09:32:15.375 \| HD Request # 43 \| Using server: ds32.sierracharts.com port 10149 2026-01-14 09:32:15.375 \| Socket (4) \| Creating socket. 2026-01-14 09:32:15.376 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:32:15.376 \| Socket (4) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:32:15.450 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:32:15.454 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Waiting for historical downloads to complete with the IDs: 149, 2026-01-14 09:32:15.457 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:32:15.467 \| ESH6.CME [CV][M] 30 Min #17 \| Waiting for historical downloads to complete with the IDs: 149, 2026-01-14 09:32:15.517 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:32:15.521 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Waiting for historical downloads to complete with the IDs: 149, 2026-01-14 09:32:15.525 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:32:15.536 \| ESH6.CME [CV][M] 30 Sec #6 \| Waiting for historical downloads to complete with the IDs: 149, 2026-01-14 09:32:15.536 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:32:15.547 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Waiting for historical downloads to complete with the IDs: 149, 2026-01-14 09:32:15.618 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:32:15.621 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Waiting for historical downloads to complete with the IDs: 149, 2026-01-14 09:32:15.714 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:32:15.724 \| ESH6.CME [CV][M] 30 Sec #5 \| Waiting for historical downloads to complete with the IDs: 149, 2026-01-14 09:32:15.973 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:32:16.729 \| HD Request # 44 \| Downloading Intraday chart data for VOLX to the file VOLX.scid. Service: fxcm 2026-01-14 09:32:16.729 \| HD Request # 44 \| Download start date-time: 2026-01-14 09:32:01.000000. File last date-time: 2026-01-14 09:32:01.639000 2026-01-14 09:32:16.730 \| HD Request # 44 \| Using server: ds12.sierracharts.com port 10149 2026-01-14 09:32:16.730 \| Socket (10) \| Creating socket. 2026-01-14 09:32:16.730 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:32:16.730 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:32:17.871 \| HD Request # 44 \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:17.871 \| HD Request # 44 \| Sending historical data logon request message. 2026-01-14 09:32:18.315 \| HD Request # 44 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:01. Record interval: 0. Symbol: VOLX 2026-01-14 09:32:18.760 \| HD Request # 44 \| Decompressing data. 2026-01-14 09:32:19.018 \| HD Request # 44 \| Receiving Intraday data for VOLX starting at 2026-01-14 09:32:01.215000 2026-01-14 09:32:19.019 \| Socket (10) \| CloseSocket call. 2026-01-14 09:32:19.019 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:19.019 \| Historical data download thread signaled to stop. 2026-01-14 09:32:19.019 \| HD Request # 44 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:02.142000. 2026-01-14 09:32:19.020 \| HD Request # 44 \| Received 21 Intraday data records from 2026-01-14 09:32:01.215000 to 2026-01-14 09:32:14.546001 (13.3 seconds. Delay: 4.5 seconds) and wrote 18 records for VOLX 2026-01-14 09:32:19.020 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:32:19.020 \| Socket (10) \| Closed. 2026-01-14 09:32:19.030 \| HD Request # 44 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:32:14.546001 2026-01-14 09:32:19.030 \| HD Request # 44 \| Completion time: 3s. 2026-01-14 09:32:19.030 \| HD Request # 44 \| Intraday data download complete for VOLX. Unique request ID: 143 2026-01-14 09:32:19.030 \| Removing historical data download ID 143. 2026-01-14 09:32:19.030 \| Real-time Intraday chart data file updates started for VOLX 2026-01-14 09:32:19.030 \| Intraday chart data file opened for VOLX 2026-01-14 09:32:19.030 \| HD Request # 44 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:32:19.030 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Historical data download for additional symbol VOLX with ID 143 has completed. 2026-01-14 09:32:19.030 \| 2026-01-14 09:32:19.030 \| Triggering next historical data download in queue. 2026-01-14 09:32:19.030 \| HD Request # 45 \| Downloading Intraday chart data for TICK-NYSE to the file TICK-NYSE.scid. Service: statscalc 2026-01-14 09:32:19.030 \| HD Request # 45 \| Download start date-time: 2026-01-14 09:32:01.000000. File last date-time: 2026-01-14 09:32:01.707002 2026-01-14 09:32:19.030 \| HD Request # 45 \| Using server: ds4.sierracharts.com port 10150 2026-01-14 09:32:19.030 \| Socket (10) \| Creating socket. 2026-01-14 09:32:19.030 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:32:19.030 \| Socket (10) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:32:20.675 \| HD Request # 45 \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:20.675 \| HD Request # 45 \| Sending historical data logon request message. 2026-01-14 09:32:21.361 \| HD Request # 45 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:01. Record interval: 0. Symbol: TICK-NYSE 2026-01-14 09:32:22.134 \| HD Request # 45 \| Decompressing data. 2026-01-14 09:32:22.357 \| Opened cached Intraday file: D:\crypto\Data\VOLX.scid. Thread ID: 11112 2026-01-14 09:32:22.809 \| HD Request # 45 \| Receiving Intraday data for TICK-NYSE starting at 2026-01-14 09:32:01.000000 2026-01-14 09:32:22.809 \| Socket (10) \| CloseSocket call. 2026-01-14 09:32:22.809 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:22.809 \| Historical data download thread signaled to stop. 2026-01-14 09:32:22.809 \| HD Request # 45 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:02.000000. 2026-01-14 09:32:22.809 \| HD Request # 45 \| Received 20 Intraday data records from 2026-01-14 09:32:01.000000 to 2026-01-14 09:32:20.000000 (19.0 seconds. Delay: 2.8 seconds) and wrote 19 records for TICK-NYSE 2026-01-14 09:32:22.810 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:32:22.810 \| Socket (10) \| Closed. 2026-01-14 09:32:22.817 \| HD Request # 45 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:32:20.000000 2026-01-14 09:32:22.817 \| Added 22 Time and Sales records to Intraday data file for TICK-NYSE after download. 2026-01-14 09:32:22.817 \| HD Request # 45 \| Completion time: 3s. 2026-01-14 09:32:22.817 \| HD Request # 45 \| Intraday data download complete for TICK-NYSE. Unique request ID: 144 2026-01-14 09:32:22.817 \| Removing historical data download ID 144. 2026-01-14 09:32:22.817 \| Real-time Intraday chart data file updates started for TICK-NYSE 2026-01-14 09:32:22.817 \| Intraday chart data file opened for TICK-NYSE 2026-01-14 09:32:22.817 \| HD Request # 45 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:32:22.817 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TICK-NYSE with ID 144 has completed. 2026-01-14 09:32:22.817 \| 2026-01-14 09:32:22.817 \| Triggering next historical data download in queue. 2026-01-14 09:32:22.817 \| HD Request # 46 \| Downloading Intraday chart data for NISS-NYSE to the file NISS-NYSE.scid. Service: statscalc 2026-01-14 09:32:22.817 \| HD Request # 46 \| Download start date-time: 2026-01-14 09:32:01.000000. File last date-time: 2026-01-14 09:32:01.707001 2026-01-14 09:32:22.817 \| HD Request # 46 \| Using server: ds12.sierracharts.com port 10149 2026-01-14 09:32:22.817 \| Socket (10) \| Creating socket. 2026-01-14 09:32:22.817 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:32:22.817 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:32:23.514 \| HTTPS connection ID:7 to downloads.rithmic.com:443 for request ID:7 (11) \| Creating socket. Using TLS 1.2. 2026-01-14 09:32:23.514 \| HTTPS connection ID:7 to downloads.rithmic.com:443 for request ID:7 (11) \| New receive buffer size: 0 2026-01-14 09:32:23.514 \| HTTPS connection ID:7 to downloads.rithmic.com:443 for request ID:7 (11) \| Connecting to IP: 216.66.0.130. 2026-01-14 09:32:24.155 \| HD Request # 46 \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:24.155 \| HD Request # 46 \| Sending historical data logon request message. 2026-01-14 09:32:24.915 \| HD Request # 46 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:01. Record interval: 0. Symbol: NISS-NYSE 2026-01-14 09:32:25.375 \| HD Request # 43 \| Sending historical data logon request message. 2026-01-14 09:32:25.987 \| HD Request # 46 \| Decompressing data. 2026-01-14 09:32:26.190 \| HD Request # 46 \| Receiving Intraday data for NISS-NYSE starting at 2026-01-14 09:32:01.000000 2026-01-14 09:32:26.190 \| Socket (10) \| CloseSocket call. 2026-01-14 09:32:26.190 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:26.190 \| Historical data download thread signaled to stop. 2026-01-14 09:32:26.191 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:32:26.191 \| HD Request # 46 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:02.000000. 2026-01-14 09:32:26.191 \| Socket (10) \| Closed. 2026-01-14 09:32:26.191 \| HD Request # 46 \| Received 25 Intraday data records from 2026-01-14 09:32:01.000000 to 2026-01-14 09:32:25.000000 (24.0 seconds. Delay: 1.2 seconds) and wrote 24 records for NISS-NYSE 2026-01-14 09:32:26.198 \| HD Request # 46 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:32:25.000000 2026-01-14 09:32:26.198 \| HD Request # 46 \| Completion time: 4s. 2026-01-14 09:32:26.198 \| HD Request # 46 \| Intraday data download complete for NISS-NYSE. Unique request ID: 145 2026-01-14 09:32:26.198 \| Removing historical data download ID 145. 2026-01-14 09:32:26.198 \| Real-time Intraday chart data file updates started for NISS-NYSE 2026-01-14 09:32:26.198 \| Intraday chart data file opened for NISS-NYSE 2026-01-14 09:32:26.198 \| HD Request # 46 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:32:26.198 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol NISS-NYSE with ID 145 has completed. 2026-01-14 09:32:26.198 \| 2026-01-14 09:32:26.198 \| Triggering next historical data download in queue. 2026-01-14 09:32:26.198 \| HD Request # 47 \| Downloading Intraday chart data for TRIN-NYSE to the file TRIN-NYSE.scid. Service: statscalc 2026-01-14 09:32:26.198 \| HD Request # 47 \| Download start date-time: 2026-01-14 09:32:01.000000. File last date-time: 2026-01-14 09:32:01.707002 2026-01-14 09:32:26.198 \| HD Request # 47 \| Using server: ds4.sierracharts.com port 10150 2026-01-14 09:32:26.198 \| Socket (10) \| Creating socket. 2026-01-14 09:32:26.199 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:32:26.199 \| Socket (10) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:32:26.729 \| HD Request # 43 \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:26.729 \| HD Request # 43 \| Sending historical data logon request message. 2026-01-14 09:32:26.729 \| Socket (4) \| CloseSocket call. 2026-01-14 09:32:26.729 \| Socket (4) \| Write in progress. Shutdown being delayed. PendingSize=0 2026-01-14 09:32:26.729 \| Socket (4) \| Write has completed. Shutdown being performed. 2026-01-14 09:32:26.729 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:26.730 \| HD Request # 43 \| Error downloading historical Market Depth data for NQH6.CME. Historical data logon error: Unsupported protocol version 2026-01-14 09:32:26.730 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:32:26.730 \| Socket (4) \| Closed. 2026-01-14 09:32:26.731 \| Historical data download thread signaled to stop. 2026-01-14 09:32:26.731 \| HD Request # 43 \| Received 0 Market Depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds and wrote 0 records for NQH6.CME 2026-01-14 09:32:26.731 \| HD Request # 43 \| Completion time: 11s. 2026-01-14 09:32:26.731 \| HD Request # 43 \| Market Depth data download complete for NQH6.CME. Unique request ID: 152 2026-01-14 09:32:26.731 \| Removing historical data download ID 152. 2026-01-14 09:32:26.731 \| Real-time market depth file updates started for NQH6.CME 2026-01-14 09:32:26.731 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:32:26.731 \| 2026-01-14 09:32:26.731 \| No download requests in the queue to start downloads for. 2026-01-14 09:32:26.829 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:32:27.361 \| Opened cached Intraday file: D:\crypto\Data\TICK-NYSE.scid. Thread ID: 11112 2026-01-14 09:32:27.361 \| Opened cached Intraday file: D:\crypto\Data\NISS-NYSE.scid. Thread ID: 11112 2026-01-14 09:32:27.853 \| HD Request # 47 \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:27.853 \| HD Request # 47 \| Sending historical data logon request message. 2026-01-14 09:32:28.613 \| HD Request # 47 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:01. Record interval: 0. Symbol: TRIN-NYSE 2026-01-14 09:32:29.395 \| HD Request # 47 \| Decompressing data. 2026-01-14 09:32:30.201 \| HD Request # 47 \| Receiving Intraday data for TRIN-NYSE starting at 2026-01-14 09:32:01.000000 2026-01-14 09:32:30.202 \| Socket (10) \| CloseSocket call. 2026-01-14 09:32:30.202 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:30.202 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:32:30.202 \| Historical data download thread signaled to stop. 2026-01-14 09:32:30.202 \| Socket (10) \| Closed. 2026-01-14 09:32:30.202 \| HD Request # 47 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:02.000000. 2026-01-14 09:32:30.202 \| HD Request # 47 \| Received 28 Intraday data records from 2026-01-14 09:32:01.000000 to 2026-01-14 09:32:28.000000 (27.0 seconds. Delay: 2.2 seconds) and wrote 27 records for TRIN-NYSE 2026-01-14 09:32:30.212 \| HD Request # 47 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:32:28.000000 2026-01-14 09:32:30.212 \| Added 3 Time and Sales records to Intraday data file for TRIN-NYSE after download. 2026-01-14 09:32:30.212 \| HD Request # 47 \| Completion time: 4s. 2026-01-14 09:32:30.212 \| HD Request # 47 \| Intraday data download complete for TRIN-NYSE. Unique request ID: 146 2026-01-14 09:32:30.212 \| Removing historical data download ID 146. 2026-01-14 09:32:30.212 \| Real-time Intraday chart data file updates started for TRIN-NYSE 2026-01-14 09:32:30.212 \| Intraday chart data file opened for TRIN-NYSE 2026-01-14 09:32:30.212 \| HD Request # 47 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:32:30.212 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TRIN-NYSE with ID 146 has completed. 2026-01-14 09:32:30.212 \| 2026-01-14 09:32:30.212 \| Triggering next historical data download in queue. 2026-01-14 09:32:30.223 \| HD Request # 48 \| Downloading Intraday chart data for NQH6.CME to the file NQH6.CME.scid. Service: cme 2026-01-14 09:32:30.223 \| HD Request # 48 \| Download start date-time: 2026-01-14 09:31:20.000000. File last date-time: 2026-01-14 09:31:20.760000 2026-01-14 09:32:30.223 \| HD Request # 48 \| Using server: ds26.sierracharts.com port 10149 2026-01-14 09:32:30.223 \| Socket (4) \| Creating socket. 2026-01-14 09:32:30.223 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:32:30.223 \| Socket (4) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:32:31.010 \| HD Request # 48 \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:31.010 \| HD Request # 48 \| Sending historical data logon request message. 2026-01-14 09:32:31.581 \| HD Request # 48 \| Requesting Intraday data. Start date-time: 2026-01-14 09:31:20. Record interval: 0. Symbol: NQH26 2026-01-14 09:32:31.994 \| HD Request # 48 \| Decompressing data. 2026-01-14 09:32:32.001 \| HD Request # 48 \| Receiving Intraday data for NQH6.CME starting at 2026-01-14 09:31:20.037000 2026-01-14 09:32:32.371 \| Opened cached Intraday file: D:\crypto\Data\TRIN-NYSE.scid. Thread ID: 11112 2026-01-14 09:32:32.532 \| Socket (4) \| CloseSocket call. 2026-01-14 09:32:32.532 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:32.533 \| Historical data download thread signaled to stop. 2026-01-14 09:32:32.533 \| HD Request # 48 \| Timestamp of first Intraday data file record written: 2026-01-14 09:31:20.791000. 2026-01-14 09:32:32.533 \| HD Request # 48 \| Received 5664 Intraday data records from 2026-01-14 09:31:20.037000 to 2026-01-14 09:32:28.631003 (68.6 seconds. Delay: 3.9 seconds) and wrote 5543 records for NQH6.CME 2026-01-14 09:32:32.539 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:32:32.539 \| Socket (4) \| Closed. 2026-01-14 09:32:32.541 \| HD Request # 48 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:32:28.631003 2026-01-14 09:32:32.541 \| HD Request # 48 \| Completion time: 2s. 2026-01-14 09:32:32.541 \| HD Request # 48 \| Intraday data download complete for NQH6.CME. Unique request ID: 147 2026-01-14 09:32:32.541 \| Removing historical data download ID 147. 2026-01-14 09:32:32.541 \| Real-time Intraday chart data file updates started for NQH6.CME 2026-01-14 09:32:32.541 \| Intraday chart data file opened for NQH6.CME 2026-01-14 09:32:32.541 \| HD Request # 48 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:32:32.541 \| 2026-01-14 09:32:32.541 \| Triggering next historical data download in queue. 2026-01-14 09:32:32.541 \| HD Request # 49 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:32:32.541 \| HD Request # 49 \| Download start date-time: 2026-01-14 09:31:20.000000. File last date-time: 2026-01-14 09:31:20.779004 2026-01-14 09:32:32.541 \| HD Request # 49 \| Using server: ds28.sierracharts.com port 10150 2026-01-14 09:32:32.541 \| Socket (4) \| Creating socket. 2026-01-14 09:32:32.541 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:32:32.541 \| Socket (4) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:32:32.569 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:32.609 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:32:32.612 \| : Array is unallocated. 2026-01-14 09:32:32.614 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:32:32.615 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:32.640 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:32.674 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:32:32.725 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:32.725 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:32.743 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:32.835 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:32:32.973 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:32:32.976 \| : Array is unallocated. 2026-01-14 09:32:32.979 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:33.050 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:32:33.157 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:32:33.157 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:32:33.157 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:32:33.157 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:32:33.202 \| NTP Client \| Received Packet \| RoundTripDelay=0.044991493225097656, SystemClockOffset=-0.0025472640991210938 2026-01-14 09:32:33.331 \| NTP Client \| Received Packet \| RoundTripDelay=0.17399835586547852, SystemClockOffset=0.0009920597076416016 2026-01-14 09:32:33.369 \| NTP Client \| Received Packet \| RoundTripDelay=0.21196651458740234, SystemClockOffset=-0.008234500885009766 2026-01-14 09:32:33.382 \| NTP Client \| Received Packet \| RoundTripDelay=0.22498273849487305, SystemClockOffset=-0.02327275276184082 2026-01-14 09:32:33.677 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:32:34.151 \| NTP Client \| Performed system clock adjustment of -5390.88249206543 microseconds. 2026-01-14 09:32:36.023 \| Rithmic Direct - DTC \| Wrote file: D:\crypto\RithmicConnections.json. Size: 110576 2026-01-14 09:32:36.024 \| Rithmic Direct - DTC \| Processed connection points. Count: 474 2026-01-14 09:32:36.275 \| HTTPS connection ID:7 to downloads.rithmic.com:443 for request ID:7 (11) \| CloseSocket call. 2026-01-14 09:32:36.275 \| HTTPS connection ID:7 to downloads.rithmic.com:443 for request ID:7 (11) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:36.276 \| HTTPS connection ID:7 to downloads.rithmic.com:443 for request ID:7 (11) \| Socket gracefully closed by remote side. 2026-01-14 09:32:36.276 \| HTTPS connection ID:7 to downloads.rithmic.com:443 for request ID:7 (11) \| Closed. 2026-01-14 09:32:36.417 \| HD Request # 49 \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:36.417 \| HD Request # 49 \| Sending historical data logon request message. 2026-01-14 09:32:37.215 \| HD Request # 49 \| Requesting Intraday data. Start date-time: 2026-01-14 09:31:20. Record interval: 0. Symbol: RTYH26 2026-01-14 09:32:37.380 \| Opened cached Intraday file: D:\crypto\Data\NQH6.CME.scid. Thread ID: 11112 2026-01-14 09:32:37.750 \| HD Request # 49 \| Decompressing data. 2026-01-14 09:32:37.945 \| HD Request # 49 \| Receiving Intraday data for RTYH6.CME starting at 2026-01-14 09:31:20.060000 2026-01-14 09:32:38.211 \| Socket (4) \| CloseSocket call. 2026-01-14 09:32:38.211 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:38.212 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:32:38.212 \| Socket (4) \| Closed. 2026-01-14 09:32:38.212 \| Historical data download thread signaled to stop. 2026-01-14 09:32:38.212 \| HD Request # 49 \| Timestamp of first Intraday data file record written: 2026-01-14 09:31:20.858000. 2026-01-14 09:32:38.212 \| HD Request # 49 \| Received 1733 Intraday data records from 2026-01-14 09:31:20.060000 to 2026-01-14 09:32:36.489002 (76.4 seconds. Delay: 1.7 seconds) and wrote 1716 records for RTYH6.CME 2026-01-14 09:32:38.220 \| HD Request # 49 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:32:36.489002 2026-01-14 09:32:38.220 \| HD Request # 49 \| Completion time: 6s. 2026-01-14 09:32:38.220 \| HD Request # 49 \| Intraday data download complete for RTYH6.CME. Unique request ID: 148 2026-01-14 09:32:38.220 \| Removing historical data download ID 148. 2026-01-14 09:32:38.220 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:32:38.220 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:32:38.220 \| HD Request # 49 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:32:38.220 \| 2026-01-14 09:32:38.220 \| Triggering next historical data download in queue. 2026-01-14 09:32:38.220 \| HD Request # 50 \| Downloading Intraday chart data for ESH6.CME to the file ESH6.CME.scid. Service: cme 2026-01-14 09:32:38.220 \| HD Request # 50 \| Download start date-time: 2026-01-14 09:31:20.000000. File last date-time: 2026-01-14 09:31:20.859000 2026-01-14 09:32:38.220 \| HD Request # 50 \| Using server: ds32.sierracharts.com port 10149 2026-01-14 09:32:38.220 \| Socket (4) \| Creating socket. 2026-01-14 09:32:38.220 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:32:38.220 \| Socket (4) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:32:39.008 \| HD Request # 50 \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:39.008 \| HD Request # 50 \| Sending historical data logon request message. 2026-01-14 09:32:39.669 \| HD Request # 50 \| Requesting Intraday data. Start date-time: 2026-01-14 09:31:20. Record interval: 0. Symbol: ESH26 2026-01-14 09:32:39.929 \| HD Request # 50 \| Decompressing data. 2026-01-14 09:32:39.944 \| HD Request # 50 \| Receiving Intraday data for ESH6.CME starting at 2026-01-14 09:31:20.043000 2026-01-14 09:32:40.354 \| Socket (4) \| CloseSocket call. 2026-01-14 09:32:40.354 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:40.354 \| Historical data download thread signaled to stop. 2026-01-14 09:32:40.354 \| HD Request # 50 \| Timestamp of first Intraday data file record written: 2026-01-14 09:31:20.859001. 2026-01-14 09:32:40.355 \| HD Request # 50 \| Received 10176 Intraday data records from 2026-01-14 09:31:20.043000 to 2026-01-14 09:32:38.624001 (78.6 seconds. Delay: 1.7 seconds) and wrote 9935 records for ESH6.CME 2026-01-14 09:32:40.355 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:32:40.355 \| Socket (4) \| Closed. 2026-01-14 09:32:40.362 \| HD Request # 50 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:32:38.624001 2026-01-14 09:32:40.362 \| HD Request # 50 \| Completion time: 2s. 2026-01-14 09:32:40.362 \| HD Request # 50 \| Intraday data download complete for ESH6.CME. Unique request ID: 149 2026-01-14 09:32:40.362 \| Removing historical data download ID 149. 2026-01-14 09:32:40.362 \| Real-time Intraday chart data file updates started for ESH6.CME 2026-01-14 09:32:40.362 \| Intraday chart data file opened for ESH6.CME 2026-01-14 09:32:40.362 \| HD Request # 50 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:32:40.362 \| 2026-01-14 09:32:40.362 \| No download requests in the queue to start downloads for. 2026-01-14 09:32:40.506 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:32:40.506 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:32:40.538 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:32:40.541 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:32:40.542 \| ESH6.CME [CV][M] 30 Min #17 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:32:40.542 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:32:40.548 \| ESH6.CME [CV][M] 30 Sec #6 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:32:40.549 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:32:40.555 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:32:40.555 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:32:40.600 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:32:40.601 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:32:40.650 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:32:40.653 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:32:40.709 \| ESH6.CME [CV][M] 30 Sec #5 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:32:40.709 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:32:40.746 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:40.746 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:32:40.803 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:32:40.977 \| ESH6.CME/MESH6.CME [CV][M] #3 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:32:40.988 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Chart data loading complete. 2026-01-14 09:32:41.004 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:32:41.019 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:32:41.027 \| + Loading additional symbol data. 2026-01-14 09:32:41.089 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:32:41.105 \| + Loading additional symbol data. 2026-01-14 09:32:41.192 \| ESH6.CME [CV][M] 30 Sec #5 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:32:41.194 \| Chart #5 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:41.194 \| Chart #5 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:41.194 \| ESH6.CME [CV][M] 30 Sec #5 \| Chart data loading complete. 2026-01-14 09:32:41.277 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:32:41.284 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:32:41.289 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:41.322 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Chart data loading complete. 2026-01-14 09:32:41.535 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:32:41.685 \| Chart #17 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:41.685 \| ESH6.CME [CV][M] 30 Min #17 \| Chart data loading complete. 2026-01-14 09:32:41.729 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:41.729 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:32:41.921 \| + Loading additional symbol data. 2026-01-14 09:32:41.961 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:32:42.007 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Chart data loading complete. 2026-01-14 09:32:42.392 \| Opened cached Intraday file: D:\crypto\Data\RTYH6.CME.scid. Thread ID: 11112 2026-01-14 09:32:42.426 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:32:42.428 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:32:42.428 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:42.455 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Chart data loading complete. 2026-01-14 09:32:42.455 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:32:42.497 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:42.546 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:32:42.845 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:32:42.850 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:32:42.852 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:32:42.879 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:32:47.399 \| Opened cached Intraday file: D:\crypto\Data\ESH6.CME.scid. Thread ID: 11112 2026-01-14 09:32:51.616 \| File >> Disconnect selected. 2026-01-14 09:32:51.625 \| Rithmic Direct - DTC \| Waiting for socket receive thread to end 2026-01-14 09:32:51.625 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:32:51.625 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:51.626 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:32:51.626 \| DTC Client socket (1) \| Closed. 2026-01-14 09:32:51.626 \| Denali Data Feed (Market Orders Data) \| Waiting for socket receive thread to end 2026-01-14 09:32:51.626 \| DTC Client socket (9) \| CloseSocket call. 2026-01-14 09:32:51.626 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:32:51.626 \| DTC Client socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:51.627 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:32:51.627 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:32:51.627 \| DTC Client socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:32:51.627 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:32:51.627 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:32:51.627 \| DTC Client socket (9) \| Closed. 2026-01-14 09:32:51.627 \| DTC Client socket (3) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:51.627 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:32:51.627 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:32:51.627 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:32:51.627 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:32:51.628 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:32:51.628 \| DTC Client socket (2) \| Closed. 2026-01-14 09:32:51.630 \| DTC Client socket (3) \| Socket gracefully closed by remote side. 2026-01-14 09:32:51.630 \| DTC Client socket (3) \| Closed. 2026-01-14 09:32:52.589 \| 2026-01-14 09:32:52.589 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:32:52.590 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:32:52.590 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:32:52.590 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2026-01-14 09:32:52.590 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:32:52.590 \| DTC Client socket (1) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:32:52.595 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:32:52.595 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:32:52.595 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:32:52.595 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:32:54.146 \| Rithmic Direct - DTC \| Received logon response. 2026-01-14 09:32:54.146 \| Rithmic Direct - DTC \| Server Name: . 2026-01-14 09:32:54.146 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:32:54.146 \| Rithmic Direct - DTC \| Successfully connected. 2026-01-14 09:32:54.146 \| Rithmic Direct - DTC \| Trading is supported. 2026-01-14 09:32:54.146 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2026-01-14 09:32:54.146 \| Rithmic Direct - DTC \| OCO Orders supported. 2026-01-14 09:32:54.146 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2026-01-14 09:32:54.146 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2026-01-14 09:32:54.146 \| Rithmic Direct - DTC \| Connection to server complete. 2026-01-14 09:32:54.146 \| No download requests in the queue to start downloads for. 2026-01-14 09:32:54.148 \| Using Bid/Ask average for last trade price for VOLX 2026-01-14 09:32:54.148 \| Using symbol data fast lookup vector 2026-01-14 09:32:54.148 \| SC Data with Depth \| Starting real-time market data updates for: VOLX. ID: 1 Service code: fxcm 2026-01-14 09:32:54.148 \| SC Data with Depth \| Connecting to the server ds4.sierracharts.com. Port 10048 2026-01-14 09:32:54.148 \| SC Data with Depth \| Requesting security definition data for: VOLX. ID: 1 2026-01-14 09:32:54.148 \| Added historical Intraday data request for VOLX to the queue. 2026-01-14 09:32:54.148 \| Intraday data recording state for symbol VOLX is set to download 'Pending'. 2026-01-14 09:32:54.148 \| Triggering next historical data download in queue. 2026-01-14 09:32:54.148 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Started historical data download for additional symbol VOLX. Download ID: 346 2026-01-14 09:32:54.148 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:32:54.149 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:32:54.149 \| DTC Client socket (2) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:32:54.151 \| SC Data with Depth \| Starting real-time market data updates for: TICK-NYSE. ID: 2 Service code: statscalc 2026-01-14 09:32:54.151 \| SC Data with Depth \| Requesting security definition data for: TICK-NYSE. ID: 2 2026-01-14 09:32:54.152 \| Added historical Intraday data request for TICK-NYSE to the queue. 2026-01-14 09:32:54.152 \| Intraday data recording state for symbol TICK-NYSE is set to download 'Pending'. 2026-01-14 09:32:54.152 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TICK-NYSE. Download ID: 347 2026-01-14 09:32:54.152 \| SC Data with Depth \| Starting real-time market data updates for: NISS-NYSE. ID: 3 Service code: statscalc 2026-01-14 09:32:54.152 \| SC Data with Depth \| Requesting security definition data for: NISS-NYSE. ID: 3 2026-01-14 09:32:54.152 \| Added historical Intraday data request for NISS-NYSE to the queue. 2026-01-14 09:32:54.152 \| Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. 2026-01-14 09:32:54.152 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol NISS-NYSE. Download ID: 348 2026-01-14 09:32:54.152 \| SC Data with Depth \| Starting real-time market data updates for: TRIN-NYSE. ID: 4 Service code: statscalc 2026-01-14 09:32:54.152 \| SC Data with Depth \| Requesting security definition data for: TRIN-NYSE. ID: 4 2026-01-14 09:32:54.152 \| Added historical Intraday data request for TRIN-NYSE to the queue. 2026-01-14 09:32:54.152 \| Intraday data recording state for symbol TRIN-NYSE is set to download 'Pending'. 2026-01-14 09:32:54.152 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TRIN-NYSE. Download ID: 349 2026-01-14 09:32:54.154 \| Delaying start of download for VOLX. 2026-01-14 09:32:54.154 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:32:54.154 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:32:54.154 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:32:54.161 \| Mapping NQH6.CME to NQH26. Service code: cme 2026-01-14 09:32:54.161 \| Denali Data Feed \| Starting real-time market data updates for: NQH6.CME (NQH26). ID: 5 Service code: cme 2026-01-14 09:32:54.161 \| Denali Data Feed \| Connecting to the server ds26.sierracharts.com. Port 443 2026-01-14 09:32:54.161 \| Denali Data Feed \| Requesting security definition data for: NQH6.CME (NQH26). ID: 5 2026-01-14 09:32:54.161 \| Added historical Intraday data request for NQH6.CME to the queue. 2026-01-14 09:32:54.161 \| Intraday data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:32:54.161 \| Triggering next historical data download in queue. 2026-01-14 09:32:54.161 \| DTC Client socket (3) \| Creating socket. 2026-01-14 09:32:54.162 \| DTC Client socket (3) \| New receive buffer size: 0 2026-01-14 09:32:54.162 \| DTC Client socket (3) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:32:54.184 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:32:54.184 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:32:54.184 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:32:54.184 \| Mapping ESH6.CME to ESH26. Service code: cme 2026-01-14 09:32:54.184 \| Denali Data Feed \| Starting real-time market data updates for: ESH6.CME (ESH26). ID: 6 Service code: cme 2026-01-14 09:32:54.184 \| Denali Data Feed \| Requesting security definition data for: ESH6.CME (ESH26). ID: 6 2026-01-14 09:32:54.184 \| Added historical Intraday data request for ESH6.CME to the queue. 2026-01-14 09:32:54.184 \| Intraday data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:32:54.184 \| Triggering next historical data download in queue. 2026-01-14 09:32:54.262 \| Mapping MESH6.CME to MESH26. Service code: cme 2026-01-14 09:32:54.262 \| Denali Data Feed \| Starting real-time market data updates for: MESH6.CME (MESH26). ID: 7 Service code: cme 2026-01-14 09:32:54.262 \| Denali Data Feed \| Requesting security definition data for: MESH6.CME (MESH26). ID: 7 2026-01-14 09:32:54.287 \| Mapping MNQH6.CME to MNQH26. Service code: cme 2026-01-14 09:32:54.287 \| Denali Data Feed \| Starting real-time market data updates for: MNQH6.CME (MNQH26). ID: 8 Service code: cme 2026-01-14 09:32:54.287 \| Denali Data Feed \| Requesting security definition data for: MNQH6.CME (MNQH26). ID: 8 2026-01-14 09:32:55.112 \| Mapping RTYH6.CME to RTYH26. Service code: cme 2026-01-14 09:32:55.112 \| Denali Data Feed \| Starting real-time market data updates for: RTYH6.CME (RTYH26). ID: 9 Service code: cme 2026-01-14 09:32:55.112 \| Denali Data Feed \| Requesting security definition data for: RTYH6.CME (RTYH26). ID: 9 2026-01-14 09:32:55.112 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:32:55.112 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:32:55.112 \| Triggering next historical data download in queue. 2026-01-14 09:32:55.229 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:55.229 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:32:55.299 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:55.299 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:32:55.862 \| SC Data with Depth \| Received logon response. 2026-01-14 09:32:55.862 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:32:55.862 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:32:55.862 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:32:55.862 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:32:55.862 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:32:55.862 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:32:55.862 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:32:55.862 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:32:55.862 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:32:56.314 \| Denali Data Feed \| Received logon response. 2026-01-14 09:32:56.314 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:32:56.314 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:32:56.314 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:32:56.315 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:32:56.315 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:32:56.315 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26 2026-01-14 09:32:56.315 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:32:56.315 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:32:56.315 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26 2026-01-14 09:32:56.315 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:32:56.503 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:32:56.503 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:32:56.503 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:32:56.503 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:32:56.503 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:32:56.503 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:32:56.503 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:32:56.503 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:32:59.142 \| Requesting market depth updates for: ESH6.CME if supported. NumLevels=120 2026-01-14 09:32:59.142 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds26.sierracharts.com. Port 10060 2026-01-14 09:32:59.142 \| Requesting market depth updates for: NQH6.CME if supported. NumLevels=120 2026-01-14 09:32:59.142 \| Added historical Market Depth data request for ESH6.CME to the queue. 2026-01-14 09:32:59.142 \| Market depth data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:32:59.142 \| Triggering next historical data download in queue. 2026-01-14 09:32:59.142 \| Added historical Market Depth data request for NQH6.CME to the queue. 2026-01-14 09:32:59.142 \| Market depth data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:32:59.142 \| HD Request # 51 \| Downloading Market Depth data for ESH6.CME. Service: cme.marketdepth. 2026-01-14 09:32:59.142 \| HD Request # 51 \| Download start date-time: 2026-01-14 09:32:51.626342. 2026-01-14 09:32:59.142 \| DTC Client socket (4) \| Creating socket. 2026-01-14 09:32:59.142 \| DTC Client socket (4) \| New receive buffer size: 0 2026-01-14 09:32:59.142 \| DTC Client socket (4) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:32:59.142 \| HD Request # 51 \| Using server: ds26.sierracharts.com port 10150 2026-01-14 09:32:59.143 \| Socket (9) \| Creating socket. 2026-01-14 09:32:59.143 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:32:59.143 \| Socket (9) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:32:59.164 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:32:59.164 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:32:59.164 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:32:59.799 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:59.799 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:32:59.953 \| HD Request # 51 \| Setting DTC encoding to Binary VLS 2026-01-14 09:32:59.953 \| HD Request # 51 \| Sending historical data logon request message. 2026-01-14 09:33:00.332 \| HD Request # 51 \| Requesting market depth data. Start date-time: 2026-01-14 09:32:51. Symbol: ESH26 2026-01-14 09:33:00.345 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:33:00.345 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:33:00.345 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:33:00.345 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:33:00.345 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:33:00.345 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:33:00.345 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:33:00.345 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:33:00.345 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:33:00.345 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:33:00.384 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:33:00.384 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:33:00.384 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:33:00.384 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:33:00.384 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:33:00.384 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:33:00.384 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:33:00.384 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:33:00.384 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:33:00.384 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:33:00.903 \| HD Request # 51 \| Decompressing data. 2026-01-14 09:33:00.942 \| HD Request # 51 \| Receiving market depth data for ESH6.CME starting at 2026-01-14 09:32:51.694000 2026-01-14 09:33:01.128 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: ESH6.CME. Market orders request not authorized. 2026-01-14 09:33:01.128 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQH6.CME. Market orders request not authorized. 2026-01-14 09:33:01.728 \| HD Request # 52 \| Downloading Intraday chart data for VOLX to the file VOLX.scid. Service: fxcm 2026-01-14 09:33:01.728 \| HD Request # 52 \| Download start date-time: 2026-01-14 09:32:47.000000. File last date-time: 2026-01-14 09:32:47.761000 2026-01-14 09:33:01.728 \| HD Request # 52 \| Using server: ds12.sierracharts.com port 10150 2026-01-14 09:33:01.729 \| Socket (10) \| Creating socket. 2026-01-14 09:33:01.729 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:33:01.729 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:33:02.889 \| Socket (9) \| CloseSocket call. 2026-01-14 09:33:02.889 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:02.889 \| Historical data download thread signaled to stop. 2026-01-14 09:33:02.889 \| HD Request # 51 \| Timestamp of first market depth data file record written: 2026-01-14 09:32:51.694000. 2026-01-14 09:33:02.889 \| HD Request # 51 \| Received 4524 Market Depth data records from 2026-01-14 09:32:51.694000 to 2026-01-14 09:32:56.873000 (5.2 seconds. Delay: 6.0 seconds) and wrote 4524 records for ESH6.CME 2026-01-14 09:33:02.889 \| HD Request # 51 \| Completion time: 3s. 2026-01-14 09:33:02.889 \| HD Request # 51 \| Market Depth data download complete for ESH6.CME. Unique request ID: 353 2026-01-14 09:33:02.889 \| Removing historical data download ID 353. 2026-01-14 09:33:02.889 \| Real-time market depth file updates started for ESH6.CME 2026-01-14 09:33:02.890 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:33:02.890 \| Socket (9) \| Closed. 2026-01-14 09:33:02.896 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:33:02.896 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:02.896 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:02.896 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:02.896 \| ESH6.CME [CV][M] 30 Sec #6 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:02.896 \| ESH6.CME [CV][M] 30 Sec #5 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:02.896 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:02.896 \| ESH6.CME [CV][M] 30 Min #17 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:02.896 \| 2026-01-14 09:33:02.896 \| Triggering next historical data download in queue. 2026-01-14 09:33:02.896 \| HD Request # 53 \| Downloading Market Depth data for NQH6.CME. Service: cme.marketdepth. 2026-01-14 09:33:02.896 \| HD Request # 53 \| Download start date-time: 2026-01-14 09:32:51.626087. 2026-01-14 09:33:02.897 \| HD Request # 53 \| Using server: ds28.sierracharts.com port 10149 2026-01-14 09:33:02.897 \| Socket (9) \| Creating socket. 2026-01-14 09:33:02.897 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:33:02.897 \| Socket (9) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:33:02.928 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:33:02.931 \| ESH6.CME [CV][M] 30 Sec #5 \| Waiting for historical downloads to complete with the IDs: 351, 2026-01-14 09:33:02.985 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:33:02.989 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Waiting for historical downloads to complete with the IDs: 351, 2026-01-14 09:33:03.024 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:33:03.027 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Waiting for historical downloads to complete with the IDs: 351, 2026-01-14 09:33:03.030 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:33:03.040 \| ESH6.CME [CV][M] 30 Min #17 \| Waiting for historical downloads to complete with the IDs: 351, 2026-01-14 09:33:03.074 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:33:03.076 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Waiting for historical downloads to complete with the IDs: 351, 2026-01-14 09:33:03.078 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:33:03.088 \| ESH6.CME [CV][M] 30 Sec #6 \| Waiting for historical downloads to complete with the IDs: 351, 2026-01-14 09:33:03.146 \| HD Request # 52 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:03.146 \| HD Request # 52 \| Sending historical data logon request message. 2026-01-14 09:33:03.158 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:33:03.158 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:33:03.158 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:33:03.158 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:33:03.184 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:33:03.195 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Waiting for historical downloads to complete with the IDs: 351, 2026-01-14 09:33:03.201 \| NTP Client \| Received Packet \| RoundTripDelay=0.04198646545410156, SystemClockOffset=0.00048065185546875 2026-01-14 09:33:03.342 \| NTP Client \| Received Packet \| RoundTripDelay=0.18396711349487305, SystemClockOffset=0.007299661636352539 2026-01-14 09:33:03.394 \| NTP Client \| Received Packet \| RoundTripDelay=0.2349233627319336, SystemClockOffset=-0.026708602905273438 2026-01-14 09:33:03.518 \| HD Request # 52 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:47. Record interval: 0. Symbol: VOLX 2026-01-14 09:33:03.591 \| HD Request # 53 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:03.591 \| HD Request # 53 \| Sending historical data logon request message. 2026-01-14 09:33:03.997 \| HD Request # 53 \| Requesting market depth data. Start date-time: 2026-01-14 09:32:51. Symbol: NQH26 2026-01-14 09:33:04.053 \| HD Request # 52 \| Decompressing data. 2026-01-14 09:33:04.274 \| HD Request # 53 \| Decompressing data. 2026-01-14 09:33:04.307 \| HD Request # 53 \| Receiving market depth data for NQH6.CME starting at 2026-01-14 09:32:51.633000 2026-01-14 09:33:04.368 \| HD Request # 52 \| Receiving Intraday data for VOLX starting at 2026-01-14 09:32:47.761000 2026-01-14 09:33:04.368 \| Socket (10) \| CloseSocket call. 2026-01-14 09:33:04.368 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:04.368 \| Historical data download thread signaled to stop. 2026-01-14 09:33:04.368 \| HD Request # 52 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:51.814000. 2026-01-14 09:33:04.368 \| HD Request # 52 \| Received 14 Intraday data records from 2026-01-14 09:32:47.761000 to 2026-01-14 09:33:00.182000 (12.4 seconds. Delay: 4.2 seconds) and wrote 13 records for VOLX 2026-01-14 09:33:04.369 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:33:04.369 \| Socket (10) \| Closed. 2026-01-14 09:33:04.376 \| HD Request # 52 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:33:00.182000 2026-01-14 09:33:04.376 \| Added 10 Time and Sales records to Intraday data file for VOLX after download. 2026-01-14 09:33:04.376 \| HD Request # 52 \| Completion time: 3s. 2026-01-14 09:33:04.376 \| HD Request # 52 \| Intraday data download complete for VOLX. Unique request ID: 346 2026-01-14 09:33:04.376 \| Removing historical data download ID 346. 2026-01-14 09:33:04.376 \| Real-time Intraday chart data file updates started for VOLX 2026-01-14 09:33:04.376 \| Intraday chart data file opened for VOLX 2026-01-14 09:33:04.376 \| HD Request # 52 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:33:04.376 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Historical data download for additional symbol VOLX with ID 346 has completed. 2026-01-14 09:33:04.376 \| 2026-01-14 09:33:04.376 \| Triggering next historical data download in queue. 2026-01-14 09:33:04.376 \| HD Request # 54 \| Downloading Intraday chart data for TICK-NYSE to the file TICK-NYSE.scid. Service: statscalc 2026-01-14 09:33:04.376 \| HD Request # 54 \| Download start date-time: 2026-01-14 09:32:50.000000. File last date-time: 2026-01-14 09:32:50.702002 2026-01-14 09:33:04.383 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:33:04.383 \| HD Request # 54 \| Using server: ds4.sierracharts.com port 10149 2026-01-14 09:33:04.383 \| Socket (10) \| Creating socket. 2026-01-14 09:33:04.383 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:33:04.383 \| Socket (10) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:33:04.884 \| Socket (9) \| CloseSocket call. 2026-01-14 09:33:04.884 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:04.885 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:33:04.885 \| Socket (9) \| Closed. 2026-01-14 09:33:04.897 \| Historical data download thread signaled to stop. 2026-01-14 09:33:04.898 \| HD Request # 53 \| Timestamp of first market depth data file record written: 2026-01-14 09:32:51.633000. 2026-01-14 09:33:04.898 \| HD Request # 53 \| Received 23523 Market Depth data records from 2026-01-14 09:32:51.633000 to 2026-01-14 09:33:02.516000 (10.9 seconds. Delay: 2.4 seconds) and wrote 23523 records for NQH6.CME 2026-01-14 09:33:04.898 \| HD Request # 53 \| Completion time: 2s. 2026-01-14 09:33:04.898 \| HD Request # 53 \| Market Depth data download complete for NQH6.CME. Unique request ID: 354 2026-01-14 09:33:04.898 \| Removing historical data download ID 354. 2026-01-14 09:33:04.898 \| Real-time market depth file updates started for NQH6.CME 2026-01-14 09:33:04.905 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:33:04.905 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:04.905 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:04.905 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:04.905 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:04.905 \| NQH6.CME [CV][M] 30 Sec #14 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:04.905 \| NQH6.CME [CV][M] 30 Sec #12 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:04.905 \| NQH6.CME [CV][M] 30 Min #18 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:04.905 \| 2026-01-14 09:33:04.905 \| No download requests in the queue to start downloads for. 2026-01-14 09:33:04.905 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:33:04.908 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Waiting for historical downloads to complete with the IDs: 350, 2026-01-14 09:33:04.996 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:33:05.007 \| NQH6.CME [CV][M] 30 Min #18 \| Waiting for historical downloads to complete with the IDs: 350, 2026-01-14 09:33:05.009 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:33:05.012 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Waiting for historical downloads to complete with the IDs: 350, 2026-01-14 09:33:05.116 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:33:05.124 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Waiting for historical downloads to complete with the IDs: 350, 2026-01-14 09:33:05.131 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:33:05.142 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Waiting for historical downloads to complete with the IDs: 350, 2026-01-14 09:33:05.190 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:33:05.194 \| NQH6.CME [CV][M] 30 Sec #12 \| Waiting for historical downloads to complete with the IDs: 350, 2026-01-14 09:33:05.254 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:33:05.271 \| NQH6.CME [CV][M] 30 Sec #14 \| Waiting for historical downloads to complete with the IDs: 350, 2026-01-14 09:33:05.608 \| HD Request # 54 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:05.608 \| HD Request # 54 \| Sending historical data logon request message. 2026-01-14 09:33:05.819 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:33:05.819 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:33:05.819 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:33:06.698 \| HD Request # 54 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:50. Record interval: 0. Symbol: TICK-NYSE 2026-01-14 09:33:07.275 \| HD Request # 54 \| Decompressing data. 2026-01-14 09:33:07.440 \| Opened cached Intraday file: D:\crypto\Data\VOLX.scid. Thread ID: 11112 2026-01-14 09:33:08.797 \| HD Request # 54 \| Receiving Intraday data for TICK-NYSE starting at 2026-01-14 09:32:50.000000 2026-01-14 09:33:08.798 \| Socket (10) \| CloseSocket call. 2026-01-14 09:33:08.798 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:08.798 \| Historical data download thread signaled to stop. 2026-01-14 09:33:08.799 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:33:08.799 \| HD Request # 54 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:51.000000. 2026-01-14 09:33:08.799 \| Socket (10) \| Closed. 2026-01-14 09:33:08.799 \| HD Request # 54 \| Received 17 Intraday data records from 2026-01-14 09:32:50.000000 to 2026-01-14 09:33:06.000000 (16.0 seconds. Delay: 2.8 seconds) and wrote 16 records for TICK-NYSE 2026-01-14 09:33:08.807 \| HD Request # 54 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:33:06.000000 2026-01-14 09:33:08.807 \| Added 28 Time and Sales records to Intraday data file for TICK-NYSE after download. 2026-01-14 09:33:08.807 \| HD Request # 54 \| Completion time: 4s. 2026-01-14 09:33:08.807 \| HD Request # 54 \| Intraday data download complete for TICK-NYSE. Unique request ID: 347 2026-01-14 09:33:08.807 \| Removing historical data download ID 347. 2026-01-14 09:33:08.807 \| Real-time Intraday chart data file updates started for TICK-NYSE 2026-01-14 09:33:08.807 \| Intraday chart data file opened for TICK-NYSE 2026-01-14 09:33:08.807 \| HD Request # 54 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:33:08.807 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TICK-NYSE with ID 347 has completed. 2026-01-14 09:33:08.807 \| 2026-01-14 09:33:08.807 \| Triggering next historical data download in queue. 2026-01-14 09:33:08.807 \| HD Request # 55 \| Downloading Intraday chart data for NISS-NYSE to the file NISS-NYSE.scid. Service: statscalc 2026-01-14 09:33:08.807 \| HD Request # 55 \| Download start date-time: 2026-01-14 09:32:50.000000. File last date-time: 2026-01-14 09:32:50.702001 2026-01-14 09:33:08.808 \| HD Request # 55 \| Using server: ds12.sierracharts.com port 10150 2026-01-14 09:33:08.808 \| Socket (9) \| Creating socket. 2026-01-14 09:33:08.808 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:33:08.808 \| Socket (9) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:33:09.685 \| HD Request # 55 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:09.685 \| HD Request # 55 \| Sending historical data logon request message. 2026-01-14 09:33:10.092 \| HD Request # 55 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:50. Record interval: 0. Symbol: NISS-NYSE 2026-01-14 09:33:10.500 \| HD Request # 55 \| Decompressing data. 2026-01-14 09:33:10.565 \| HD Request # 55 \| Receiving Intraday data for NISS-NYSE starting at 2026-01-14 09:32:50.000000 2026-01-14 09:33:10.565 \| Socket (9) \| CloseSocket call. 2026-01-14 09:33:10.565 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:10.565 \| Historical data download thread signaled to stop. 2026-01-14 09:33:10.565 \| HD Request # 55 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:51.000000. 2026-01-14 09:33:10.566 \| HD Request # 55 \| Received 20 Intraday data records from 2026-01-14 09:32:50.000000 to 2026-01-14 09:33:09.000000 (19.0 seconds. Delay: 1.6 seconds) and wrote 19 records for NISS-NYSE 2026-01-14 09:33:10.566 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:33:10.566 \| Socket (9) \| Closed. 2026-01-14 09:33:10.573 \| HD Request # 55 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:33:09.000000 2026-01-14 09:33:10.573 \| Added 11 Time and Sales records to Intraday data file for NISS-NYSE after download. 2026-01-14 09:33:10.573 \| HD Request # 55 \| Completion time: 2s. 2026-01-14 09:33:10.573 \| HD Request # 55 \| Intraday data download complete for NISS-NYSE. Unique request ID: 348 2026-01-14 09:33:10.573 \| Removing historical data download ID 348. 2026-01-14 09:33:10.573 \| Real-time Intraday chart data file updates started for NISS-NYSE 2026-01-14 09:33:10.573 \| Intraday chart data file opened for NISS-NYSE 2026-01-14 09:33:10.573 \| HD Request # 55 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:33:10.573 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol NISS-NYSE with ID 348 has completed. 2026-01-14 09:33:10.573 \| 2026-01-14 09:33:10.573 \| Triggering next historical data download in queue. 2026-01-14 09:33:10.573 \| HD Request # 56 \| Downloading Intraday chart data for TRIN-NYSE to the file TRIN-NYSE.scid. Service: statscalc 2026-01-14 09:33:10.573 \| HD Request # 56 \| Download start date-time: 2026-01-14 09:32:50.000000. File last date-time: 2026-01-14 09:32:50.702002 2026-01-14 09:33:10.573 \| HD Request # 56 \| Using server: ds4.sierracharts.com port 10149 2026-01-14 09:33:10.574 \| Socket (9) \| Creating socket. 2026-01-14 09:33:10.574 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:33:10.574 \| Socket (9) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:33:12.451 \| Opened cached Intraday file: D:\crypto\Data\TICK-NYSE.scid. Thread ID: 11112 2026-01-14 09:33:12.451 \| Opened cached Intraday file: D:\crypto\Data\NISS-NYSE.scid. Thread ID: 11112 2026-01-14 09:33:12.593 \| HTTPS connection ID:8 to downloads.rithmic.com:443 for request ID:8 (10) \| Creating socket. Using TLS 1.2. 2026-01-14 09:33:12.593 \| HTTPS connection ID:8 to downloads.rithmic.com:443 for request ID:8 (10) \| New receive buffer size: 0 2026-01-14 09:33:12.593 \| HTTPS connection ID:8 to downloads.rithmic.com:443 for request ID:8 (10) \| Connecting to IP: 216.66.0.130. 2026-01-14 09:33:14.793 \| HD Request # 56 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:14.793 \| HD Request # 56 \| Sending historical data logon request message. 2026-01-14 09:33:15.718 \| HD Request # 56 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:50. Record interval: 0. Symbol: TRIN-NYSE 2026-01-14 09:33:15.859 \| Rithmic Direct - DTC \| Wrote file: D:\crypto\RithmicConnections.json. Size: 110576 2026-01-14 09:33:15.861 \| Rithmic Direct - DTC \| Processed connection points. Count: 474 2026-01-14 09:33:16.101 \| HTTPS connection ID:8 to downloads.rithmic.com:443 for request ID:8 (10) \| CloseSocket call. 2026-01-14 09:33:16.101 \| HTTPS connection ID:8 to downloads.rithmic.com:443 for request ID:8 (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:16.102 \| HTTPS connection ID:8 to downloads.rithmic.com:443 for request ID:8 (10) \| Socket gracefully closed by remote side. 2026-01-14 09:33:16.102 \| HTTPS connection ID:8 to downloads.rithmic.com:443 for request ID:8 (10) \| Closed. 2026-01-14 09:33:16.335 \| HD Request # 56 \| Decompressing data. 2026-01-14 09:33:16.843 \| HD Request # 56 \| Receiving Intraday data for TRIN-NYSE starting at 2026-01-14 09:32:50.000000 2026-01-14 09:33:16.843 \| Socket (9) \| CloseSocket call. 2026-01-14 09:33:16.843 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:16.843 \| Historical data download thread signaled to stop. 2026-01-14 09:33:16.843 \| HD Request # 56 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:51.000000. 2026-01-14 09:33:16.843 \| HD Request # 56 \| Received 25 Intraday data records from 2026-01-14 09:32:50.000000 to 2026-01-14 09:33:14.000000 (24.0 seconds. Delay: 2.8 seconds) and wrote 24 records for TRIN-NYSE 2026-01-14 09:33:16.844 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:33:16.844 \| Socket (9) \| Closed. 2026-01-14 09:33:16.852 \| HD Request # 56 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:33:14.000000 2026-01-14 09:33:16.852 \| Added 24 Time and Sales records to Intraday data file for TRIN-NYSE after download. 2026-01-14 09:33:16.852 \| HD Request # 56 \| Completion time: 6s. 2026-01-14 09:33:16.852 \| HD Request # 56 \| Intraday data download complete for TRIN-NYSE. Unique request ID: 349 2026-01-14 09:33:16.852 \| Removing historical data download ID 349. 2026-01-14 09:33:16.852 \| Real-time Intraday chart data file updates started for TRIN-NYSE 2026-01-14 09:33:16.852 \| Intraday chart data file opened for TRIN-NYSE 2026-01-14 09:33:16.852 \| HD Request # 56 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:33:16.852 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TRIN-NYSE with ID 349 has completed. 2026-01-14 09:33:16.852 \| 2026-01-14 09:33:16.852 \| Triggering next historical data download in queue. 2026-01-14 09:33:16.852 \| HD Request # 57 \| Downloading Intraday chart data for NQH6.CME to the file NQH6.CME.scid. Service: cme 2026-01-14 09:33:16.852 \| HD Request # 57 \| Download start date-time: 2026-01-14 09:32:32.000000. File last date-time: 2026-01-14 09:32:32.957000 2026-01-14 09:33:16.852 \| HD Request # 57 \| Using server: ds32.sierracharts.com port 10150 2026-01-14 09:33:16.852 \| Socket (9) \| Creating socket. 2026-01-14 09:33:16.852 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:33:16.852 \| Socket (9) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:33:17.380 \| HD Request # 57 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:17.380 \| HD Request # 57 \| Sending historical data logon request message. 2026-01-14 09:33:17.464 \| Opened cached Intraday file: D:\crypto\Data\TRIN-NYSE.scid. Thread ID: 11112 2026-01-14 09:33:17.672 \| HD Request # 57 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:32. Record interval: 0. Symbol: NQH26 2026-01-14 09:33:17.949 \| HD Request # 57 \| Decompressing data. 2026-01-14 09:33:18.140 \| HD Request # 57 \| Receiving Intraday data for NQH6.CME starting at 2026-01-14 09:32:32.056000 2026-01-14 09:33:18.338 \| Socket (9) \| CloseSocket call. 2026-01-14 09:33:18.338 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:18.338 \| Historical data download thread signaled to stop. 2026-01-14 09:33:18.339 \| HD Request # 57 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:32.975000. 2026-01-14 09:33:18.339 \| HD Request # 57 \| Received 2864 Intraday data records from 2026-01-14 09:32:32.056000 to 2026-01-14 09:33:14.762001 (42.7 seconds. Delay: 3.6 seconds) and wrote 2797 records for NQH6.CME 2026-01-14 09:33:18.339 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:33:18.339 \| Socket (9) \| Closed. 2026-01-14 09:33:18.346 \| HD Request # 57 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:33:14.762001 2026-01-14 09:33:18.346 \| HD Request # 57 \| Completion time: 2s. 2026-01-14 09:33:18.346 \| HD Request # 57 \| Intraday data download complete for NQH6.CME. Unique request ID: 350 2026-01-14 09:33:18.346 \| Removing historical data download ID 350. 2026-01-14 09:33:18.346 \| Real-time Intraday chart data file updates started for NQH6.CME 2026-01-14 09:33:18.346 \| Intraday chart data file opened for NQH6.CME 2026-01-14 09:33:18.346 \| HD Request # 57 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:33:18.346 \| 2026-01-14 09:33:18.346 \| Triggering next historical data download in queue. 2026-01-14 09:33:18.346 \| HD Request # 58 \| Downloading Intraday chart data for ESH6.CME to the file ESH6.CME.scid. Service: cme 2026-01-14 09:33:18.346 \| HD Request # 58 \| Download start date-time: 2026-01-14 09:32:32.000000. File last date-time: 2026-01-14 09:32:32.982001 2026-01-14 09:33:18.346 \| HD Request # 58 \| Using server: ds26.sierracharts.com port 10149 2026-01-14 09:33:18.346 \| Socket (9) \| Creating socket. 2026-01-14 09:33:18.346 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:33:18.346 \| Socket (9) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:33:18.368 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:18.370 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:33:18.445 \| NQH6.CME [CV][M] 30 Min #18 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:18.445 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:33:18.478 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:33:18.507 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:18.507 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:33:18.567 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:33:18.603 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:33:18.614 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Chart data loading complete. 2026-01-14 09:33:18.627 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:18.628 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:33:18.629 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:18.629 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:33:18.633 \| NQH6.CME [CV][M] 30 Sec #12 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:18.634 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:33:18.721 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:33:18.767 \| NQH6.CME [CV][M] 30 Sec #14 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:18.768 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:33:18.781 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:18.781 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:18.781 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:33:18.866 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:33:18.901 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:33:18.904 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:18.904 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:33:18.955 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:33:18.990 \| NQH6.CME [CV][M] 30 Min #18 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:33:18.991 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:18.991 \| NQH6.CME [CV][M] 30 Min #18 \| Chart data loading complete. 2026-01-14 09:33:18.996 \| HD Request # 58 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:18.996 \| HD Request # 58 \| Sending historical data logon request message. 2026-01-14 09:33:19.003 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:33:19.008 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:33:19.009 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:19.030 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Chart data loading complete. 2026-01-14 09:33:19.032 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:19.081 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:19.081 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:33:19.125 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:33:19.355 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:33:19.372 \| HD Request # 58 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:32. Record interval: 0. Symbol: ESH26 2026-01-14 09:33:19.393 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:33:19.626 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:33:19.714 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:33:19.716 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:33:19.717 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:19.746 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Chart data loading complete. 2026-01-14 09:33:19.746 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:33:19.775 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:19.804 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:33:19.844 \| HD Request # 58 \| Decompressing data. 2026-01-14 09:33:19.923 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:19.923 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:33:19.943 \| HD Request # 58 \| Receiving Intraday data for ESH6.CME starting at 2026-01-14 09:32:32.057000 2026-01-14 09:33:20.015 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:33:20.127 \| Socket (9) \| CloseSocket call. 2026-01-14 09:33:20.127 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:20.128 \| Historical data download thread signaled to stop. 2026-01-14 09:33:20.128 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:33:20.128 \| Socket (9) \| Closed. 2026-01-14 09:33:20.128 \| HD Request # 58 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:33.037000. 2026-01-14 09:33:20.129 \| HD Request # 58 \| Received 4307 Intraday data records from 2026-01-14 09:32:32.057000 to 2026-01-14 09:33:16.801001 (44.7 seconds. Delay: 3.3 seconds) and wrote 4155 records for ESH6.CME 2026-01-14 09:33:20.139 \| HD Request # 58 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:33:16.801001 2026-01-14 09:33:20.140 \| HD Request # 58 \| Completion time: 2s. 2026-01-14 09:33:20.140 \| HD Request # 58 \| Intraday data download complete for ESH6.CME. Unique request ID: 351 2026-01-14 09:33:20.140 \| Removing historical data download ID 351. 2026-01-14 09:33:20.140 \| Real-time Intraday chart data file updates started for ESH6.CME 2026-01-14 09:33:20.140 \| Intraday chart data file opened for ESH6.CME 2026-01-14 09:33:20.140 \| HD Request # 58 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:33:20.140 \| 2026-01-14 09:33:20.140 \| Triggering next historical data download in queue. 2026-01-14 09:33:20.141 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:33:20.146 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:33:20.147 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:20.168 \| HD Request # 59 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:33:20.168 \| HD Request # 59 \| Download start date-time: 2026-01-14 09:32:32.000000. File last date-time: 2026-01-14 09:32:32.945003 2026-01-14 09:33:20.168 \| HD Request # 59 \| Using server: ds28.sierracharts.com port 10150 2026-01-14 09:33:20.168 \| Socket (12) \| Creating socket. 2026-01-14 09:33:20.168 \| Socket (12) \| New receive buffer size: 0 2026-01-14 09:33:20.168 \| Socket (12) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:33:20.206 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:20.206 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:33:20.212 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:20.214 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:33:20.233 \| ESH6.CME [CV][M] 30 Min #17 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:20.235 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:33:20.265 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:20.266 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:33:20.331 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:33:20.434 \| ESH6.CME [CV][M] 30 Sec #5 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:20.435 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:33:20.450 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:33:20.468 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:33:20.571 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:20.573 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:33:20.574 \| ESH6.CME [CV][M] 30 Sec #6 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:33:20.574 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:33:20.586 \| ESH6.CME/MESH6.CME [CV][M] #3 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:33:20.600 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Chart data loading complete. 2026-01-14 09:33:20.660 \| + Loading additional symbol data. 2026-01-14 09:33:20.721 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:33:20.746 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:33:20.759 \| + Loading additional symbol data. 2026-01-14 09:33:20.786 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:20.786 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:33:20.804 \| ESH6.CME [CV][M] 30 Sec #5 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:33:20.806 \| Chart #5 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:20.806 \| Chart #5 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:20.806 \| ESH6.CME [CV][M] 30 Sec #5 \| Chart data loading complete. 2026-01-14 09:33:20.850 \| HD Request # 59 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:20.850 \| HD Request # 59 \| Sending historical data logon request message. 2026-01-14 09:33:20.900 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:33:20.905 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:33:20.908 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:20.932 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Chart data loading complete. 2026-01-14 09:33:21.101 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:33:21.104 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:33:21.301 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:21.301 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:33:21.337 \| Chart #17 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:21.337 \| ESH6.CME [CV][M] 30 Min #17 \| Chart data loading complete. 2026-01-14 09:33:21.467 \| HD Request # 59 \| Requesting Intraday data. Start date-time: 2026-01-14 09:32:32. Record interval: 0. Symbol: RTYH26 2026-01-14 09:33:21.828 \| + Loading additional symbol data. 2026-01-14 09:33:21.854 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:33:21.903 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Chart data loading complete. 2026-01-14 09:33:22.049 \| HD Request # 59 \| Decompressing data. 2026-01-14 09:33:22.098 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:33:22.100 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:33:22.100 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:22.127 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Chart data loading complete. 2026-01-14 09:33:22.127 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:33:22.133 \| HD Request # 59 \| Receiving Intraday data for RTYH6.CME starting at 2026-01-14 09:32:32.095000 2026-01-14 09:33:22.134 \| Socket (12) \| CloseSocket call. 2026-01-14 09:33:22.134 \| Socket (12) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:22.135 \| Socket (12) \| Socket gracefully closed by remote side. 2026-01-14 09:33:22.135 \| Socket (12) \| Closed. 2026-01-14 09:33:22.266 \| Historical data download thread signaled to stop. 2026-01-14 09:33:22.266 \| HD Request # 59 \| Timestamp of first Intraday data file record written: 2026-01-14 09:32:32.982000. 2026-01-14 09:33:22.266 \| HD Request # 59 \| Received 1284 Intraday data records from 2026-01-14 09:32:32.095000 to 2026-01-14 09:33:20.151000 (48.1 seconds. Delay: 2.1 seconds) and wrote 1199 records for RTYH6.CME 2026-01-14 09:33:22.274 \| HD Request # 59 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:33:20.151000 2026-01-14 09:33:22.274 \| HD Request # 59 \| Completion time: 2s. 2026-01-14 09:33:22.274 \| HD Request # 59 \| Intraday data download complete for RTYH6.CME. Unique request ID: 352 2026-01-14 09:33:22.274 \| Removing historical data download ID 352. 2026-01-14 09:33:22.274 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:33:22.274 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:33:22.274 \| HD Request # 59 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:33:22.274 \| 2026-01-14 09:33:22.274 \| No download requests in the queue to start downloads for. 2026-01-14 09:33:22.297 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:33:22.349 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:33:22.353 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:33:22.356 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:33:22.468 \| Opened cached Intraday file: D:\crypto\Data\NQH6.CME.scid. Thread ID: 11112 2026-01-14 09:33:22.468 \| Opened cached Intraday file: D:\crypto\Data\ESH6.CME.scid. Thread ID: 11112 2026-01-14 09:33:22.517 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:33:27.476 \| Opened cached Intraday file: D:\crypto\Data\RTYH6.CME.scid. Thread ID: 11112 2026-01-14 09:33:33.190 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:33:33.190 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:33:33.190 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:33:33.190 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:33:33.235 \| NTP Client \| Received Packet \| RoundTripDelay=0.04599285125732422, SystemClockOffset=0.0006690025329589844 2026-01-14 09:33:33.367 \| NTP Client \| Received Packet \| RoundTripDelay=0.17699861526489258, SystemClockOffset=0.002836465835571289 2026-01-14 09:33:33.415 \| NTP Client \| Received Packet \| RoundTripDelay=0.22597837448120117, SystemClockOffset=-0.020688295364379883 2026-01-14 09:33:33.432 \| NTP Client \| Received Packet \| RoundTripDelay=0.24297046661376953, SystemClockOffset=-0.020647525787353516 2026-01-14 09:33:34.170 \| NTP Client \| Performed system clock adjustment of -9989.261627197266 microseconds. 2026-01-14 09:33:47.378 \| File >> Disconnect selected. 2026-01-14 09:33:47.388 \| Rithmic Direct - DTC \| Waiting for socket receive thread to end 2026-01-14 09:33:47.388 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:33:47.388 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:47.389 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:33:47.389 \| DTC Client socket (1) \| Closed. 2026-01-14 09:33:47.389 \| Denali Data Feed (Market Orders Data) \| Waiting for socket receive thread to end 2026-01-14 09:33:47.389 \| DTC Client socket (4) \| CloseSocket call. 2026-01-14 09:33:47.389 \| DTC Client socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:47.389 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:33:47.389 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:33:47.389 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:33:47.389 \| DTC Client socket (3) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:47.389 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:33:47.389 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:33:47.390 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:33:47.390 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:33:47.390 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:47.390 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:33:47.390 \| DTC Client socket (3) \| Socket gracefully closed by remote side. 2026-01-14 09:33:47.390 \| DTC Client socket (3) \| Closed. 2026-01-14 09:33:47.391 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:33:47.391 \| DTC Client socket (2) \| Closed. 2026-01-14 09:33:47.394 \| DTC Client socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:33:47.394 \| DTC Client socket (4) \| Closed. 2026-01-14 09:33:48.403 \| 2026-01-14 09:33:48.403 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:33:48.403 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:33:48.403 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:33:48.404 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2026-01-14 09:33:48.404 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:33:48.404 \| DTC Client socket (1) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:33:48.409 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:33:48.409 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:33:48.409 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:33:48.409 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:33:50.232 \| Rithmic Direct - DTC \| Received logon response. 2026-01-14 09:33:50.232 \| Rithmic Direct - DTC \| Server Name: . 2026-01-14 09:33:50.232 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:33:50.232 \| Rithmic Direct - DTC \| Successfully connected. 2026-01-14 09:33:50.232 \| Rithmic Direct - DTC \| Trading is supported. 2026-01-14 09:33:50.232 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2026-01-14 09:33:50.232 \| Rithmic Direct - DTC \| OCO Orders supported. 2026-01-14 09:33:50.232 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2026-01-14 09:33:50.232 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2026-01-14 09:33:50.232 \| Rithmic Direct - DTC \| Connection to server complete. 2026-01-14 09:33:50.233 \| No download requests in the queue to start downloads for. 2026-01-14 09:33:50.234 \| Using Bid/Ask average for last trade price for VOLX 2026-01-14 09:33:50.235 \| Using symbol data fast lookup vector 2026-01-14 09:33:50.235 \| SC Data with Depth \| Starting real-time market data updates for: VOLX. ID: 1 Service code: fxcm 2026-01-14 09:33:50.235 \| SC Data with Depth \| Connecting to the server ds12.sierracharts.com. Port 10048 2026-01-14 09:33:50.235 \| SC Data with Depth \| Requesting security definition data for: VOLX. ID: 1 2026-01-14 09:33:50.235 \| Added historical Intraday data request for VOLX to the queue. 2026-01-14 09:33:50.235 \| Intraday data recording state for symbol VOLX is set to download 'Pending'. 2026-01-14 09:33:50.235 \| Triggering next historical data download in queue. 2026-01-14 09:33:50.235 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Started historical data download for additional symbol VOLX. Download ID: 355 2026-01-14 09:33:50.235 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:33:50.235 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:33:50.235 \| DTC Client socket (2) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:33:50.238 \| SC Data with Depth \| Starting real-time market data updates for: TICK-NYSE. ID: 2 Service code: statscalc 2026-01-14 09:33:50.238 \| SC Data with Depth \| Requesting security definition data for: TICK-NYSE. ID: 2 2026-01-14 09:33:50.238 \| Added historical Intraday data request for TICK-NYSE to the queue. 2026-01-14 09:33:50.238 \| Intraday data recording state for symbol TICK-NYSE is set to download 'Pending'. 2026-01-14 09:33:50.238 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TICK-NYSE. Download ID: 356 2026-01-14 09:33:50.238 \| SC Data with Depth \| Starting real-time market data updates for: NISS-NYSE. ID: 3 Service code: statscalc 2026-01-14 09:33:50.238 \| SC Data with Depth \| Requesting security definition data for: NISS-NYSE. ID: 3 2026-01-14 09:33:50.238 \| Added historical Intraday data request for NISS-NYSE to the queue. 2026-01-14 09:33:50.238 \| Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. 2026-01-14 09:33:50.238 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol NISS-NYSE. Download ID: 357 2026-01-14 09:33:50.238 \| SC Data with Depth \| Starting real-time market data updates for: TRIN-NYSE. ID: 4 Service code: statscalc 2026-01-14 09:33:50.238 \| SC Data with Depth \| Requesting security definition data for: TRIN-NYSE. ID: 4 2026-01-14 09:33:50.238 \| Added historical Intraday data request for TRIN-NYSE to the queue. 2026-01-14 09:33:50.238 \| Intraday data recording state for symbol TRIN-NYSE is set to download 'Pending'. 2026-01-14 09:33:50.238 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TRIN-NYSE. Download ID: 358 2026-01-14 09:33:50.241 \| Delaying start of download for VOLX. 2026-01-14 09:33:50.241 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:33:50.241 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:33:50.241 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:33:50.243 \| Mapping NQH6.CME to NQH26. Service code: cme 2026-01-14 09:33:50.243 \| Denali Data Feed \| Starting real-time market data updates for: NQH6.CME (NQH26). ID: 5 Service code: cme 2026-01-14 09:33:50.243 \| Denali Data Feed \| Connecting to the server ds27.sierracharts.com. Port 10048 2026-01-14 09:33:50.243 \| Denali Data Feed \| Requesting security definition data for: NQH6.CME (NQH26). ID: 5 2026-01-14 09:33:50.243 \| Mapping MNQH6.CME to MNQH26. Service code: cme 2026-01-14 09:33:50.243 \| Denali Data Feed \| Starting real-time market data updates for: MNQH6.CME (MNQH26). ID: 6 Service code: cme 2026-01-14 09:33:50.243 \| Denali Data Feed \| Requesting security definition data for: MNQH6.CME (MNQH26). ID: 6 2026-01-14 09:33:50.243 \| Added historical Intraday data request for NQH6.CME to the queue. 2026-01-14 09:33:50.243 \| Intraday data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:33:50.243 \| Triggering next historical data download in queue. 2026-01-14 09:33:50.254 \| Mapping ESH6.CME to ESH26. Service code: cme 2026-01-14 09:33:50.254 \| Denali Data Feed \| Starting real-time market data updates for: ESH6.CME (ESH26). ID: 7 Service code: cme 2026-01-14 09:33:50.254 \| Denali Data Feed \| Requesting security definition data for: ESH6.CME (ESH26). ID: 7 2026-01-14 09:33:50.254 \| Mapping MESH6.CME to MESH26. Service code: cme 2026-01-14 09:33:50.254 \| Denali Data Feed \| Starting real-time market data updates for: MESH6.CME (MESH26). ID: 8 Service code: cme 2026-01-14 09:33:50.254 \| Denali Data Feed \| Requesting security definition data for: MESH6.CME (MESH26). ID: 8 2026-01-14 09:33:50.254 \| Added historical Intraday data request for ESH6.CME to the queue. 2026-01-14 09:33:50.254 \| Intraday data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:33:50.260 \| DTC Client socket (3) \| Creating socket. 2026-01-14 09:33:50.260 \| DTC Client socket (3) \| New receive buffer size: 0 2026-01-14 09:33:50.260 \| DTC Client socket (3) \| Connecting to IP: 216.200.108.154. 2026-01-14 09:33:50.290 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:33:50.290 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:33:50.290 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:33:50.557 \| Mapping RTYH6.CME to RTYH26. Service code: cme 2026-01-14 09:33:50.557 \| Denali Data Feed \| Starting real-time market data updates for: RTYH6.CME (RTYH26). ID: 9 Service code: cme 2026-01-14 09:33:50.557 \| Denali Data Feed \| Requesting security definition data for: RTYH6.CME (RTYH26). ID: 9 2026-01-14 09:33:50.557 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:33:50.557 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:33:50.557 \| Triggering next historical data download in queue. 2026-01-14 09:33:50.931 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:50.931 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:33:50.931 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:50.931 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:33:51.599 \| SC Data with Depth \| Received logon response. 2026-01-14 09:33:51.599 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:33:51.599 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:33:51.599 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:33:51.599 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:33:51.599 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:33:51.599 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:33:51.599 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:33:51.599 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:33:51.599 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:33:52.102 \| Denali Data Feed \| Received logon response. 2026-01-14 09:33:52.102 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:33:52.102 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:33:52.102 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:33:52.102 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:33:52.102 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:33:52.102 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26 2026-01-14 09:33:52.102 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:33:52.102 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:33:52.102 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26 2026-01-14 09:33:52.102 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:33:52.263 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:33:52.263 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:33:52.263 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:33:52.263 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:33:52.263 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:33:52.263 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:33:52.263 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:33:52.263 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:33:52.719 \| Added historical Market Depth data request for ESH6.CME to the queue. 2026-01-14 09:33:52.719 \| Market depth data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:33:52.719 \| Triggering next historical data download in queue. 2026-01-14 09:33:52.719 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.721 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:33:52.721 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:33:52.721 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:33:52.721 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:33:52.721 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:33:52.721 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:33:52.721 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:33:52.721 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:33:52.721 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:33:52.721 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:33:52.721 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.721 \| Added historical Market Depth data request for NQH6.CME to the queue. 2026-01-14 09:33:52.721 \| Market depth data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:33:52.721 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.722 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.723 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:33:52.724 \| HD Request # 60 \| Downloading Market Depth data for ESH6.CME. Service: cme.marketdepth. 2026-01-14 09:33:52.724 \| HD Request # 60 \| Download start date-time: 2026-01-14 09:33:47.389097. 2026-01-14 09:33:52.724 \| HD Request # 60 \| Using server: ds32.sierracharts.com port 10150 2026-01-14 09:33:52.724 \| Socket (4) \| Creating socket. 2026-01-14 09:33:52.724 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:33:52.724 \| Socket (4) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:33:53.697 \| HD Request # 60 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:53.697 \| HD Request # 60 \| Sending historical data logon request message. 2026-01-14 09:33:54.136 \| HD Request # 60 \| Requesting market depth data. Start date-time: 2026-01-14 09:33:47. Symbol: ESH26 2026-01-14 09:33:54.450 \| HD Request # 60 \| Decompressing data. 2026-01-14 09:33:54.451 \| HD Request # 60 \| Receiving market depth data for ESH6.CME starting at 2026-01-14 09:33:47.390000 2026-01-14 09:33:54.970 \| Socket (4) \| CloseSocket call. 2026-01-14 09:33:54.970 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:54.971 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:33:54.971 \| Socket (4) \| Closed. 2026-01-14 09:33:54.971 \| Historical data download thread signaled to stop. 2026-01-14 09:33:54.971 \| HD Request # 60 \| Timestamp of first market depth data file record written: 2026-01-14 09:33:47.390000. 2026-01-14 09:33:54.971 \| HD Request # 60 \| Received 5084 Market Depth data records from 2026-01-14 09:33:47.390000 to 2026-01-14 09:33:52.838000 (5.4 seconds. Delay: 2.1 seconds) and wrote 5084 records for ESH6.CME 2026-01-14 09:33:54.971 \| HD Request # 60 \| Completion time: 2s. 2026-01-14 09:33:54.971 \| HD Request # 60 \| Market Depth data download complete for ESH6.CME. Unique request ID: 362 2026-01-14 09:33:54.971 \| Removing historical data download ID 362. 2026-01-14 09:33:54.971 \| Real-time market depth file updates started for ESH6.CME 2026-01-14 09:33:54.979 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:33:54.979 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:54.979 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:54.979 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:54.979 \| ESH6.CME [CV][M] 30 Sec #6 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:54.979 \| ESH6.CME [CV][M] 30 Sec #5 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:54.979 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:54.979 \| ESH6.CME [CV][M] 30 Min #17 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:33:54.979 \| 2026-01-14 09:33:54.979 \| Triggering next historical data download in queue. 2026-01-14 09:33:54.979 \| HD Request # 61 \| Downloading Market Depth data for NQH6.CME. Service: cme.marketdepth. 2026-01-14 09:33:54.979 \| HD Request # 61 \| Download start date-time: 2026-01-14 09:33:47.388835. 2026-01-14 09:33:54.979 \| HD Request # 61 \| Using server: ds26.sierracharts.com port 10149 2026-01-14 09:33:54.979 \| Socket (4) \| Creating socket. 2026-01-14 09:33:54.979 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:33:54.979 \| Socket (4) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:33:55.004 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:33:55.007 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Waiting for historical downloads to complete with the IDs: 360, 2026-01-14 09:33:55.048 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:33:55.084 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:33:55.087 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Waiting for historical downloads to complete with the IDs: 360, 2026-01-14 09:33:55.090 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:33:55.101 \| ESH6.CME [CV][M] 30 Min #17 \| Waiting for historical downloads to complete with the IDs: 360, 2026-01-14 09:33:55.128 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:33:55.131 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Waiting for historical downloads to complete with the IDs: 360, 2026-01-14 09:33:55.136 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:33:55.146 \| ESH6.CME [CV][M] 30 Sec #6 \| Waiting for historical downloads to complete with the IDs: 360, 2026-01-14 09:33:55.147 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:33:55.150 \| ESH6.CME [CV][M] 30 Sec #5 \| Waiting for historical downloads to complete with the IDs: 360, 2026-01-14 09:33:55.227 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:33:55.238 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Waiting for historical downloads to complete with the IDs: 360, 2026-01-14 09:33:55.240 \| Requesting market depth updates for: ESH6.CME if supported. NumLevels=120 2026-01-14 09:33:55.240 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds27.sierracharts.com. Port 10060 2026-01-14 09:33:55.240 \| Requesting market depth updates for: NQH6.CME if supported. NumLevels=120 2026-01-14 09:33:55.240 \| DTC Client socket (9) \| Creating socket. 2026-01-14 09:33:55.240 \| DTC Client socket (9) \| New receive buffer size: 0 2026-01-14 09:33:55.240 \| DTC Client socket (9) \| Connecting to IP: 216.200.108.154. 2026-01-14 09:33:55.244 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:33:55.244 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:33:55.244 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:33:57.721 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:33:57.721 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:33:57.725 \| HD Request # 62 \| Downloading Intraday chart data for VOLX to the file VOLX.scid. Service: fxcm 2026-01-14 09:33:57.725 \| HD Request # 62 \| Download start date-time: 2026-01-14 09:33:46.000000. File last date-time: 2026-01-14 09:33:46.300000 2026-01-14 09:33:57.725 \| HD Request # 62 \| Using server: ds12.sierracharts.com port 10149 2026-01-14 09:33:57.725 \| Socket (10) \| Creating socket. 2026-01-14 09:33:57.725 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:33:57.725 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:33:58.475 \| HD Request # 62 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:58.476 \| HD Request # 62 \| Sending historical data logon request message. 2026-01-14 09:33:58.857 \| HD Request # 62 \| Requesting Intraday data. Start date-time: 2026-01-14 09:33:46. Record interval: 0. Symbol: VOLX 2026-01-14 09:33:59.214 \| HD Request # 61 \| Setting DTC encoding to Binary VLS 2026-01-14 09:33:59.214 \| HD Request # 61 \| Sending historical data logon request message. 2026-01-14 09:33:59.221 \| HD Request # 62 \| Decompressing data. 2026-01-14 09:33:59.495 \| HD Request # 62 \| Receiving Intraday data for VOLX starting at 2026-01-14 09:33:46.300000 2026-01-14 09:33:59.495 \| Socket (10) \| CloseSocket call. 2026-01-14 09:33:59.495 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:33:59.496 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:33:59.496 \| Socket (10) \| Closed. 2026-01-14 09:33:59.496 \| Historical data download thread signaled to stop. 2026-01-14 09:33:59.496 \| HD Request # 62 \| Timestamp of first Intraday data file record written: 2026-01-14 09:33:47.122000. 2026-01-14 09:33:59.497 \| HD Request # 62 \| Received 16 Intraday data records from 2026-01-14 09:33:46.300000 to 2026-01-14 09:33:56.301000 (10.0 seconds. Delay: 3.2 seconds) and wrote 15 records for VOLX 2026-01-14 09:33:59.505 \| HD Request # 62 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:33:56.301000 2026-01-14 09:33:59.505 \| Added 2 Time and Sales records to Intraday data file for VOLX after download. 2026-01-14 09:33:59.505 \| HD Request # 62 \| Completion time: 2s. 2026-01-14 09:33:59.505 \| HD Request # 62 \| Intraday data download complete for VOLX. Unique request ID: 355 2026-01-14 09:33:59.505 \| Removing historical data download ID 355. 2026-01-14 09:33:59.505 \| Real-time Intraday chart data file updates started for VOLX 2026-01-14 09:33:59.505 \| Intraday chart data file opened for VOLX 2026-01-14 09:33:59.505 \| HD Request # 62 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:33:59.505 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Historical data download for additional symbol VOLX with ID 355 has completed. 2026-01-14 09:33:59.505 \| 2026-01-14 09:33:59.505 \| Triggering next historical data download in queue. 2026-01-14 09:33:59.505 \| HD Request # 63 \| Downloading Intraday chart data for TICK-NYSE to the file TICK-NYSE.scid. Service: statscalc 2026-01-14 09:33:59.505 \| HD Request # 63 \| Download start date-time: 2026-01-14 09:33:46.000000. File last date-time: 2026-01-14 09:33:46.964001 2026-01-14 09:33:59.505 \| HD Request # 63 \| Using server: ds4.sierracharts.com port 10150 2026-01-14 09:33:59.505 \| Socket (10) \| Creating socket. 2026-01-14 09:33:59.505 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:33:59.505 \| Socket (10) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:34:00.309 \| HD Request # 61 \| Requesting market depth data. Start date-time: 2026-01-14 09:33:47. Symbol: NQH26 2026-01-14 09:34:00.388 \| HD Request # 63 \| Setting DTC encoding to Binary VLS 2026-01-14 09:34:00.388 \| HD Request # 63 \| Sending historical data logon request message. 2026-01-14 09:34:01.113 \| HD Request # 63 \| Requesting Intraday data. Start date-time: 2026-01-14 09:33:46. Record interval: 0. Symbol: TICK-NYSE 2026-01-14 09:34:01.113 \| HD Request # 61 \| Decompressing data. 2026-01-14 09:34:01.114 \| HD Request # 61 \| Receiving market depth data for NQH6.CME starting at 2026-01-14 09:33:47.391000 2026-01-14 09:34:01.227 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:34:01.227 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:34:01.504 \| HD Request # 63 \| Decompressing data. 2026-01-14 09:34:01.848 \| HD Request # 63 \| Receiving Intraday data for TICK-NYSE starting at 2026-01-14 09:33:46.000000 2026-01-14 09:34:01.848 \| Socket (10) \| CloseSocket call. 2026-01-14 09:34:01.848 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:34:01.849 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:34:01.849 \| Historical data download thread signaled to stop. 2026-01-14 09:34:01.849 \| Socket (10) \| Closed. 2026-01-14 09:34:01.849 \| HD Request # 63 \| Timestamp of first Intraday data file record written: 2026-01-14 09:33:47.000000. 2026-01-14 09:34:01.849 \| HD Request # 63 \| Received 16 Intraday data records from 2026-01-14 09:33:46.000000 to 2026-01-14 09:34:01.000000 (15.0 seconds. Delay: 0.8 seconds) and wrote 15 records for TICK-NYSE 2026-01-14 09:34:01.856 \| HD Request # 63 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:34:01.000000 2026-01-14 09:34:01.856 \| Added 3 Time and Sales records to Intraday data file for TICK-NYSE after download. 2026-01-14 09:34:01.856 \| HD Request # 63 \| Completion time: 2s. 2026-01-14 09:34:01.856 \| HD Request # 63 \| Intraday data download complete for TICK-NYSE. Unique request ID: 356 2026-01-14 09:34:01.856 \| Removing historical data download ID 356. 2026-01-14 09:34:01.856 \| Real-time Intraday chart data file updates started for TICK-NYSE 2026-01-14 09:34:01.856 \| Intraday chart data file opened for TICK-NYSE 2026-01-14 09:34:01.856 \| HD Request # 63 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:34:01.856 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TICK-NYSE with ID 356 has completed. 2026-01-14 09:34:01.856 \| 2026-01-14 09:34:01.856 \| Triggering next historical data download in queue. 2026-01-14 09:34:01.856 \| HD Request # 64 \| Downloading Intraday chart data for NISS-NYSE to the file NISS-NYSE.scid. Service: statscalc 2026-01-14 09:34:01.857 \| HD Request # 64 \| Download start date-time: 2026-01-14 09:33:46.000000. File last date-time: 2026-01-14 09:33:46.714001 2026-01-14 09:34:01.857 \| HD Request # 64 \| Using server: ds12.sierracharts.com port 10149 2026-01-14 09:34:01.857 \| Socket (10) \| Creating socket. 2026-01-14 09:34:01.857 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:34:01.857 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:34:02.019 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:34:02.019 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:34:02.019 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:34:02.019 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:34:02.019 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:34:02.019 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:34:02.019 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:34:02.019 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:34:02.019 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:34:02.019 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:34:02.509 \| Opened cached Intraday file: D:\crypto\Data\VOLX.scid. Thread ID: 11112 2026-01-14 09:34:02.510 \| Opened cached Intraday file: D:\crypto\Data\TICK-NYSE.scid. Thread ID: 11112 2026-01-14 09:34:02.736 \| HD Request # 64 \| Setting DTC encoding to Binary VLS 2026-01-14 09:34:02.736 \| HD Request # 64 \| Sending historical data logon request message. 2026-01-14 09:34:02.777 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: ESH6.CME. Market orders request not authorized. 2026-01-14 09:34:02.777 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQH6.CME. Market orders request not authorized. 2026-01-14 09:34:03.150 \| HD Request # 64 \| Requesting Intraday data. Start date-time: 2026-01-14 09:33:46. Record interval: 0. Symbol: NISS-NYSE 2026-01-14 09:34:03.180 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:34:03.180 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:34:03.180 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:34:03.180 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:34:03.223 \| NTP Client \| Received Packet \| RoundTripDelay=0.04397439956665039, SystemClockOffset=0.006919145584106445 2026-01-14 09:34:03.359 \| NTP Client \| Received Packet \| RoundTripDelay=0.17999839782714844, SystemClockOffset=0.0065975189208984375 2026-01-14 09:34:03.381 \| NTP Client \| Received Packet \| RoundTripDelay=0.2009596824645996, SystemClockOffset=0.005636453628540039 2026-01-14 09:34:03.410 \| NTP Client \| Received Packet \| RoundTripDelay=0.23097658157348633, SystemClockOffset=-0.018173933029174805 2026-01-14 09:34:03.511 \| HD Request # 64 \| Decompressing data. 2026-01-14 09:34:03.834 \| HD Request # 64 \| Receiving Intraday data for NISS-NYSE starting at 2026-01-14 09:33:46.000000 2026-01-14 09:34:03.834 \| Socket (10) \| CloseSocket call. 2026-01-14 09:34:03.834 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:34:03.835 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:34:03.835 \| Socket (10) \| Closed. 2026-01-14 09:34:03.850 \| Historical data download thread signaled to stop. 2026-01-14 09:34:03.850 \| HD Request # 64 \| Timestamp of first Intraday data file record written: 2026-01-14 09:33:47.000000. 2026-01-14 09:34:03.851 \| HD Request # 64 \| Received 16 Intraday data records from 2026-01-14 09:33:46.000000 to 2026-01-14 09:34:01.000000 (15.0 seconds. Delay: 2.9 seconds) and wrote 15 records for NISS-NYSE 2026-01-14 09:34:03.857 \| HD Request # 64 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:34:01.000000 2026-01-14 09:34:03.857 \| Added 20 Time and Sales records to Intraday data file for NISS-NYSE after download. 2026-01-14 09:34:03.857 \| HD Request # 64 \| Completion time: 2s. 2026-01-14 09:34:03.857 \| HD Request # 64 \| Intraday data download complete for NISS-NYSE. Unique request ID: 357 2026-01-14 09:34:03.857 \| Removing historical data download ID 357. 2026-01-14 09:34:03.857 \| Real-time Intraday chart data file updates started for NISS-NYSE 2026-01-14 09:34:03.857 \| Intraday chart data file opened for NISS-NYSE 2026-01-14 09:34:03.857 \| HD Request # 64 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:34:03.857 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol NISS-NYSE with ID 357 has completed. 2026-01-14 09:34:03.857 \| 2026-01-14 09:34:03.857 \| Triggering next historical data download in queue. 2026-01-14 09:34:03.857 \| HD Request # 65 \| Downloading Intraday chart data for TRIN-NYSE to the file TRIN-NYSE.scid. Service: statscalc 2026-01-14 09:34:03.858 \| HD Request # 65 \| Download start date-time: 2026-01-14 09:33:46.000000. File last date-time: 2026-01-14 09:33:46.714002 2026-01-14 09:34:03.858 \| HD Request # 65 \| Using server: ds4.sierracharts.com port 10150 2026-01-14 09:34:03.858 \| Socket (10) \| Creating socket. 2026-01-14 09:34:03.858 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:34:03.858 \| Socket (10) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:34:04.180 \| NTP Client \| Performed system clock adjustment of 6116.986274719238 microseconds. 2026-01-14 09:34:07.530 \| Opened cached Intraday file: D:\crypto\Data\NISS-NYSE.scid. Thread ID: 11112 2026-01-14 09:34:08.400 \| HTTPS connection ID:9 to downloads.rithmic.com:443 for request ID:9 (11) \| Creating socket. Using TLS 1.2. 2026-01-14 09:34:08.401 \| HTTPS connection ID:9 to downloads.rithmic.com:443 for request ID:9 (11) \| New receive buffer size: 0 2026-01-14 09:34:08.401 \| HTTPS connection ID:9 to downloads.rithmic.com:443 for request ID:9 (11) \| Connecting to IP: 216.66.0.130. 2026-01-14 09:34:10.902 \| HD Request # 65 \| Setting DTC encoding to Binary VLS 2026-01-14 09:34:10.902 \| HD Request # 65 \| Sending historical data logon request message. 2026-01-14 09:34:11.339 \| HD Request # 65 \| Requesting Intraday data. Start date-time: 2026-01-14 09:33:46. Record interval: 0. Symbol: TRIN-NYSE 2026-01-14 09:34:12.091 \| HD Request # 65 \| Decompressing data. 2026-01-14 09:34:12.094 \| HD Request # 65 \| Receiving Intraday data for TRIN-NYSE starting at 2026-01-14 09:33:46.000000 2026-01-14 09:34:12.094 \| Socket (10) \| CloseSocket call. 2026-01-14 09:34:12.094 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:34:12.094 \| Historical data download thread signaled to stop. 2026-01-14 09:34:12.094 \| HD Request # 65 \| Timestamp of first Intraday data file record written: 2026-01-14 09:33:47.000000. 2026-01-14 09:34:12.094 \| HD Request # 65 \| Received 26 Intraday data records from 2026-01-14 09:33:46.000000 to 2026-01-14 09:34:11.000000 (25.0 seconds. Delay: 1.1 seconds) and wrote 25 records for TRIN-NYSE 2026-01-14 09:34:12.094 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:34:12.094 \| Socket (10) \| Closed. 2026-01-14 09:34:12.101 \| HD Request # 65 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:34:11.000000 2026-01-14 09:34:12.101 \| Added 8 Time and Sales records to Intraday data file for TRIN-NYSE after download. 2026-01-14 09:34:12.101 \| HD Request # 65 \| Completion time: 9s. 2026-01-14 09:34:12.101 \| HD Request # 65 \| Intraday data download complete for TRIN-NYSE. Unique request ID: 358 2026-01-14 09:34:12.101 \| Removing historical data download ID 358. 2026-01-14 09:34:12.101 \| Real-time Intraday chart data file updates started for TRIN-NYSE 2026-01-14 09:34:12.101 \| Intraday chart data file opened for TRIN-NYSE 2026-01-14 09:34:12.101 \| HD Request # 65 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:34:12.101 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TRIN-NYSE with ID 358 has completed. 2026-01-14 09:34:12.101 \| 2026-01-14 09:34:12.101 \| Triggering next historical data download in queue. 2026-01-14 09:34:12.102 \| HD Request # 66 \| Downloading Intraday chart data for NQH6.CME to the file NQH6.CME.scid. Service: cme 2026-01-14 09:34:12.102 \| HD Request # 66 \| Download start date-time: 2026-01-14 09:33:06.000000. File last date-time: 2026-01-14 09:33:06.875000 2026-01-14 09:34:12.102 \| HD Request # 66 \| Using server: ds28.sierracharts.com port 10149 2026-01-14 09:34:12.102 \| Socket (10) \| Creating socket. 2026-01-14 09:34:12.102 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:34:12.102 \| Socket (10) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:34:12.281 \| Socket (4) \| CloseSocket call. 2026-01-14 09:34:12.281 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:34:12.281 \| Historical data download thread signaled to stop. 2026-01-14 09:34:12.282 \| HD Request # 61 \| Timestamp of first market depth data file record written: 2026-01-14 09:33:47.391000. 2026-01-14 09:34:12.282 \| HD Request # 61 \| Received 20468 Market Depth data records from 2026-01-14 09:33:47.391000 to 2026-01-14 09:33:58.292000 (10.9 seconds. Delay: 14.0 seconds) and wrote 20468 records for NQH6.CME 2026-01-14 09:34:12.282 \| HD Request # 61 \| Completion time: 18s. 2026-01-14 09:34:12.282 \| HD Request # 61 \| Market Depth data download complete for NQH6.CME. Unique request ID: 460 2026-01-14 09:34:12.282 \| Removing historical data download ID 460. 2026-01-14 09:34:12.282 \| Real-time market depth file updates started for NQH6.CME 2026-01-14 09:34:12.282 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:34:12.282 \| Socket (4) \| Closed. 2026-01-14 09:34:12.289 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:34:12.289 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:34:12.289 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:34:12.289 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:34:12.289 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:34:12.289 \| NQH6.CME [CV][M] 30 Sec #14 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:34:12.289 \| NQH6.CME [CV][M] 30 Sec #12 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:34:12.289 \| NQH6.CME [CV][M] 30 Min #18 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:34:12.289 \| 2026-01-14 09:34:12.289 \| No download requests in the queue to start downloads for. 2026-01-14 09:34:12.339 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:34:12.349 \| NQH6.CME [CV][M] 30 Min #18 \| Waiting for historical downloads to complete with the IDs: 359, 2026-01-14 09:34:12.351 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:34:12.354 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Waiting for historical downloads to complete with the IDs: 359, 2026-01-14 09:34:12.357 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:34:12.369 \| NQH6.CME [CV][M] 30 Sec #14 \| Waiting for historical downloads to complete with the IDs: 359, 2026-01-14 09:34:12.403 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:34:12.406 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Waiting for historical downloads to complete with the IDs: 359, 2026-01-14 09:34:12.412 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:34:12.415 \| NQH6.CME [CV][M] 30 Sec #12 \| Waiting for historical downloads to complete with the IDs: 359, 2026-01-14 09:34:12.533 \| Opened cached Intraday file: D:\crypto\Data\TRIN-NYSE.scid. Thread ID: 11112 2026-01-14 09:34:12.673 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:34:12.683 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Waiting for historical downloads to complete with the IDs: 359, 2026-01-14 09:34:12.688 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:34:12.699 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Waiting for historical downloads to complete with the IDs: 359, 2026-01-14 09:34:12.748 \| HD Request # 66 \| Setting DTC encoding to Binary VLS 2026-01-14 09:34:12.748 \| HD Request # 66 \| Sending historical data logon request message. 2026-01-14 09:34:13.058 \| HD Request # 66 \| Requesting Intraday data. Start date-time: 2026-01-14 09:33:06. Record interval: 0. Symbol: NQH26 2026-01-14 09:34:13.184 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:34:13.424 \| HD Request # 66 \| Decompressing data. 2026-01-14 09:34:13.445 \| HD Request # 66 \| Receiving Intraday data for NQH6.CME starting at 2026-01-14 09:33:06.054000 2026-01-14 09:34:13.958 \| Socket (10) \| CloseSocket call. 2026-01-14 09:34:13.958 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:34:13.958 \| Historical data download thread signaled to stop. 2026-01-14 09:34:13.959 \| HD Request # 66 \| Timestamp of first Intraday data file record written: 2026-01-14 09:33:06.954000. 2026-01-14 09:34:13.959 \| HD Request # 66 \| Received 5850 Intraday data records from 2026-01-14 09:33:06.054000 to 2026-01-14 09:34:12.674000 (66.6 seconds. Delay: 1.3 seconds) and wrote 5808 records for NQH6.CME 2026-01-14 09:34:13.959 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:34:13.959 \| Socket (10) \| Closed. 2026-01-14 09:34:13.966 \| HD Request # 66 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:34:12.674000 2026-01-14 09:34:13.966 \| HD Request # 66 \| Completion time: 1s. 2026-01-14 09:34:13.966 \| HD Request # 66 \| Intraday data download complete for NQH6.CME. Unique request ID: 359 2026-01-14 09:34:13.966 \| Removing historical data download ID 359. 2026-01-14 09:34:13.966 \| Real-time Intraday chart data file updates started for NQH6.CME 2026-01-14 09:34:13.966 \| Intraday chart data file opened for NQH6.CME 2026-01-14 09:34:13.966 \| HD Request # 66 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:34:13.966 \| 2026-01-14 09:34:13.967 \| Triggering next historical data download in queue. 2026-01-14 09:34:13.967 \| HD Request # 67 \| Downloading Intraday chart data for ESH6.CME to the file ESH6.CME.scid. Service: cme 2026-01-14 09:34:13.967 \| HD Request # 67 \| Download start date-time: 2026-01-14 09:33:06.000000. File last date-time: 2026-01-14 09:33:06.906000 2026-01-14 09:34:13.967 \| HD Request # 67 \| Using server: ds32.sierracharts.com port 10150 2026-01-14 09:34:13.967 \| Socket (4) \| Creating socket. 2026-01-14 09:34:13.967 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:34:13.967 \| Socket (4) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:34:13.983 \| NQH6.CME [CV][M] 30 Min #18 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:13.983 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:34:13.987 \| NQH6.CME [CV][M] 30 Sec #12 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:13.988 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:34:13.999 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:14.002 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:34:14.042 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:14.043 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:34:14.117 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:14.117 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:14.117 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:34:14.165 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:14.165 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:34:14.180 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:14.181 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:34:14.196 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:34:14.214 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:34:14.227 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:34:14.236 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Chart data loading complete. 2026-01-14 09:34:14.244 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:34:14.306 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:34:14.352 \| NQH6.CME [CV][M] 30 Sec #14 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:14.355 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:34:14.398 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:34:14.437 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:34:14.488 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:14.488 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:34:14.490 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:14.490 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:14.490 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:34:14.523 \| NQH6.CME [CV][M] 30 Min #18 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:34:14.524 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:14.524 \| NQH6.CME [CV][M] 30 Min #18 \| Chart data loading complete. 2026-01-14 09:34:14.532 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:34:14.536 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:34:14.538 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:14.560 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Chart data loading complete. 2026-01-14 09:34:14.596 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:14.628 \| HD Request # 67 \| Setting DTC encoding to Binary VLS 2026-01-14 09:34:14.628 \| HD Request # 67 \| Sending historical data logon request message. 2026-01-14 09:34:14.660 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:34:14.676 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:34:14.694 \| Rithmic Direct - DTC \| Wrote file: D:\crypto\RithmicConnections.json. Size: 110576 2026-01-14 09:34:14.695 \| Rithmic Direct - DTC \| Processed connection points. Count: 474 2026-01-14 09:34:14.873 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:34:14.901 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:34:14.938 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:34:14.973 \| HTTPS connection ID:9 to downloads.rithmic.com:443 for request ID:9 (11) \| CloseSocket call. 2026-01-14 09:34:14.973 \| HTTPS connection ID:9 to downloads.rithmic.com:443 for request ID:9 (11) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:34:14.974 \| HTTPS connection ID:9 to downloads.rithmic.com:443 for request ID:9 (11) \| Socket gracefully closed by remote side. 2026-01-14 09:34:14.974 \| HTTPS connection ID:9 to downloads.rithmic.com:443 for request ID:9 (11) \| Closed. 2026-01-14 09:34:14.979 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:14.979 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:34:15.116 \| HD Request # 67 \| Requesting Intraday data. Start date-time: 2026-01-14 09:33:06. Record interval: 0. Symbol: ESH26 2026-01-14 09:34:15.267 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:34:15.270 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:34:15.270 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:15.299 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Chart data loading complete. 2026-01-14 09:34:15.299 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:34:15.303 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:34:15.328 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:15.356 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:34:15.446 \| HD Request # 67 \| Decompressing data. 2026-01-14 09:34:15.452 \| HD Request # 67 \| Receiving Intraday data for ESH6.CME starting at 2026-01-14 09:33:06.019000 2026-01-14 09:34:15.661 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:34:15.667 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:15.849 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:34:15.945 \| Socket (4) \| CloseSocket call. 2026-01-14 09:34:15.945 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:34:15.945 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:34:15.945 \| Socket (4) \| Closed. 2026-01-14 09:34:15.972 \| Historical data download thread signaled to stop. 2026-01-14 09:34:15.973 \| HD Request # 67 \| Timestamp of first Intraday data file record written: 2026-01-14 09:33:06.985000. 2026-01-14 09:34:15.973 \| HD Request # 67 \| Received 7692 Intraday data records from 2026-01-14 09:33:06.019000 to 2026-01-14 09:34:14.716002 (68.7 seconds. Delay: 1.3 seconds) and wrote 7560 records for ESH6.CME 2026-01-14 09:34:15.983 \| HD Request # 67 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:34:14.716002 2026-01-14 09:34:15.983 \| HD Request # 67 \| Completion time: 2s. 2026-01-14 09:34:15.983 \| HD Request # 67 \| Intraday data download complete for ESH6.CME. Unique request ID: 360 2026-01-14 09:34:15.983 \| Removing historical data download ID 360. 2026-01-14 09:34:15.983 \| Real-time Intraday chart data file updates started for ESH6.CME 2026-01-14 09:34:15.983 \| Intraday chart data file opened for ESH6.CME 2026-01-14 09:34:15.983 \| HD Request # 67 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:34:15.983 \| 2026-01-14 09:34:15.983 \| Triggering next historical data download in queue. 2026-01-14 09:34:15.983 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:15.984 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:34:16.025 \| HD Request # 68 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:34:16.025 \| HD Request # 68 \| Download start date-time: 2026-01-14 09:33:06.000000. File last date-time: 2026-01-14 09:33:06.638000 2026-01-14 09:34:16.025 \| HD Request # 68 \| Using server: ds26.sierracharts.com port 10149 2026-01-14 09:34:16.025 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:16.025 \| Socket (4) \| Creating socket. 2026-01-14 09:34:16.025 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:34:16.025 \| Socket (4) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:34:16.028 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:34:16.029 \| ESH6.CME [CV][M] 30 Min #17 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:16.029 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:34:16.100 \| ESH6.CME [CV][M] 30 Sec #5 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:16.100 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:34:16.115 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:16.119 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:34:16.130 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:34:16.161 \| ESH6.CME [CV][M] 30 Sec #6 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:16.162 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:34:16.238 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:34:16.243 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:34:16.251 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:34:16.366 \| + Loading additional symbol data. 2026-01-14 09:34:16.371 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:16.371 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:34:16.378 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:34:16.409 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:34:16.419 \| + Loading additional symbol data. 2026-01-14 09:34:16.471 \| ESH6.CME/MESH6.CME [CV][M] #3 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:34:16.503 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Chart data loading complete. 2026-01-14 09:34:16.585 \| ESH6.CME [CV][M] 30 Sec #5 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:34:16.591 \| Chart #5 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:16.591 \| Chart #5 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:16.591 \| ESH6.CME [CV][M] 30 Sec #5 \| Chart data loading complete. 2026-01-14 09:34:16.615 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:34:16.733 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:34:16.768 \| HD Request # 68 \| Setting DTC encoding to Binary VLS 2026-01-14 09:34:16.768 \| HD Request # 68 \| Sending historical data logon request message. 2026-01-14 09:34:16.786 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:34:16.807 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:34:16.813 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:34:16.819 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:16.858 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Chart data loading complete. 2026-01-14 09:34:17.016 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:17.016 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:34:17.149 \| HD Request # 68 \| Requesting Intraday data. Start date-time: 2026-01-14 09:33:06. Record interval: 0. Symbol: RTYH26 2026-01-14 09:34:17.412 \| Chart #17 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:17.412 \| ESH6.CME [CV][M] 30 Min #17 \| Chart data loading complete. 2026-01-14 09:34:17.530 \| Opened cached Intraday file: D:\crypto\Data\NQH6.CME.scid. Thread ID: 11112 2026-01-14 09:34:17.709 \| HD Request # 68 \| Decompressing data. 2026-01-14 09:34:17.728 \| + Loading additional symbol data. 2026-01-14 09:34:17.775 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:34:17.835 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Chart data loading complete. 2026-01-14 09:34:17.849 \| HD Request # 68 \| Receiving Intraday data for RTYH6.CME starting at 2026-01-14 09:33:06.028000 2026-01-14 09:34:17.850 \| Socket (4) \| CloseSocket call. 2026-01-14 09:34:17.850 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:34:17.851 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:34:17.851 \| Socket (4) \| Closed. 2026-01-14 09:34:17.959 \| Historical data download thread signaled to stop. 2026-01-14 09:34:17.959 \| HD Request # 68 \| Timestamp of first Intraday data file record written: 2026-01-14 09:33:07.037000. 2026-01-14 09:34:17.959 \| HD Request # 68 \| Received 1650 Intraday data records from 2026-01-14 09:33:06.028000 to 2026-01-14 09:34:16.494001 (70.5 seconds. Delay: 1.5 seconds) and wrote 1635 records for RTYH6.CME 2026-01-14 09:34:17.970 \| HD Request # 68 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:34:16.494001 2026-01-14 09:34:17.970 \| HD Request # 68 \| Completion time: 1s. 2026-01-14 09:34:17.970 \| HD Request # 68 \| Intraday data download complete for RTYH6.CME. Unique request ID: 361 2026-01-14 09:34:17.970 \| Removing historical data download ID 361. 2026-01-14 09:34:17.970 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:34:17.970 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:34:17.970 \| HD Request # 68 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:34:17.970 \| 2026-01-14 09:34:17.970 \| No download requests in the queue to start downloads for. 2026-01-14 09:34:18.408 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:34:18.410 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:34:18.410 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:18.434 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Chart data loading complete. 2026-01-14 09:34:18.534 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:34:18.610 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:34:18.615 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:34:18.618 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:34:18.819 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:34:22.534 \| Opened cached Intraday file: D:\crypto\Data\ESH6.CME.scid. Thread ID: 11112 2026-01-14 09:34:22.534 \| Opened cached Intraday file: D:\crypto\Data\RTYH6.CME.scid. Thread ID: 11112 2026-01-14 09:34:33.184 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:34:33.184 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:34:33.184 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:34:33.184 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:34:33.226 \| NTP Client \| Received Packet \| RoundTripDelay=0.04298877716064453, SystemClockOffset=0.005629539489746094 2026-01-14 09:34:33.368 \| NTP Client \| Received Packet \| RoundTripDelay=0.1849970817565918, SystemClockOffset=0.0026772022247314453 2026-01-14 09:34:33.411 \| NTP Client \| Received Packet \| RoundTripDelay=0.22698593139648438, SystemClockOffset=-0.017126083374023438 2026-01-14 09:34:33.449 \| NTP Client \| Received Packet \| RoundTripDelay=0.26594972610473633, SystemClockOffset=-0.028063535690307617 2026-01-14 09:34:34.175 \| NTP Client \| Performed system clock adjustment of -7224.440574645996 microseconds. 2026-01-14 09:35:03.183 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:35:03.183 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:35:03.183 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:35:03.183 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:35:03.227 \| NTP Client \| Received Packet \| RoundTripDelay=0.04399299621582031, SystemClockOffset=0.005746364593505859 2026-01-14 09:35:03.357 \| NTP Client \| Received Packet \| RoundTripDelay=0.17399883270263672, SystemClockOffset=0.008793354034423828 2026-01-14 09:35:03.373 \| NTP Client \| Received Packet \| RoundTripDelay=0.18873119354248047, SystemClockOffset=0.011308670043945312 2026-01-14 09:35:03.413 \| NTP Client \| Received Packet \| RoundTripDelay=0.22898006439208984, SystemClockOffset=-0.01746368408203125 2026-01-14 09:35:04.192 \| NTP Client \| Performed system clock adjustment of 7269.859313964844 microseconds. 2026-01-14 09:35:32.409 \| File >> Disconnect selected. 2026-01-14 09:35:32.417 \| Rithmic Direct - DTC \| Waiting for socket receive thread to end 2026-01-14 09:35:32.417 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:35:32.417 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:32.418 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:35:32.418 \| DTC Client socket (1) \| Closed. 2026-01-14 09:35:32.418 \| Denali Data Feed (Market Orders Data) \| Waiting for socket receive thread to end 2026-01-14 09:35:32.418 \| DTC Client socket (9) \| CloseSocket call. 2026-01-14 09:35:32.418 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:35:32.418 \| DTC Client socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:32.418 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:35:32.418 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:35:32.418 \| DTC Client socket (3) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:32.418 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:35:32.418 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:35:32.419 \| DTC Client socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:35:32.419 \| DTC Client socket (9) \| Closed. 2026-01-14 09:35:32.419 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:35:32.419 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:32.419 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:35:32.419 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:35:32.419 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:35:32.419 \| DTC Client socket (2) \| Closed. 2026-01-14 09:35:32.419 \| DTC Client socket (3) \| Socket gracefully closed by remote side. 2026-01-14 09:35:32.419 \| DTC Client socket (3) \| Closed. 2026-01-14 09:35:33.191 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:35:33.191 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:35:33.191 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:35:33.191 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:35:33.233 \| NTP Client \| Received Packet \| RoundTripDelay=0.04196453094482422, SystemClockOffset=-0.008563518524169922 2026-01-14 09:35:33.364 \| NTP Client \| Received Packet \| RoundTripDelay=0.1739978790283203, SystemClockOffset=-0.006748199462890625 2026-01-14 09:35:33.367 \| 2026-01-14 09:35:33.367 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:35:33.367 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:35:33.367 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:35:33.369 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2026-01-14 09:35:33.369 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:35:33.369 \| DTC Client socket (1) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:35:33.373 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:35:33.373 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:35:33.373 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:35:33.373 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:35:33.396 \| NTP Client \| Received Packet \| RoundTripDelay=0.20595407485961914, SystemClockOffset=-0.01324152946472168 2026-01-14 09:35:33.426 \| NTP Client \| Received Packet \| RoundTripDelay=0.23597431182861328, SystemClockOffset=-0.03701591491699219 2026-01-14 09:35:34.191 \| NTP Client \| Performed system clock adjustment of -10902.5239944458 microseconds. 2026-01-14 09:35:35.029 \| Rithmic Direct - DTC \| Received logon response. 2026-01-14 09:35:35.029 \| Rithmic Direct - DTC \| Server Name: . 2026-01-14 09:35:35.029 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:35:35.029 \| Rithmic Direct - DTC \| Successfully connected. 2026-01-14 09:35:35.029 \| Rithmic Direct - DTC \| Trading is supported. 2026-01-14 09:35:35.029 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2026-01-14 09:35:35.029 \| Rithmic Direct - DTC \| OCO Orders supported. 2026-01-14 09:35:35.029 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2026-01-14 09:35:35.029 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2026-01-14 09:35:35.029 \| Rithmic Direct - DTC \| Connection to server complete. 2026-01-14 09:35:35.030 \| No download requests in the queue to start downloads for. 2026-01-14 09:35:35.034 \| Using Bid/Ask average for last trade price for VOLX 2026-01-14 09:35:35.034 \| Using symbol data fast lookup vector 2026-01-14 09:35:35.034 \| SC Data with Depth \| Starting real-time market data updates for: VOLX. ID: 1 Service code: fxcm 2026-01-14 09:35:35.034 \| SC Data with Depth \| Connecting to the server ds4.sierracharts.com. Port 443 2026-01-14 09:35:35.034 \| SC Data with Depth \| Requesting security definition data for: VOLX. ID: 1 2026-01-14 09:35:35.035 \| Added historical Intraday data request for VOLX to the queue. 2026-01-14 09:35:35.035 \| Intraday data recording state for symbol VOLX is set to download 'Pending'. 2026-01-14 09:35:35.035 \| Triggering next historical data download in queue. 2026-01-14 09:35:35.035 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Started historical data download for additional symbol VOLX. Download ID: 1170 2026-01-14 09:35:35.035 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:35:35.035 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:35:35.035 \| DTC Client socket (2) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:35:35.038 \| SC Data with Depth \| Starting real-time market data updates for: TICK-NYSE. ID: 2 Service code: statscalc 2026-01-14 09:35:35.038 \| SC Data with Depth \| Requesting security definition data for: TICK-NYSE. ID: 2 2026-01-14 09:35:35.038 \| Added historical Intraday data request for TICK-NYSE to the queue. 2026-01-14 09:35:35.038 \| Intraday data recording state for symbol TICK-NYSE is set to download 'Pending'. 2026-01-14 09:35:35.038 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TICK-NYSE. Download ID: 1171 2026-01-14 09:35:35.038 \| SC Data with Depth \| Starting real-time market data updates for: NISS-NYSE. ID: 3 Service code: statscalc 2026-01-14 09:35:35.038 \| SC Data with Depth \| Requesting security definition data for: NISS-NYSE. ID: 3 2026-01-14 09:35:35.038 \| Added historical Intraday data request for NISS-NYSE to the queue. 2026-01-14 09:35:35.038 \| Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. 2026-01-14 09:35:35.038 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol NISS-NYSE. Download ID: 1172 2026-01-14 09:35:35.038 \| SC Data with Depth \| Starting real-time market data updates for: TRIN-NYSE. ID: 4 Service code: statscalc 2026-01-14 09:35:35.038 \| SC Data with Depth \| Requesting security definition data for: TRIN-NYSE. ID: 4 2026-01-14 09:35:35.038 \| Added historical Intraday data request for TRIN-NYSE to the queue. 2026-01-14 09:35:35.038 \| Intraday data recording state for symbol TRIN-NYSE is set to download 'Pending'. 2026-01-14 09:35:35.038 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TRIN-NYSE. Download ID: 1173 2026-01-14 09:35:35.041 \| Delaying start of download for VOLX. 2026-01-14 09:35:35.041 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:35:35.041 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:35:35.041 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:35:35.075 \| Mapping RTYH6.CME to RTYH26. Service code: cme 2026-01-14 09:35:35.075 \| Denali Data Feed \| Starting real-time market data updates for: RTYH6.CME (RTYH26). ID: 5 Service code: cme 2026-01-14 09:35:35.075 \| Denali Data Feed \| Connecting to the server ds28-2.sierracharts.com. Port 10048 2026-01-14 09:35:35.075 \| Denali Data Feed \| Requesting security definition data for: RTYH6.CME (RTYH26). ID: 5 2026-01-14 09:35:35.075 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:35:35.075 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:35:35.075 \| Triggering next historical data download in queue. 2026-01-14 09:35:35.105 \| Mapping ESH6.CME to ESH26. Service code: cme 2026-01-14 09:35:35.105 \| Denali Data Feed \| Starting real-time market data updates for: ESH6.CME (ESH26). ID: 6 Service code: cme 2026-01-14 09:35:35.105 \| Denali Data Feed \| Requesting security definition data for: ESH6.CME (ESH26). ID: 6 2026-01-14 09:35:35.105 \| Mapping MESH6.CME to MESH26. Service code: cme 2026-01-14 09:35:35.105 \| Denali Data Feed \| Starting real-time market data updates for: MESH6.CME (MESH26). ID: 7 Service code: cme 2026-01-14 09:35:35.105 \| Denali Data Feed \| Requesting security definition data for: MESH6.CME (MESH26). ID: 7 2026-01-14 09:35:35.105 \| Added historical Intraday data request for ESH6.CME to the queue. 2026-01-14 09:35:35.105 \| Intraday data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:35:35.154 \| Mapping NQH6.CME to NQH26. Service code: cme 2026-01-14 09:35:35.154 \| Denali Data Feed \| Starting real-time market data updates for: NQH6.CME (NQH26). ID: 8 Service code: cme 2026-01-14 09:35:35.154 \| Denali Data Feed \| Requesting security definition data for: NQH6.CME (NQH26). ID: 8 2026-01-14 09:35:35.154 \| Added historical Intraday data request for NQH6.CME to the queue. 2026-01-14 09:35:35.154 \| Intraday data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:35:35.154 \| Triggering next historical data download in queue. 2026-01-14 09:35:35.154 \| Mapping MNQH6.CME to MNQH26. Service code: cme 2026-01-14 09:35:35.154 \| Denali Data Feed \| Starting real-time market data updates for: MNQH6.CME (MNQH26). ID: 9 Service code: cme 2026-01-14 09:35:35.154 \| Denali Data Feed \| Requesting security definition data for: MNQH6.CME (MNQH26). ID: 9 2026-01-14 09:35:35.279 \| DTC Client socket (3) \| Creating socket. 2026-01-14 09:35:35.279 \| DTC Client socket (3) \| New receive buffer size: 0 2026-01-14 09:35:35.279 \| DTC Client socket (3) \| Connecting to IP: 67.214.125.6. 2026-01-14 09:35:35.322 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:35:35.322 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:35:35.322 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:35:35.739 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:35:35.739 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:35:36.170 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:35:36.170 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:35:36.405 \| SC Data with Depth \| Received logon response. 2026-01-14 09:35:36.405 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:35:36.405 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:35:36.405 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:35:36.405 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:35:36.405 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:35:36.405 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:35:36.405 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:35:36.405 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:35:36.405 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:35:37.040 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:35:37.040 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:35:37.040 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:35:37.040 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:35:37.040 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:35:37.040 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:35:37.040 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:35:37.040 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:35:37.087 \| Denali Data Feed \| Received logon response. 2026-01-14 09:35:37.087 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:35:37.087 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:35:37.087 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:35:37.087 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:35:37.087 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:35:37.087 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26 2026-01-14 09:35:37.087 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:35:37.087 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:35:37.087 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26 2026-01-14 09:35:37.087 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:35:37.875 \| Added historical Market Depth data request for ESH6.CME to the queue. 2026-01-14 09:35:37.875 \| Market depth data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:35:37.875 \| Triggering next historical data download in queue. 2026-01-14 09:35:37.875 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.875 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:35:37.875 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:35:37.875 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:35:37.875 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:35:37.875 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:35:37.875 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:35:37.875 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:35:37.875 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:35:37.875 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:35:37.875 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:35:37.875 \| Added historical Market Depth data request for NQH6.CME to the queue. 2026-01-14 09:35:37.875 \| Market depth data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:35:37.875 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.875 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.875 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.875 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.875 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.875 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.875 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.875 \| HD Request # 69 \| Downloading Market Depth data for ESH6.CME. Service: cme.marketdepth. 2026-01-14 09:35:37.876 \| HD Request # 69 \| Download start date-time: 2026-01-14 09:35:32.418091. 2026-01-14 09:35:37.876 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.876 \| HD Request # 69 \| Using server: ds28.sierracharts.com port 10150 2026-01-14 09:35:37.876 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.876 \| Socket (4) \| Creating socket. 2026-01-14 09:35:37.876 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.876 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:35:37.876 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:37.876 \| Socket (4) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:35:37.876 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:35:38.847 \| HD Request # 69 \| Setting DTC encoding to Binary VLS 2026-01-14 09:35:38.847 \| HD Request # 69 \| Sending historical data logon request message. 2026-01-14 09:35:39.295 \| HD Request # 69 \| Requesting market depth data. Start date-time: 2026-01-14 09:35:32. Symbol: ESH26 2026-01-14 09:35:39.690 \| HD Request # 69 \| Decompressing data. 2026-01-14 09:35:40.043 \| Requesting market depth updates for: ESH6.CME if supported. NumLevels=120 2026-01-14 09:35:40.043 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds28-2.sierracharts.com. Port 10060 2026-01-14 09:35:40.043 \| Requesting market depth updates for: NQH6.CME if supported. NumLevels=120 2026-01-14 09:35:40.044 \| DTC Client socket (9) \| Creating socket. 2026-01-14 09:35:40.044 \| DTC Client socket (9) \| New receive buffer size: 0 2026-01-14 09:35:40.044 \| DTC Client socket (9) \| Connecting to IP: 67.214.125.6. 2026-01-14 09:35:40.065 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:35:40.065 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:35:40.065 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:35:40.552 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:35:40.552 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:35:41.036 \| HD Request # 69 \| Receiving market depth data for ESH6.CME starting at 2026-01-14 09:35:32.437000 2026-01-14 09:35:41.037 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:35:41.037 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:35:41.625 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:35:41.625 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:35:41.625 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:35:41.625 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:35:41.625 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:35:41.625 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:35:41.625 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:35:41.625 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:35:41.625 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:35:41.625 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:35:42.304 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: ESH6.CME. Market orders request not authorized. 2026-01-14 09:35:42.304 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQH6.CME. Market orders request not authorized. 2026-01-14 09:35:42.728 \| HD Request # 70 \| Downloading Intraday chart data for VOLX to the file VOLX.scid. Service: fxcm 2026-01-14 09:35:42.728 \| HD Request # 70 \| Download start date-time: 2026-01-14 09:35:28.000000. File last date-time: 2026-01-14 09:35:28.939000 2026-01-14 09:35:42.729 \| HD Request # 70 \| Using server: ds12.sierracharts.com port 10150 2026-01-14 09:35:42.729 \| Socket (10) \| Creating socket. 2026-01-14 09:35:42.729 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:35:42.729 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:35:47.538 \| Socket (4) \| CloseSocket call. 2026-01-14 09:35:47.538 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:47.539 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:35:47.539 \| Socket (4) \| Closed. 2026-01-14 09:35:47.540 \| Historical data download thread signaled to stop. 2026-01-14 09:35:47.540 \| HD Request # 69 \| Timestamp of first market depth data file record written: 2026-01-14 09:35:32.437000. 2026-01-14 09:35:47.540 \| HD Request # 69 \| Received 5572 Market Depth data records from 2026-01-14 09:35:32.437000 to 2026-01-14 09:35:38.184000 (5.7 seconds. Delay: 9.4 seconds) and wrote 5572 records for ESH6.CME 2026-01-14 09:35:47.540 \| HD Request # 69 \| Completion time: 10s. 2026-01-14 09:35:47.540 \| HD Request # 69 \| Market Depth data download complete for ESH6.CME. Unique request ID: 1177 2026-01-14 09:35:47.540 \| Removing historical data download ID 1177. 2026-01-14 09:35:47.540 \| Real-time market depth file updates started for ESH6.CME 2026-01-14 09:35:47.547 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:35:47.547 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:47.547 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:47.547 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:47.547 \| ESH6.CME [CV][M] 30 Sec #6 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:47.547 \| ESH6.CME [CV][M] 30 Sec #5 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:47.547 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:47.547 \| ESH6.CME [CV][M] 30 Min #17 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:47.547 \| 2026-01-14 09:35:47.547 \| Triggering next historical data download in queue. 2026-01-14 09:35:47.547 \| HD Request # 71 \| Downloading Market Depth data for NQH6.CME. Service: cme.marketdepth. 2026-01-14 09:35:47.547 \| HD Request # 71 \| Download start date-time: 2026-01-14 09:35:32.417853. 2026-01-14 09:35:47.547 \| HD Request # 71 \| Using server: ds32.sierracharts.com port 10149 2026-01-14 09:35:47.547 \| Socket (4) \| Creating socket. 2026-01-14 09:35:47.547 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:35:47.547 \| Socket (4) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:35:47.669 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:35:47.672 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Waiting for historical downloads to complete with the IDs: 1175, 2026-01-14 09:35:47.675 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:35:47.685 \| ESH6.CME [CV][M] 30 Min #17 \| Waiting for historical downloads to complete with the IDs: 1175, 2026-01-14 09:35:47.714 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:35:47.717 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Waiting for historical downloads to complete with the IDs: 1175, 2026-01-14 09:35:47.751 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:35:47.813 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:35:47.824 \| ESH6.CME [CV][M] 30 Sec #6 \| Waiting for historical downloads to complete with the IDs: 1175, 2026-01-14 09:35:48.040 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:35:48.043 \| ESH6.CME [CV][M] 30 Sec #5 \| Waiting for historical downloads to complete with the IDs: 1175, 2026-01-14 09:35:48.167 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:35:48.170 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Waiting for historical downloads to complete with the IDs: 1175, 2026-01-14 09:35:48.349 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:35:48.356 \| HD Request # 70 \| Setting DTC encoding to Binary VLS 2026-01-14 09:35:48.356 \| HD Request # 70 \| Sending historical data logon request message. 2026-01-14 09:35:48.361 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Waiting for historical downloads to complete with the IDs: 1175, 2026-01-14 09:35:48.693 \| HD Request # 70 \| Requesting Intraday data. Start date-time: 2026-01-14 09:35:28. Record interval: 0. Symbol: VOLX 2026-01-14 09:35:48.805 \| HD Request # 71 \| Setting DTC encoding to Binary VLS 2026-01-14 09:35:48.805 \| HD Request # 71 \| Sending historical data logon request message. 2026-01-14 09:35:48.948 \| HD Request # 70 \| Decompressing data. 2026-01-14 09:35:49.131 \| HD Request # 71 \| Requesting market depth data. Start date-time: 2026-01-14 09:35:32. Symbol: NQH26 2026-01-14 09:35:49.147 \| HD Request # 70 \| Receiving Intraday data for VOLX starting at 2026-01-14 09:35:28.937000 2026-01-14 09:35:49.147 \| Socket (10) \| CloseSocket call. 2026-01-14 09:35:49.147 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:49.148 \| Historical data download thread signaled to stop. 2026-01-14 09:35:49.148 \| HD Request # 70 \| Timestamp of first Intraday data file record written: 2026-01-14 09:35:32.450000. 2026-01-14 09:35:49.148 \| HD Request # 70 \| Received 26 Intraday data records from 2026-01-14 09:35:28.937000 to 2026-01-14 09:35:48.077000 (19.1 seconds. Delay: 1.1 seconds) and wrote 24 records for VOLX 2026-01-14 09:35:49.148 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:35:49.148 \| Socket (10) \| Closed. 2026-01-14 09:35:49.155 \| HD Request # 70 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:35:48.077000 2026-01-14 09:35:49.155 \| HD Request # 70 \| Completion time: 7s. 2026-01-14 09:35:49.155 \| HD Request # 70 \| Intraday data download complete for VOLX. Unique request ID: 1170 2026-01-14 09:35:49.155 \| Removing historical data download ID 1170. 2026-01-14 09:35:49.155 \| Real-time Intraday chart data file updates started for VOLX 2026-01-14 09:35:49.155 \| Intraday chart data file opened for VOLX 2026-01-14 09:35:49.155 \| HD Request # 70 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:35:49.155 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Historical data download for additional symbol VOLX with ID 1170 has completed. 2026-01-14 09:35:49.155 \| 2026-01-14 09:35:49.155 \| Triggering next historical data download in queue. 2026-01-14 09:35:49.155 \| HD Request # 72 \| Downloading Intraday chart data for TICK-NYSE to the file TICK-NYSE.scid. Service: statscalc 2026-01-14 09:35:49.155 \| HD Request # 72 \| Download start date-time: 2026-01-14 09:35:31.000000. File last date-time: 2026-01-14 09:35:31.706002 2026-01-14 09:35:49.155 \| HD Request # 72 \| Using server: ds4.sierracharts.com port 10149 2026-01-14 09:35:49.155 \| Socket (10) \| Creating socket. 2026-01-14 09:35:49.155 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:35:49.155 \| Socket (10) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:35:49.478 \| HD Request # 71 \| Decompressing data. 2026-01-14 09:35:49.479 \| HD Request # 71 \| Receiving market depth data for NQH6.CME starting at 2026-01-14 09:35:32.428000 2026-01-14 09:35:49.710 \| HD Request # 72 \| Setting DTC encoding to Binary VLS 2026-01-14 09:35:49.710 \| HD Request # 72 \| Sending historical data logon request message. 2026-01-14 09:35:50.125 \| HD Request # 72 \| Requesting Intraday data. Start date-time: 2026-01-14 09:35:31. Record interval: 0. Symbol: TICK-NYSE 2026-01-14 09:35:50.255 \| HD Request # 71 \| Timestamp of first market depth data file record written: 2026-01-14 09:35:32.428000. 2026-01-14 09:35:50.489 \| Socket (4) \| CloseSocket call. 2026-01-14 09:35:50.489 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:50.490 \| Historical data download thread signaled to stop. 2026-01-14 09:35:50.490 \| HD Request # 71 \| Received 33192 Market Depth data records from 2026-01-14 09:35:32.428000 to 2026-01-14 09:35:47.066000 (14.6 seconds. Delay: 3.4 seconds) and wrote 33192 records for NQH6.CME 2026-01-14 09:35:50.490 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:35:50.490 \| Socket (4) \| Closed. 2026-01-14 09:35:50.490 \| HD Request # 71 \| Completion time: 3s. 2026-01-14 09:35:50.490 \| HD Request # 71 \| Market Depth data download complete for NQH6.CME. Unique request ID: 1179 2026-01-14 09:35:50.490 \| Removing historical data download ID 1179. 2026-01-14 09:35:50.490 \| Real-time market depth file updates started for NQH6.CME 2026-01-14 09:35:50.491 \| HD Request # 72 \| Decompressing data. 2026-01-14 09:35:50.497 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:35:50.497 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:50.497 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:50.497 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:50.497 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:50.497 \| NQH6.CME [CV][M] 30 Sec #14 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:50.497 \| NQH6.CME [CV][M] 30 Sec #12 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:50.497 \| NQH6.CME [CV][M] 30 Min #18 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:35:50.497 \| 2026-01-14 09:35:50.497 \| No download requests in the queue to start downloads for. 2026-01-14 09:35:50.498 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:35:50.508 \| NQH6.CME [CV][M] 30 Min #18 \| Waiting for historical downloads to complete with the IDs: 1176, 2026-01-14 09:35:50.510 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:35:50.513 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Waiting for historical downloads to complete with the IDs: 1176, 2026-01-14 09:35:50.635 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:35:50.638 \| NQH6.CME [CV][M] 30 Sec #12 \| Waiting for historical downloads to complete with the IDs: 1176, 2026-01-14 09:35:50.723 \| HD Request # 72 \| Receiving Intraday data for TICK-NYSE starting at 2026-01-14 09:35:31.000000 2026-01-14 09:35:50.724 \| Socket (10) \| CloseSocket call. 2026-01-14 09:35:50.724 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:50.725 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:35:50.725 \| Socket (10) \| Closed. 2026-01-14 09:35:50.733 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:35:50.733 \| Historical data download thread signaled to stop. 2026-01-14 09:35:50.733 \| HD Request # 72 \| Timestamp of first Intraday data file record written: 2026-01-14 09:35:32.000000. 2026-01-14 09:35:50.733 \| HD Request # 72 \| Received 19 Intraday data records from 2026-01-14 09:35:31.000000 to 2026-01-14 09:35:49.000000 (18.0 seconds. Delay: 1.7 seconds) and wrote 18 records for TICK-NYSE 2026-01-14 09:35:50.739 \| HD Request # 72 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:35:49.000000 2026-01-14 09:35:50.739 \| Added 11 Time and Sales records to Intraday data file for TICK-NYSE after download. 2026-01-14 09:35:50.739 \| HD Request # 72 \| Completion time: 1s. 2026-01-14 09:35:50.739 \| HD Request # 72 \| Intraday data download complete for TICK-NYSE. Unique request ID: 1171 2026-01-14 09:35:50.739 \| Removing historical data download ID 1171. 2026-01-14 09:35:50.739 \| Real-time Intraday chart data file updates started for TICK-NYSE 2026-01-14 09:35:50.739 \| Intraday chart data file opened for TICK-NYSE 2026-01-14 09:35:50.739 \| HD Request # 72 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:35:50.739 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TICK-NYSE with ID 1171 has completed. 2026-01-14 09:35:50.739 \| 2026-01-14 09:35:50.739 \| Triggering next historical data download in queue. 2026-01-14 09:35:50.739 \| HD Request # 73 \| Downloading Intraday chart data for NISS-NYSE to the file NISS-NYSE.scid. Service: statscalc 2026-01-14 09:35:50.740 \| HD Request # 73 \| Download start date-time: 2026-01-14 09:35:31.000000. File last date-time: 2026-01-14 09:35:31.706002 2026-01-14 09:35:50.740 \| HD Request # 73 \| Using server: ds12.sierracharts.com port 10150 2026-01-14 09:35:50.740 \| Socket (4) \| Creating socket. 2026-01-14 09:35:50.740 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:35:50.740 \| Socket (4) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:35:50.757 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:35:50.768 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Waiting for historical downloads to complete with the IDs: 1176, 2026-01-14 09:35:50.836 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:35:50.841 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Waiting for historical downloads to complete with the IDs: 1176, 2026-01-14 09:35:50.912 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:35:50.923 \| NQH6.CME [CV][M] 30 Sec #14 \| Waiting for historical downloads to complete with the IDs: 1176, 2026-01-14 09:35:51.207 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:35:51.213 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Waiting for historical downloads to complete with the IDs: 1176, 2026-01-14 09:35:51.729 \| HD Request # 73 \| Setting DTC encoding to Binary VLS 2026-01-14 09:35:51.729 \| HD Request # 73 \| Sending historical data logon request message. 2026-01-14 09:35:52.365 \| HD Request # 73 \| Requesting Intraday data. Start date-time: 2026-01-14 09:35:31. Record interval: 0. Symbol: NISS-NYSE 2026-01-14 09:35:52.711 \| Opened cached Intraday file: D:\crypto\Data\VOLX.scid. Thread ID: 11112 2026-01-14 09:35:52.712 \| Opened cached Intraday file: D:\crypto\Data\TICK-NYSE.scid. Thread ID: 11112 2026-01-14 09:35:52.910 \| HD Request # 73 \| Decompressing data. 2026-01-14 09:35:53.225 \| HD Request # 73 \| Receiving Intraday data for NISS-NYSE starting at 2026-01-14 09:35:31.000000 2026-01-14 09:35:53.225 \| Socket (4) \| CloseSocket call. 2026-01-14 09:35:53.225 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:53.226 \| Historical data download thread signaled to stop. 2026-01-14 09:35:53.226 \| HD Request # 73 \| Timestamp of first Intraday data file record written: 2026-01-14 09:35:32.000000. 2026-01-14 09:35:53.226 \| HD Request # 73 \| Received 19 Intraday data records from 2026-01-14 09:35:31.000000 to 2026-01-14 09:35:49.000000 (18.0 seconds. Delay: 4.2 seconds) and wrote 18 records for NISS-NYSE 2026-01-14 09:35:53.226 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:35:53.226 \| Socket (4) \| Closed. 2026-01-14 09:35:53.233 \| HD Request # 73 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:35:49.000000 2026-01-14 09:35:53.233 \| Added 28 Time and Sales records to Intraday data file for NISS-NYSE after download. 2026-01-14 09:35:53.233 \| HD Request # 73 \| Completion time: 3s. 2026-01-14 09:35:53.233 \| HD Request # 73 \| Intraday data download complete for NISS-NYSE. Unique request ID: 1172 2026-01-14 09:35:53.233 \| Removing historical data download ID 1172. 2026-01-14 09:35:53.233 \| Real-time Intraday chart data file updates started for NISS-NYSE 2026-01-14 09:35:53.233 \| Intraday chart data file opened for NISS-NYSE 2026-01-14 09:35:53.233 \| HD Request # 73 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:35:53.233 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol NISS-NYSE with ID 1172 has completed. 2026-01-14 09:35:53.233 \| 2026-01-14 09:35:53.233 \| Triggering next historical data download in queue. 2026-01-14 09:35:53.233 \| HD Request # 74 \| Downloading Intraday chart data for TRIN-NYSE to the file TRIN-NYSE.scid. Service: statscalc 2026-01-14 09:35:53.233 \| HD Request # 74 \| Download start date-time: 2026-01-14 09:35:31.000000. File last date-time: 2026-01-14 09:35:31.706002 2026-01-14 09:35:53.233 \| HD Request # 74 \| Using server: ds4.sierracharts.com port 10149 2026-01-14 09:35:53.233 \| Socket (4) \| Creating socket. 2026-01-14 09:35:53.234 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:35:53.234 \| Socket (4) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:35:53.391 \| HTTPS connection ID:10 to downloads.rithmic.com:443 for request ID:10 (10) \| Creating socket. Using TLS 1.2. 2026-01-14 09:35:53.391 \| HTTPS connection ID:10 to downloads.rithmic.com:443 for request ID:10 (10) \| New receive buffer size: 0 2026-01-14 09:35:53.391 \| HTTPS connection ID:10 to downloads.rithmic.com:443 for request ID:10 (10) \| Connecting to IP: 216.66.0.130. 2026-01-14 09:35:53.838 \| HD Request # 74 \| Setting DTC encoding to Binary VLS 2026-01-14 09:35:53.838 \| HD Request # 74 \| Sending historical data logon request message. 2026-01-14 09:35:54.612 \| HD Request # 74 \| Requesting Intraday data. Start date-time: 2026-01-14 09:35:31. Record interval: 0. Symbol: TRIN-NYSE 2026-01-14 09:35:55.230 \| HD Request # 74 \| Decompressing data. 2026-01-14 09:35:55.230 \| HD Request # 74 \| Receiving Intraday data for TRIN-NYSE starting at 2026-01-14 09:35:31.000000 2026-01-14 09:35:55.231 \| Socket (4) \| CloseSocket call. 2026-01-14 09:35:55.231 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:55.232 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:35:55.232 \| Socket (4) \| Closed. 2026-01-14 09:35:55.234 \| Historical data download thread signaled to stop. 2026-01-14 09:35:55.234 \| HD Request # 74 \| Timestamp of first Intraday data file record written: 2026-01-14 09:35:32.000000. 2026-01-14 09:35:55.234 \| HD Request # 74 \| Received 23 Intraday data records from 2026-01-14 09:35:31.000000 to 2026-01-14 09:35:53.000000 (22.0 seconds. Delay: 2.2 seconds) and wrote 22 records for TRIN-NYSE 2026-01-14 09:35:55.243 \| HD Request # 74 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:35:53.000000 2026-01-14 09:35:55.243 \| Added 14 Time and Sales records to Intraday data file for TRIN-NYSE after download. 2026-01-14 09:35:55.243 \| HD Request # 74 \| Completion time: 2s. 2026-01-14 09:35:55.243 \| HD Request # 74 \| Intraday data download complete for TRIN-NYSE. Unique request ID: 1173 2026-01-14 09:35:55.243 \| Removing historical data download ID 1173. 2026-01-14 09:35:55.243 \| Real-time Intraday chart data file updates started for TRIN-NYSE 2026-01-14 09:35:55.243 \| Intraday chart data file opened for TRIN-NYSE 2026-01-14 09:35:55.243 \| HD Request # 74 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:35:55.243 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TRIN-NYSE with ID 1173 has completed. 2026-01-14 09:35:55.243 \| 2026-01-14 09:35:55.243 \| Triggering next historical data download in queue. 2026-01-14 09:35:55.243 \| HD Request # 75 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:35:55.243 \| HD Request # 75 \| Download start date-time: 2026-01-14 09:34:24.000000. File last date-time: 2026-01-14 09:34:24.469000 2026-01-14 09:35:55.243 \| HD Request # 75 \| Using server: ds26.sierracharts.com port 10150 2026-01-14 09:35:55.243 \| Socket (4) \| Creating socket. 2026-01-14 09:35:55.243 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:35:55.243 \| Socket (4) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:35:57.725 \| Opened cached Intraday file: D:\crypto\Data\NISS-NYSE.scid. Thread ID: 11112 2026-01-14 09:35:57.725 \| Opened cached Intraday file: D:\crypto\Data\TRIN-NYSE.scid. Thread ID: 11112 2026-01-14 09:35:58.132 \| Rithmic Direct - DTC \| Wrote file: D:\crypto\RithmicConnections.json. Size: 110576 2026-01-14 09:35:58.134 \| Rithmic Direct - DTC \| Processed connection points. Count: 474 2026-01-14 09:35:58.384 \| HTTPS connection ID:10 to downloads.rithmic.com:443 for request ID:10 (10) \| CloseSocket call. 2026-01-14 09:35:58.384 \| HTTPS connection ID:10 to downloads.rithmic.com:443 for request ID:10 (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:35:58.385 \| HTTPS connection ID:10 to downloads.rithmic.com:443 for request ID:10 (10) \| Socket gracefully closed by remote side. 2026-01-14 09:35:58.385 \| HTTPS connection ID:10 to downloads.rithmic.com:443 for request ID:10 (10) \| Closed. 2026-01-14 09:35:59.393 \| HD Request # 75 \| Setting DTC encoding to Binary VLS 2026-01-14 09:35:59.393 \| HD Request # 75 \| Sending historical data logon request message. 2026-01-14 09:36:00.100 \| HD Request # 75 \| Requesting Intraday data. Start date-time: 2026-01-14 09:34:24. Record interval: 0. Symbol: RTYH26 2026-01-14 09:36:00.652 \| HD Request # 75 \| Decompressing data. 2026-01-14 09:36:01.025 \| HD Request # 75 \| Receiving Intraday data for RTYH6.CME starting at 2026-01-14 09:34:24.023000 2026-01-14 09:36:01.642 \| Socket (4) \| CloseSocket call. 2026-01-14 09:36:01.642 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:36:01.642 \| Historical data download thread signaled to stop. 2026-01-14 09:36:01.643 \| HD Request # 75 \| Timestamp of first Intraday data file record written: 2026-01-14 09:34:24.593000. 2026-01-14 09:36:01.643 \| HD Request # 75 \| Received 1318 Intraday data records from 2026-01-14 09:34:24.023000 to 2026-01-14 09:35:56.387000 (92.4 seconds. Delay: 5.3 seconds) and wrote 1313 records for RTYH6.CME 2026-01-14 09:36:01.643 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:36:01.643 \| Socket (4) \| Closed. 2026-01-14 09:36:01.650 \| HD Request # 75 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:35:56.387000 2026-01-14 09:36:01.650 \| Added 17 Time and Sales records to Intraday data file for RTYH6.CME after download. 2026-01-14 09:36:01.650 \| HD Request # 75 \| Completion time: 6s. 2026-01-14 09:36:01.650 \| HD Request # 75 \| Intraday data download complete for RTYH6.CME. Unique request ID: 1174 2026-01-14 09:36:01.650 \| Removing historical data download ID 1174. 2026-01-14 09:36:01.650 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:36:01.650 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:36:01.650 \| HD Request # 75 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:36:01.650 \| 2026-01-14 09:36:01.650 \| Triggering next historical data download in queue. 2026-01-14 09:36:01.650 \| HD Request # 76 \| Downloading Intraday chart data for ESH6.CME to the file ESH6.CME.scid. Service: cme 2026-01-14 09:36:01.650 \| HD Request # 76 \| Download start date-time: 2026-01-14 09:34:24.000000. File last date-time: 2026-01-14 09:34:24.531000 2026-01-14 09:36:01.650 \| HD Request # 76 \| Using server: ds28.sierracharts.com port 10149 2026-01-14 09:36:01.650 \| Socket (4) \| Creating socket. 2026-01-14 09:36:01.650 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:36:01.650 \| Socket (4) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:36:02.489 \| HD Request # 76 \| Setting DTC encoding to Binary VLS 2026-01-14 09:36:02.489 \| HD Request # 76 \| Sending historical data logon request message. 2026-01-14 09:36:02.727 \| Opened cached Intraday file: D:\crypto\Data\RTYH6.CME.scid. Thread ID: 11112 2026-01-14 09:36:02.813 \| HD Request # 76 \| Requesting Intraday data. Start date-time: 2026-01-14 09:34:24. Record interval: 0. Symbol: ESH26 2026-01-14 09:36:03.201 \| HD Request # 76 \| Decompressing data. 2026-01-14 09:36:03.208 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:36:03.208 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:36:03.208 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:36:03.208 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:36:03.253 \| NTP Client \| Received Packet \| RoundTripDelay=0.044988155364990234, SystemClockOffset=-0.024539709091186523 2026-01-14 09:36:03.358 \| HD Request # 76 \| Receiving Intraday data for ESH6.CME starting at 2026-01-14 09:34:24.023000 2026-01-14 09:36:03.392 \| NTP Client \| Received Packet \| RoundTripDelay=0.18399763107299805, SystemClockOffset=-0.0260164737701416 2026-01-14 09:36:03.444 \| NTP Client \| Received Packet \| RoundTripDelay=0.2359161376953125, SystemClockOffset=-0.05070924758911133 2026-01-14 09:36:03.509 \| NTP Client \| Received Packet \| RoundTripDelay=0.301938533782959, SystemClockOffset=-0.07517409324645996 2026-01-14 09:36:03.629 \| Socket (4) \| CloseSocket call. 2026-01-14 09:36:03.629 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:36:03.630 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:36:03.630 \| Socket (4) \| Closed. 2026-01-14 09:36:03.635 \| Historical data download thread signaled to stop. 2026-01-14 09:36:03.635 \| HD Request # 76 \| Timestamp of first Intraday data file record written: 2026-01-14 09:34:24.691000. 2026-01-14 09:36:03.635 \| HD Request # 76 \| Received 8943 Intraday data records from 2026-01-14 09:34:24.023000 to 2026-01-14 09:36:00.694000 (96.7 seconds. Delay: 2.9 seconds) and wrote 8911 records for ESH6.CME 2026-01-14 09:36:03.642 \| HD Request # 76 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:36:00.694000 2026-01-14 09:36:03.642 \| Added 109 Time and Sales records to Intraday data file for ESH6.CME after download. 2026-01-14 09:36:03.642 \| HD Request # 76 \| Completion time: 2s. 2026-01-14 09:36:03.642 \| HD Request # 76 \| Intraday data download complete for ESH6.CME. Unique request ID: 1175 2026-01-14 09:36:03.642 \| Removing historical data download ID 1175. 2026-01-14 09:36:03.642 \| Real-time Intraday chart data file updates started for ESH6.CME 2026-01-14 09:36:03.642 \| Intraday chart data file opened for ESH6.CME 2026-01-14 09:36:03.642 \| HD Request # 76 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:36:03.648 \| 2026-01-14 09:36:03.648 \| Triggering next historical data download in queue. 2026-01-14 09:36:03.648 \| HD Request # 77 \| Downloading Intraday chart data for NQH6.CME to the file NQH6.CME.scid. Service: cme 2026-01-14 09:36:03.648 \| HD Request # 77 \| Download start date-time: 2026-01-14 09:34:24.000000. File last date-time: 2026-01-14 09:34:24.468000 2026-01-14 09:36:03.648 \| HD Request # 77 \| Using server: ds32.sierracharts.com port 10150 2026-01-14 09:36:03.648 \| Socket (4) \| Creating socket. 2026-01-14 09:36:03.648 \| Socket (4) \| New receive buffer size: 0 2026-01-14 09:36:03.648 \| Socket (4) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:36:03.662 \| ESH6.CME [CV][M] 30 Min #17 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:03.663 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:36:03.668 \| ESH6.CME [CV][M] 30 Sec #5 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:03.669 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:36:03.670 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:03.674 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:36:03.735 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:03.739 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:36:03.767 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:03.768 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:36:03.830 \| ESH6.CME [CV][M] 30 Sec #6 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:03.831 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:36:03.845 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:03.846 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:36:03.854 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:36:03.880 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:36:03.927 \| + Loading additional symbol data. 2026-01-14 09:36:03.971 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:36:03.985 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:36:04.001 \| + Loading additional symbol data. 2026-01-14 09:36:04.031 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:04.031 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:36:04.048 \| ESH6.CME [CV][M] 30 Sec #5 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:36:04.050 \| Chart #5 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:04.050 \| Chart #5 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:04.050 \| ESH6.CME [CV][M] 30 Sec #5 \| Chart data loading complete. 2026-01-14 09:36:04.149 \| ESH6.CME/MESH6.CME [CV][M] #3 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:36:04.162 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Chart data loading complete. 2026-01-14 09:36:04.173 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:36:04.167 \| NTP Client \| Performed system clock adjustment of -38362.860679626465 microseconds. 2026-01-14 09:36:04.290 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:36:04.309 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:36:04.390 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:36:04.394 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:36:04.397 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:04.424 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Chart data loading complete. 2026-01-14 09:36:04.488 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:04.488 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:36:04.747 \| Chart #17 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:04.747 \| ESH6.CME [CV][M] 30 Min #17 \| Chart data loading complete. 2026-01-14 09:36:05.042 \| + Loading additional symbol data. 2026-01-14 09:36:05.052 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:36:05.099 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Chart data loading complete. 2026-01-14 09:36:05.720 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:36:05.721 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:36:05.722 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:05.744 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Chart data loading complete. 2026-01-14 09:36:05.894 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:36:05.971 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:36:05.975 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:36:05.978 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:06.111 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:36:07.306 \| HD Request # 77 \| Setting DTC encoding to Binary VLS 2026-01-14 09:36:07.306 \| HD Request # 77 \| Sending historical data logon request message. 2026-01-14 09:36:07.698 \| Opened cached Intraday file: D:\crypto\Data\ESH6.CME.scid. Thread ID: 11112 2026-01-14 09:36:07.733 \| HD Request # 77 \| Requesting Intraday data. Start date-time: 2026-01-14 09:34:24. Record interval: 0. Symbol: NQH26 2026-01-14 09:36:08.146 \| HD Request # 77 \| Decompressing data. 2026-01-14 09:36:08.174 \| HD Request # 77 \| Receiving Intraday data for NQH6.CME starting at 2026-01-14 09:34:24.073000 2026-01-14 09:36:10.314 \| Socket (4) \| CloseSocket call. 2026-01-14 09:36:10.314 \| Socket (4) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:36:10.314 \| Historical data download thread signaled to stop. 2026-01-14 09:36:10.315 \| Socket (4) \| Socket gracefully closed by remote side. 2026-01-14 09:36:10.315 \| Socket (4) \| Closed. 2026-01-14 09:36:10.315 \| HD Request # 77 \| Timestamp of first Intraday data file record written: 2026-01-14 09:34:24.592000. 2026-01-14 09:36:10.316 \| HD Request # 77 \| Received 6214 Intraday data records from 2026-01-14 09:34:24.073000 to 2026-01-14 09:36:06.765000 (102.7 seconds. Delay: 3.6 seconds) and wrote 6191 records for NQH6.CME 2026-01-14 09:36:10.322 \| HD Request # 77 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:36:06.765000 2026-01-14 09:36:10.322 \| Added 21 Time and Sales records to Intraday data file for NQH6.CME after download. 2026-01-14 09:36:10.322 \| HD Request # 77 \| Completion time: 7s. 2026-01-14 09:36:10.322 \| HD Request # 77 \| Intraday data download complete for NQH6.CME. Unique request ID: 1176 2026-01-14 09:36:10.322 \| Removing historical data download ID 1176. 2026-01-14 09:36:10.322 \| Real-time Intraday chart data file updates started for NQH6.CME 2026-01-14 09:36:10.322 \| Intraday chart data file opened for NQH6.CME 2026-01-14 09:36:10.322 \| HD Request # 77 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:36:10.328 \| 2026-01-14 09:36:10.328 \| No download requests in the queue to start downloads for. 2026-01-14 09:36:10.369 \| NQH6.CME [CV][M] 30 Min #18 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:10.369 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:36:10.373 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:10.375 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:36:10.376 \| NQH6.CME [CV][M] 30 Sec #14 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:10.377 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:36:10.479 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:36:10.510 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:36:10.517 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:10.517 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:36:10.517 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:10.518 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:36:10.588 \| NQH6.CME [CV][M] 30 Sec #12 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:10.588 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:36:10.604 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:36:10.614 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Chart data loading complete. 2026-01-14 09:36:10.667 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:10.667 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:36:10.719 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:10.719 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:10.719 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:36:10.719 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:36:10.720 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:36:10.724 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:36:10.885 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:36:10.902 \| NQH6.CME [CV][M] 30 Min #18 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:36:10.904 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:10.904 \| NQH6.CME [CV][M] 30 Min #18 \| Chart data loading complete. 2026-01-14 09:36:10.907 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:36:10.940 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:36:10.979 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:36:11.021 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:36:11.044 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:11.044 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:36:11.045 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:36:11.050 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:36:11.051 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:11.076 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Chart data loading complete. 2026-01-14 09:36:11.228 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:36:11.232 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:36:11.506 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:36:11.541 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:36:11.807 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:36:11.809 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:36:11.810 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:11.838 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Chart data loading complete. 2026-01-14 09:36:11.862 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:36:11.951 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:36:11.957 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:36:12.048 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:36:12.701 \| Opened cached Intraday file: D:\crypto\Data\NQH6.CME.scid. Thread ID: 11112 2026-01-14 09:36:33.214 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:36:33.214 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:36:33.214 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:36:33.214 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:36:33.257 \| NTP Client \| Received Packet \| RoundTripDelay=0.04398775100708008, SystemClockOffset=-0.026088476181030273 2026-01-14 09:36:33.388 \| NTP Client \| Received Packet \| RoundTripDelay=0.17399883270263672, SystemClockOffset=-0.02329397201538086 2026-01-14 09:36:33.441 \| NTP Client \| Received Packet \| RoundTripDelay=0.2265610694885254, SystemClockOffset=-0.048377275466918945 2026-01-14 09:36:33.442 \| NTP Client \| Received Packet \| RoundTripDelay=0.22895383834838867, SystemClockOffset=-0.04101967811584473 2026-01-14 09:36:34.173 \| NTP Client \| Performed system clock adjustment of -33554.0771484375 microseconds. 2026-01-14 09:36:39.383 \| NTP Client \| Restarting NTP client. 2026-01-14 09:36:39.383 \| NTP Client \| Stop NTP Client. 2026-01-14 09:36:39.383 \| NTPClient (5) \| CloseSocket call. 2026-01-14 09:36:39.383 \| NTPClient (6) \| CloseSocket call. 2026-01-14 09:36:39.383 \| NTPClient (7) \| CloseSocket call. 2026-01-14 09:36:39.383 \| NTPClient (8) \| CloseSocket call. 2026-01-14 09:36:39.383 \| NTPClient (5) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:36:39.383 \| NTPClient (5) \| Closed. 2026-01-14 09:36:39.383 \| NTPClient (6) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:36:39.383 \| NTPClient (6) \| Closed. 2026-01-14 09:36:39.383 \| NTPClient (7) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:36:39.383 \| NTPClient (7) \| Closed. 2026-01-14 09:36:39.383 \| NTPClient (8) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:36:39.383 \| NTPClient (8) \| Closed. 2026-01-14 09:36:39.383 \| NTPClient (5) \| Socket gracefully closed by remote side. 2026-01-14 09:36:39.383 \| NTPClient (6) \| Socket gracefully closed by remote side. 2026-01-14 09:36:39.383 \| NTPClient (7) \| Socket gracefully closed by remote side. 2026-01-14 09:36:39.384 \| NTPClient (8) \| Socket gracefully closed by remote side. 2026-01-14 09:36:39.386 \| NTP Client \| Service successfully started. 2026-01-14 09:36:39.388 \| NTPClient (4) \| Creating socket. 2026-01-14 09:36:39.388 \| NTPClient (4) \| New receive buffer size: 0 2026-01-14 09:36:39.388 \| NTPClient (4) \| Connecting to IP: 139.199.215.251. 2026-01-14 09:36:39.389 \| NTPClient (5) \| Creating socket. 2026-01-14 09:36:39.389 \| NTPClient (5) \| New receive buffer size: 0 2026-01-14 09:36:39.389 \| NTPClient (5) \| Connecting to IP: 193.182.111.12. 2026-01-14 09:36:39.391 \| NTPClient (6) \| Creating socket. 2026-01-14 09:36:39.391 \| NTPClient (6) \| New receive buffer size: 0 2026-01-14 09:36:39.391 \| NTPClient (6) \| Connecting to IP: 185.209.85.222. 2026-01-14 09:36:39.393 \| NTPClient (7) \| Creating socket. 2026-01-14 09:36:39.393 \| NTPClient (7) \| New receive buffer size: 0 2026-01-14 09:36:39.393 \| NTPClient (7) \| Connecting to IP: 210.28.130.4. 2026-01-14 09:37:03.402 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:37:03.402 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:37:03.402 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:37:03.402 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:37:03.415 \| NTP Client \| Received Packet \| RoundTripDelay=0.012980937957763672, SystemClockOffset=-0.008643865585327148 2026-01-14 09:37:03.435 \| NTP Client \| Received Packet \| RoundTripDelay=0.03198385238647461, SystemClockOffset=-0.008454561233520508 2026-01-14 09:37:03.544 \| NTP Client \| Received Packet \| RoundTripDelay=0.14151382446289062, SystemClockOffset=-0.0038738250732421875 2026-01-14 09:37:03.674 \| NTP Client \| Received Packet \| RoundTripDelay=0.2709980010986328, SystemClockOffset=0.0033292770385742188 2026-01-14 09:37:04.398 \| NTP Client \| Performed system clock adjustment of -6164.193153381348 microseconds. 2026-01-14 09:37:09.011 \| File >> Disconnect selected. 2026-01-14 09:37:09.019 \| Rithmic Direct - DTC \| Waiting for socket receive thread to end 2026-01-14 09:37:09.020 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:37:09.020 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:09.020 \| Denali Data Feed (Market Orders Data) \| Waiting for socket receive thread to end 2026-01-14 09:37:09.020 \| DTC Client socket (9) \| CloseSocket call. 2026-01-14 09:37:09.020 \| DTC Client socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:09.020 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:37:09.020 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:37:09.021 \| DTC Client socket (1) \| Closed. 2026-01-14 09:37:09.021 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:37:09.021 \| DTC Client socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:37:09.021 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:37:09.021 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:37:09.021 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:37:09.021 \| DTC Client socket (9) \| Closed. 2026-01-14 09:37:09.021 \| DTC Client socket (3) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:09.021 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:37:09.021 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:09.021 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:37:09.021 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:37:09.022 \| DTC Client socket (3) \| Socket gracefully closed by remote side. 2026-01-14 09:37:09.022 \| DTC Client socket (3) \| Closed. 2026-01-14 09:37:09.022 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:37:09.022 \| DTC Client socket (2) \| Closed. 2026-01-14 09:37:09.913 \| 2026-01-14 09:37:09.913 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:37:09.913 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:37:09.913 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:37:09.916 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2026-01-14 09:37:09.916 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:37:09.916 \| DTC Client socket (1) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:37:09.920 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:37:09.920 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:37:09.920 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:37:09.920 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:37:11.471 \| Rithmic Direct - DTC \| Received logon response. 2026-01-14 09:37:11.471 \| Rithmic Direct - DTC \| Server Name: . 2026-01-14 09:37:11.471 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:37:11.471 \| Rithmic Direct - DTC \| Successfully connected. 2026-01-14 09:37:11.471 \| Rithmic Direct - DTC \| Trading is supported. 2026-01-14 09:37:11.471 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2026-01-14 09:37:11.471 \| Rithmic Direct - DTC \| OCO Orders supported. 2026-01-14 09:37:11.471 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2026-01-14 09:37:11.471 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2026-01-14 09:37:11.471 \| Rithmic Direct - DTC \| Connection to server complete. 2026-01-14 09:37:11.472 \| No download requests in the queue to start downloads for. 2026-01-14 09:37:11.473 \| Using Bid/Ask average for last trade price for VOLX 2026-01-14 09:37:11.473 \| Using symbol data fast lookup vector 2026-01-14 09:37:11.473 \| SC Data with Depth \| Starting real-time market data updates for: VOLX. ID: 1 Service code: fxcm 2026-01-14 09:37:11.473 \| SC Data with Depth \| Connecting to the server ds12.sierracharts.com. Port 10048 2026-01-14 09:37:11.473 \| SC Data with Depth \| Requesting security definition data for: VOLX. ID: 1 2026-01-14 09:37:11.473 \| Added historical Intraday data request for VOLX to the queue. 2026-01-14 09:37:11.473 \| Intraday data recording state for symbol VOLX is set to download 'Pending'. 2026-01-14 09:37:11.473 \| Triggering next historical data download in queue. 2026-01-14 09:37:11.473 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Started historical data download for additional symbol VOLX. Download ID: 1307 2026-01-14 09:37:11.474 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:37:11.474 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:37:11.474 \| DTC Client socket (2) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:37:11.477 \| SC Data with Depth \| Starting real-time market data updates for: TICK-NYSE. ID: 2 Service code: statscalc 2026-01-14 09:37:11.477 \| SC Data with Depth \| Requesting security definition data for: TICK-NYSE. ID: 2 2026-01-14 09:37:11.477 \| Added historical Intraday data request for TICK-NYSE to the queue. 2026-01-14 09:37:11.477 \| Intraday data recording state for symbol TICK-NYSE is set to download 'Pending'. 2026-01-14 09:37:11.477 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TICK-NYSE. Download ID: 1308 2026-01-14 09:37:11.477 \| SC Data with Depth \| Starting real-time market data updates for: NISS-NYSE. ID: 3 Service code: statscalc 2026-01-14 09:37:11.477 \| SC Data with Depth \| Requesting security definition data for: NISS-NYSE. ID: 3 2026-01-14 09:37:11.477 \| Added historical Intraday data request for NISS-NYSE to the queue. 2026-01-14 09:37:11.477 \| Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. 2026-01-14 09:37:11.477 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol NISS-NYSE. Download ID: 1309 2026-01-14 09:37:11.477 \| SC Data with Depth \| Starting real-time market data updates for: TRIN-NYSE. ID: 4 Service code: statscalc 2026-01-14 09:37:11.477 \| SC Data with Depth \| Requesting security definition data for: TRIN-NYSE. ID: 4 2026-01-14 09:37:11.477 \| Added historical Intraday data request for TRIN-NYSE to the queue. 2026-01-14 09:37:11.477 \| Intraday data recording state for symbol TRIN-NYSE is set to download 'Pending'. 2026-01-14 09:37:11.477 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TRIN-NYSE. Download ID: 1310 2026-01-14 09:37:11.479 \| Delaying start of download for VOLX. 2026-01-14 09:37:11.479 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:37:11.479 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:37:11.480 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:37:11.511 \| Mapping NQH6.CME to NQH26. Service code: cme 2026-01-14 09:37:11.511 \| Denali Data Feed \| Starting real-time market data updates for: NQH6.CME (NQH26). ID: 5 Service code: cme 2026-01-14 09:37:11.512 \| Denali Data Feed \| Connecting to the server ds32-2.sierracharts.com. Port 10048 2026-01-14 09:37:11.512 \| Denali Data Feed \| Requesting security definition data for: NQH6.CME (NQH26). ID: 5 2026-01-14 09:37:11.512 \| Mapping MNQH6.CME to MNQH26. Service code: cme 2026-01-14 09:37:11.512 \| Denali Data Feed \| Starting real-time market data updates for: MNQH6.CME (MNQH26). ID: 6 Service code: cme 2026-01-14 09:37:11.512 \| Denali Data Feed \| Requesting security definition data for: MNQH6.CME (MNQH26). ID: 6 2026-01-14 09:37:11.512 \| Added historical Intraday data request for NQH6.CME to the queue. 2026-01-14 09:37:11.512 \| Intraday data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:37:11.512 \| Triggering next historical data download in queue. 2026-01-14 09:37:11.514 \| DTC Client socket (3) \| Creating socket. 2026-01-14 09:37:11.514 \| DTC Client socket (3) \| New receive buffer size: 0 2026-01-14 09:37:11.514 \| DTC Client socket (3) \| Connecting to IP: 69.39.70.249. 2026-01-14 09:37:11.526 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:37:11.526 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:37:11.526 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:37:11.574 \| Mapping ESH6.CME to ESH26. Service code: cme 2026-01-14 09:37:11.574 \| Denali Data Feed \| Starting real-time market data updates for: ESH6.CME (ESH26). ID: 7 Service code: cme 2026-01-14 09:37:11.574 \| Denali Data Feed \| Requesting security definition data for: ESH6.CME (ESH26). ID: 7 2026-01-14 09:37:11.574 \| Mapping MESH6.CME to MESH26. Service code: cme 2026-01-14 09:37:11.574 \| Denali Data Feed \| Starting real-time market data updates for: MESH6.CME (MESH26). ID: 8 Service code: cme 2026-01-14 09:37:11.574 \| Denali Data Feed \| Requesting security definition data for: MESH6.CME (MESH26). ID: 8 2026-01-14 09:37:11.574 \| Added historical Intraday data request for ESH6.CME to the queue. 2026-01-14 09:37:11.574 \| Intraday data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:37:11.574 \| Triggering next historical data download in queue. 2026-01-14 09:37:11.618 \| Mapping RTYH6.CME to RTYH26. Service code: cme 2026-01-14 09:37:11.618 \| Denali Data Feed \| Starting real-time market data updates for: RTYH6.CME (RTYH26). ID: 9 Service code: cme 2026-01-14 09:37:11.618 \| Denali Data Feed \| Requesting security definition data for: RTYH6.CME (RTYH26). ID: 9 2026-01-14 09:37:11.618 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:37:11.618 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:37:11.618 \| Triggering next historical data download in queue. 2026-01-14 09:37:12.507 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:12.507 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:37:12.507 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:12.507 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:37:13.316 \| SC Data with Depth \| Received logon response. 2026-01-14 09:37:13.316 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:37:13.316 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:37:13.316 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:37:13.316 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:37:13.316 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:37:13.316 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:37:13.316 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:37:13.316 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:37:13.316 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:37:13.557 \| Denali Data Feed \| Received logon response. 2026-01-14 09:37:13.557 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:37:13.557 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:37:13.557 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:37:13.557 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:37:13.557 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:37:13.557 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26 2026-01-14 09:37:13.557 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:37:13.557 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:37:13.557 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26 2026-01-14 09:37:13.557 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:37:14.512 \| Added historical Market Depth data request for ESH6.CME to the queue. 2026-01-14 09:37:14.512 \| Market depth data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:37:14.512 \| Triggering next historical data download in queue. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Added historical Market Depth data request for NQH6.CME to the queue. 2026-01-14 09:37:14.512 \| Market depth data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:37:14.512 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:37:14.512 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:37:14.512 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:37:14.512 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:37:14.512 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:37:14.512 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:37:14.512 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:37:14.512 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:37:14.512 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.512 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:37:14.513 \| HD Request # 78 \| Downloading Market Depth data for ESH6.CME. Service: cme.marketdepth. 2026-01-14 09:37:14.513 \| HD Request # 78 \| Download start date-time: 2026-01-14 09:37:09.020411. 2026-01-14 09:37:14.513 \| HD Request # 78 \| Using server: ds26.sierracharts.com port 10150 2026-01-14 09:37:14.513 \| Socket (8) \| Creating socket. 2026-01-14 09:37:14.513 \| Socket (8) \| New receive buffer size: 0 2026-01-14 09:37:14.513 \| Socket (8) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:37:14.691 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:37:14.691 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:37:14.691 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:37:14.691 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:37:14.691 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:37:14.691 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:37:14.691 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:37:14.691 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:37:15.201 \| HD Request # 78 \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:15.201 \| HD Request # 78 \| Sending historical data logon request message. 2026-01-14 09:37:15.577 \| HD Request # 78 \| Requesting market depth data. Start date-time: 2026-01-14 09:37:09. Symbol: ESH26 2026-01-14 09:37:15.880 \| HD Request # 78 \| Decompressing data. 2026-01-14 09:37:15.885 \| HD Request # 78 \| Receiving market depth data for ESH6.CME starting at 2026-01-14 09:37:09.021000 2026-01-14 09:37:16.298 \| Socket (8) \| CloseSocket call. 2026-01-14 09:37:16.298 \| Socket (8) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:16.299 \| Socket (8) \| Socket gracefully closed by remote side. 2026-01-14 09:37:16.299 \| Socket (8) \| Closed. 2026-01-14 09:37:16.371 \| Historical data download thread signaled to stop. 2026-01-14 09:37:16.371 \| HD Request # 78 \| Timestamp of first market depth data file record written: 2026-01-14 09:37:09.021000. 2026-01-14 09:37:16.371 \| HD Request # 78 \| Received 6529 Market Depth data records from 2026-01-14 09:37:09.021000 to 2026-01-14 09:37:14.815000 (5.8 seconds. Delay: 1.6 seconds) and wrote 6529 records for ESH6.CME 2026-01-14 09:37:16.371 \| HD Request # 78 \| Completion time: 2s. 2026-01-14 09:37:16.371 \| HD Request # 78 \| Market Depth data download complete for ESH6.CME. Unique request ID: 1314 2026-01-14 09:37:16.371 \| Removing historical data download ID 1314. 2026-01-14 09:37:16.371 \| Real-time market depth file updates started for ESH6.CME 2026-01-14 09:37:16.378 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:37:16.378 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:16.378 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:16.378 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:16.378 \| ESH6.CME [CV][M] 30 Sec #6 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:16.378 \| ESH6.CME [CV][M] 30 Sec #5 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:16.378 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:16.378 \| ESH6.CME [CV][M] 30 Min #17 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:16.378 \| 2026-01-14 09:37:16.378 \| Triggering next historical data download in queue. 2026-01-14 09:37:16.378 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:37:16.381 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Waiting for historical downloads to complete with the IDs: 1312, 2026-01-14 09:37:16.395 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:37:16.395 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:37:16.406 \| ESH6.CME [CV][M] 30 Sec #6 \| Waiting for historical downloads to complete with the IDs: 1312, 2026-01-14 09:37:16.420 \| HD Request # 79 \| Downloading Market Depth data for NQH6.CME. Service: cme.marketdepth. 2026-01-14 09:37:16.420 \| HD Request # 79 \| Download start date-time: 2026-01-14 09:37:09.020562. 2026-01-14 09:37:16.420 \| HD Request # 79 \| Using server: ds28.sierracharts.com port 10149 2026-01-14 09:37:16.420 \| Socket (8) \| Creating socket. 2026-01-14 09:37:16.421 \| Socket (8) \| New receive buffer size: 0 2026-01-14 09:37:16.421 \| Socket (8) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:37:16.424 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:37:16.427 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Waiting for historical downloads to complete with the IDs: 1312, 2026-01-14 09:37:16.429 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:37:16.440 \| ESH6.CME [CV][M] 30 Min #17 \| Waiting for historical downloads to complete with the IDs: 1312, 2026-01-14 09:37:16.441 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:37:16.451 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Waiting for historical downloads to complete with the IDs: 1312, 2026-01-14 09:37:16.512 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:37:16.515 \| ESH6.CME [CV][M] 30 Sec #5 \| Waiting for historical downloads to complete with the IDs: 1312, 2026-01-14 09:37:16.515 \| Requesting market depth updates for: ESH6.CME if supported. NumLevels=120 2026-01-14 09:37:16.516 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds32-2.sierracharts.com. Port 10060 2026-01-14 09:37:16.516 \| Requesting market depth updates for: NQH6.CME if supported. NumLevels=120 2026-01-14 09:37:16.516 \| DTC Client socket (9) \| Creating socket. 2026-01-14 09:37:16.516 \| DTC Client socket (9) \| New receive buffer size: 0 2026-01-14 09:37:16.516 \| DTC Client socket (9) \| Connecting to IP: 69.39.70.249. 2026-01-14 09:37:16.547 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:37:16.547 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:37:16.547 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:37:16.685 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:37:16.688 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Waiting for historical downloads to complete with the IDs: 1312, 2026-01-14 09:37:17.177 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:37:17.177 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:37:17.303 \| HD Request # 79 \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:17.303 \| HD Request # 79 \| Sending historical data logon request message. 2026-01-14 09:37:17.671 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:17.671 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:37:17.978 \| HD Request # 79 \| Requesting market depth data. Start date-time: 2026-01-14 09:37:09. Symbol: NQH26 2026-01-14 09:37:18.748 \| HD Request # 79 \| Decompressing data. 2026-01-14 09:37:18.760 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:37:18.760 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:37:18.760 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:37:18.760 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:37:18.760 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:37:18.760 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:37:18.760 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:37:18.760 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:37:18.760 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:37:18.760 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:37:19.575 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: ESH6.CME. Market orders request not authorized. 2026-01-14 09:37:19.575 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQH6.CME. Market orders request not authorized. 2026-01-14 09:37:19.791 \| HD Request # 80 \| Downloading Intraday chart data for VOLX to the file VOLX.scid. Service: fxcm 2026-01-14 09:37:19.791 \| HD Request # 80 \| Download start date-time: 2026-01-14 09:37:08.000000. File last date-time: 2026-01-14 09:37:08.143000 2026-01-14 09:37:19.792 \| HD Request # 80 \| Using server: ds12.sierracharts.com port 10149 2026-01-14 09:37:19.792 \| Socket (10) \| Creating socket. 2026-01-14 09:37:19.792 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:37:19.792 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:37:20.225 \| HD Request # 79 \| Receiving market depth data for NQH6.CME starting at 2026-01-14 09:37:09.021000 2026-01-14 09:37:20.410 \| HD Request # 80 \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:20.410 \| HD Request # 80 \| Sending historical data logon request message. 2026-01-14 09:37:20.760 \| HD Request # 80 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:08. Record interval: 0. Symbol: VOLX 2026-01-14 09:37:21.043 \| HD Request # 80 \| Decompressing data. 2026-01-14 09:37:21.284 \| HD Request # 80 \| Receiving Intraday data for VOLX starting at 2026-01-14 09:37:08.143000 2026-01-14 09:37:21.285 \| Socket (10) \| CloseSocket call. 2026-01-14 09:37:21.285 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:21.285 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:37:21.285 \| Socket (10) \| Closed. 2026-01-14 09:37:21.341 \| Historical data download thread signaled to stop. 2026-01-14 09:37:21.342 \| HD Request # 80 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:09.870000. 2026-01-14 09:37:21.342 \| HD Request # 80 \| Received 10 Intraday data records from 2026-01-14 09:37:08.143000 to 2026-01-14 09:37:20.017000 (11.9 seconds. Delay: 1.3 seconds) and wrote 9 records for VOLX 2026-01-14 09:37:21.351 \| HD Request # 80 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:37:20.017000 2026-01-14 09:37:21.351 \| HD Request # 80 \| Completion time: 2s. 2026-01-14 09:37:21.351 \| HD Request # 80 \| Intraday data download complete for VOLX. Unique request ID: 1307 2026-01-14 09:37:21.351 \| Removing historical data download ID 1307. 2026-01-14 09:37:21.352 \| Real-time Intraday chart data file updates started for VOLX 2026-01-14 09:37:21.352 \| Intraday chart data file opened for VOLX 2026-01-14 09:37:21.352 \| HD Request # 80 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:37:21.352 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Historical data download for additional symbol VOLX with ID 1307 has completed. 2026-01-14 09:37:21.352 \| 2026-01-14 09:37:21.352 \| Triggering next historical data download in queue. 2026-01-14 09:37:21.380 \| HD Request # 81 \| Downloading Intraday chart data for TICK-NYSE to the file TICK-NYSE.scid. Service: statscalc 2026-01-14 09:37:21.380 \| HD Request # 81 \| Download start date-time: 2026-01-14 09:37:08.000000. File last date-time: 2026-01-14 09:37:08.210001 2026-01-14 09:37:21.380 \| HD Request # 81 \| Using server: ds4.sierracharts.com port 10150 2026-01-14 09:37:21.380 \| Socket (10) \| Creating socket. 2026-01-14 09:37:21.380 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:37:21.380 \| Socket (10) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:37:22.176 \| HD Request # 81 \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:22.176 \| HD Request # 81 \| Sending historical data logon request message. 2026-01-14 09:37:22.506 \| HD Request # 81 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:08. Record interval: 0. Symbol: TICK-NYSE 2026-01-14 09:37:22.795 \| HD Request # 81 \| Decompressing data. 2026-01-14 09:37:22.831 \| Opened cached Intraday file: D:\crypto\Data\VOLX.scid. Thread ID: 11112 2026-01-14 09:37:23.009 \| HD Request # 81 \| Receiving Intraday data for TICK-NYSE starting at 2026-01-14 09:37:08.000000 2026-01-14 09:37:23.009 \| Socket (10) \| CloseSocket call. 2026-01-14 09:37:23.009 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:23.010 \| Historical data download thread signaled to stop. 2026-01-14 09:37:23.010 \| HD Request # 81 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:09.000000. 2026-01-14 09:37:23.010 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:37:23.010 \| HD Request # 81 \| Received 15 Intraday data records from 2026-01-14 09:37:08.000000 to 2026-01-14 09:37:22.000000 (14.0 seconds. Delay: 1.0 seconds) and wrote 14 records for TICK-NYSE 2026-01-14 09:37:23.010 \| Socket (10) \| Closed. 2026-01-14 09:37:23.018 \| HD Request # 81 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:37:22.000000 2026-01-14 09:37:23.018 \| HD Request # 81 \| Completion time: 2s. 2026-01-14 09:37:23.018 \| HD Request # 81 \| Intraday data download complete for TICK-NYSE. Unique request ID: 1308 2026-01-14 09:37:23.018 \| Removing historical data download ID 1308. 2026-01-14 09:37:23.018 \| Real-time Intraday chart data file updates started for TICK-NYSE 2026-01-14 09:37:23.018 \| Intraday chart data file opened for TICK-NYSE 2026-01-14 09:37:23.018 \| HD Request # 81 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:37:23.018 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TICK-NYSE with ID 1308 has completed. 2026-01-14 09:37:23.018 \| 2026-01-14 09:37:23.018 \| Triggering next historical data download in queue. 2026-01-14 09:37:23.029 \| HD Request # 82 \| Downloading Intraday chart data for NISS-NYSE to the file NISS-NYSE.scid. Service: statscalc 2026-01-14 09:37:23.029 \| HD Request # 82 \| Download start date-time: 2026-01-14 09:37:08.000000. File last date-time: 2026-01-14 09:37:08.210001 2026-01-14 09:37:23.029 \| HD Request # 82 \| Using server: ds12.sierracharts.com port 10149 2026-01-14 09:37:23.029 \| Socket (10) \| Creating socket. 2026-01-14 09:37:23.030 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:37:23.030 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:37:23.764 \| HD Request # 82 \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:23.764 \| HD Request # 82 \| Sending historical data logon request message. 2026-01-14 09:37:24.219 \| HD Request # 82 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:08. Record interval: 0. Symbol: NISS-NYSE 2026-01-14 09:37:24.595 \| HD Request # 82 \| Decompressing data. 2026-01-14 09:37:24.838 \| HD Request # 82 \| Receiving Intraday data for NISS-NYSE starting at 2026-01-14 09:37:08.000000 2026-01-14 09:37:24.839 \| Socket (10) \| CloseSocket call. 2026-01-14 09:37:24.839 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:24.839 \| Historical data download thread signaled to stop. 2026-01-14 09:37:24.839 \| HD Request # 82 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:09.000000. 2026-01-14 09:37:24.839 \| HD Request # 82 \| Received 14 Intraday data records from 2026-01-14 09:37:08.000000 to 2026-01-14 09:37:21.000000 (13.0 seconds. Delay: 3.8 seconds) and wrote 13 records for NISS-NYSE 2026-01-14 09:37:24.839 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:37:24.839 \| Socket (10) \| Closed. 2026-01-14 09:37:24.846 \| HD Request # 82 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:37:21.000000 2026-01-14 09:37:24.847 \| Added 25 Time and Sales records to Intraday data file for NISS-NYSE after download. 2026-01-14 09:37:24.847 \| HD Request # 82 \| Completion time: 1s. 2026-01-14 09:37:24.847 \| HD Request # 82 \| Intraday data download complete for NISS-NYSE. Unique request ID: 1309 2026-01-14 09:37:24.847 \| Removing historical data download ID 1309. 2026-01-14 09:37:24.847 \| Real-time Intraday chart data file updates started for NISS-NYSE 2026-01-14 09:37:24.847 \| Intraday chart data file opened for NISS-NYSE 2026-01-14 09:37:24.847 \| HD Request # 82 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:37:24.847 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol NISS-NYSE with ID 1309 has completed. 2026-01-14 09:37:24.847 \| 2026-01-14 09:37:24.847 \| Triggering next historical data download in queue. 2026-01-14 09:37:24.847 \| HD Request # 83 \| Downloading Intraday chart data for TRIN-NYSE to the file TRIN-NYSE.scid. Service: statscalc 2026-01-14 09:37:24.847 \| HD Request # 83 \| Download start date-time: 2026-01-14 09:37:08.000000. File last date-time: 2026-01-14 09:37:08.210002 2026-01-14 09:37:24.847 \| HD Request # 83 \| Using server: ds4.sierracharts.com port 10150 2026-01-14 09:37:24.847 \| Socket (10) \| Creating socket. 2026-01-14 09:37:24.847 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:37:24.847 \| Socket (10) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:37:25.392 \| HD Request # 83 \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:25.392 \| HD Request # 83 \| Sending historical data logon request message. 2026-01-14 09:37:25.675 \| HD Request # 83 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:08. Record interval: 0. Symbol: TRIN-NYSE 2026-01-14 09:37:26.008 \| HD Request # 83 \| Decompressing data. 2026-01-14 09:37:26.157 \| HD Request # 83 \| Receiving Intraday data for TRIN-NYSE starting at 2026-01-14 09:37:08.000000 2026-01-14 09:37:26.158 \| Socket (10) \| CloseSocket call. 2026-01-14 09:37:26.158 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:26.158 \| Historical data download thread signaled to stop. 2026-01-14 09:37:26.158 \| HD Request # 83 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:09.000000. 2026-01-14 09:37:26.158 \| HD Request # 83 \| Received 17 Intraday data records from 2026-01-14 09:37:08.000000 to 2026-01-14 09:37:24.000000 (16.0 seconds. Delay: 2.2 seconds) and wrote 16 records for TRIN-NYSE 2026-01-14 09:37:26.158 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:37:26.158 \| Socket (10) \| Closed. 2026-01-14 09:37:26.165 \| HD Request # 83 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:37:24.000000 2026-01-14 09:37:26.166 \| Added 20 Time and Sales records to Intraday data file for TRIN-NYSE after download. 2026-01-14 09:37:26.166 \| HD Request # 83 \| Completion time: 2s. 2026-01-14 09:37:26.166 \| HD Request # 83 \| Intraday data download complete for TRIN-NYSE. Unique request ID: 1310 2026-01-14 09:37:26.166 \| Removing historical data download ID 1310. 2026-01-14 09:37:26.166 \| Real-time Intraday chart data file updates started for TRIN-NYSE 2026-01-14 09:37:26.166 \| Intraday chart data file opened for TRIN-NYSE 2026-01-14 09:37:26.166 \| HD Request # 83 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:37:26.166 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TRIN-NYSE with ID 1310 has completed. 2026-01-14 09:37:26.166 \| 2026-01-14 09:37:26.166 \| Triggering next historical data download in queue. 2026-01-14 09:37:26.166 \| HD Request # 84 \| Downloading Intraday chart data for NQH6.CME to the file NQH6.CME.scid. Service: cme 2026-01-14 09:37:26.166 \| HD Request # 84 \| Download start date-time: 2026-01-14 09:37:02.000000. File last date-time: 2026-01-14 09:37:02.823000 2026-01-14 09:37:26.166 \| HD Request # 84 \| Using server: ds32.sierracharts.com port 10149 2026-01-14 09:37:26.166 \| Socket (10) \| Creating socket. 2026-01-14 09:37:26.166 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:37:26.166 \| Socket (10) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:37:27.171 \| HD Request # 84 \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:27.171 \| HD Request # 84 \| Sending historical data logon request message. 2026-01-14 09:37:27.666 \| HD Request # 84 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:02. Record interval: 0. Symbol: NQH26 2026-01-14 09:37:27.840 \| Opened cached Intraday file: D:\crypto\Data\TICK-NYSE.scid. Thread ID: 11112 2026-01-14 09:37:27.840 \| Opened cached Intraday file: D:\crypto\Data\NISS-NYSE.scid. Thread ID: 11112 2026-01-14 09:37:27.840 \| Opened cached Intraday file: D:\crypto\Data\TRIN-NYSE.scid. Thread ID: 11112 2026-01-14 09:37:28.178 \| HD Request # 84 \| Decompressing data. 2026-01-14 09:37:28.532 \| HD Request # 84 \| Receiving Intraday data for NQH6.CME starting at 2026-01-14 09:37:02.058000 2026-01-14 09:37:29.947 \| HTTPS connection ID:11 to downloads.rithmic.com:443 for request ID:11 (11) \| Creating socket. Using TLS 1.2. 2026-01-14 09:37:29.948 \| HTTPS connection ID:11 to downloads.rithmic.com:443 for request ID:11 (11) \| New receive buffer size: 0 2026-01-14 09:37:29.948 \| HTTPS connection ID:11 to downloads.rithmic.com:443 for request ID:11 (11) \| Connecting to IP: 38.79.0.89. 2026-01-14 09:37:30.167 \| Socket (10) \| CloseSocket call. 2026-01-14 09:37:30.167 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:30.168 \| Historical data download thread signaled to stop. 2026-01-14 09:37:30.168 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:37:30.168 \| HD Request # 84 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:02.842000. 2026-01-14 09:37:30.168 \| Socket (10) \| Closed. 2026-01-14 09:37:30.168 \| HD Request # 84 \| Received 1142 Intraday data records from 2026-01-14 09:37:02.058000 to 2026-01-14 09:37:26.678003 (24.6 seconds. Delay: 3.5 seconds) and wrote 1104 records for NQH6.CME 2026-01-14 09:37:30.175 \| HD Request # 84 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:37:26.678003 2026-01-14 09:37:30.175 \| HD Request # 84 \| Completion time: 4s. 2026-01-14 09:37:30.175 \| HD Request # 84 \| Intraday data download complete for NQH6.CME. Unique request ID: 1311 2026-01-14 09:37:30.175 \| Removing historical data download ID 1311. 2026-01-14 09:37:30.175 \| Real-time Intraday chart data file updates started for NQH6.CME 2026-01-14 09:37:30.175 \| Intraday chart data file opened for NQH6.CME 2026-01-14 09:37:30.175 \| HD Request # 84 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:37:30.175 \| 2026-01-14 09:37:30.175 \| Triggering next historical data download in queue. 2026-01-14 09:37:30.175 \| HD Request # 85 \| Downloading Intraday chart data for ESH6.CME to the file ESH6.CME.scid. Service: cme 2026-01-14 09:37:30.175 \| HD Request # 85 \| Download start date-time: 2026-01-14 09:37:02.000000. File last date-time: 2026-01-14 09:37:02.870005 2026-01-14 09:37:30.175 \| HD Request # 85 \| Using server: ds26.sierracharts.com port 10150 2026-01-14 09:37:30.176 \| Socket (10) \| Creating socket. 2026-01-14 09:37:30.176 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:37:30.176 \| Socket (10) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:37:30.179 \| Socket (8) \| CloseSocket call. 2026-01-14 09:37:30.179 \| Socket (8) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:30.180 \| Socket (8) \| Socket gracefully closed by remote side. 2026-01-14 09:37:30.180 \| Socket (8) \| Closed. 2026-01-14 09:37:30.201 \| Historical data download thread signaled to stop. 2026-01-14 09:37:30.201 \| HD Request # 79 \| Timestamp of first market depth data file record written: 2026-01-14 09:37:09.021000. 2026-01-14 09:37:30.201 \| HD Request # 79 \| Received 16628 Market Depth data records from 2026-01-14 09:37:09.021000 to 2026-01-14 09:37:16.471000 (7.5 seconds. Delay: 13.7 seconds) and wrote 16628 records for NQH6.CME 2026-01-14 09:37:30.201 \| HD Request # 79 \| Completion time: 14s. 2026-01-14 09:37:30.201 \| HD Request # 79 \| Market Depth data download complete for NQH6.CME. Unique request ID: 1316 2026-01-14 09:37:30.201 \| Removing historical data download ID 1316. 2026-01-14 09:37:30.201 \| Real-time market depth file updates started for NQH6.CME 2026-01-14 09:37:30.208 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:37:30.208 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:30.208 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:30.208 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:30.208 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:30.208 \| NQH6.CME [CV][M] 30 Sec #14 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:30.208 \| NQH6.CME [CV][M] 30 Sec #12 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:30.208 \| NQH6.CME [CV][M] 30 Min #18 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:37:30.208 \| 2026-01-14 09:37:30.208 \| No download requests in the queue to start downloads for. 2026-01-14 09:37:30.233 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:37:30.314 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:37:30.319 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:37:30.356 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:37:30.385 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:37:30.446 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:37:30.462 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:37:30.545 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:30.545 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:30.545 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:37:30.580 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:30.580 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:37:30.613 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:37:30.649 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:37:30.684 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:37:30.699 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Chart data loading complete. 2026-01-14 09:37:30.707 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:37:30.819 \| NQH6.CME [CV][M] 30 Min #18 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:37:30.820 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:30.820 \| NQH6.CME [CV][M] 30 Min #18 \| Chart data loading complete. 2026-01-14 09:37:30.895 \| HD Request # 85 \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:30.895 \| HD Request # 85 \| Sending historical data logon request message. 2026-01-14 09:37:30.960 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:37:30.965 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:37:30.966 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:30.993 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Chart data loading complete. 2026-01-14 09:37:31.246 \| HD Request # 85 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:02. Record interval: 0. Symbol: ESH26 2026-01-14 09:37:31.488 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:37:31.491 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:37:31.492 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:31.523 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Chart data loading complete. 2026-01-14 09:37:31.623 \| HD Request # 85 \| Decompressing data. 2026-01-14 09:37:31.661 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:37:31.872 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:37:31.877 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:37:31.878 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:31.880 \| HD Request # 85 \| Receiving Intraday data for ESH6.CME starting at 2026-01-14 09:37:02.009000 2026-01-14 09:37:31.881 \| Socket (10) \| CloseSocket call. 2026-01-14 09:37:31.881 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:31.881 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:37:31.881 \| Socket (10) \| Closed. 2026-01-14 09:37:31.904 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:37:31.922 \| Historical data download thread signaled to stop. 2026-01-14 09:37:31.922 \| HD Request # 85 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:02.916000. 2026-01-14 09:37:31.922 \| HD Request # 85 \| Received 1974 Intraday data records from 2026-01-14 09:37:02.009000 to 2026-01-14 09:37:28.893002 (26.9 seconds. Delay: 3.0 seconds) and wrote 1840 records for ESH6.CME 2026-01-14 09:37:31.929 \| HD Request # 85 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:37:28.893002 2026-01-14 09:37:31.929 \| HD Request # 85 \| Completion time: 1s. 2026-01-14 09:37:31.929 \| HD Request # 85 \| Intraday data download complete for ESH6.CME. Unique request ID: 1312 2026-01-14 09:37:31.929 \| Removing historical data download ID 1312. 2026-01-14 09:37:31.929 \| Real-time Intraday chart data file updates started for ESH6.CME 2026-01-14 09:37:31.929 \| Intraday chart data file opened for ESH6.CME 2026-01-14 09:37:31.929 \| HD Request # 85 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:37:31.929 \| 2026-01-14 09:37:31.929 \| Triggering next historical data download in queue. 2026-01-14 09:37:31.929 \| ESH6.CME [CV][M] 30 Sec #6 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:37:31.930 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:37:31.935 \| HD Request # 86 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:37:31.935 \| HD Request # 86 \| Download start date-time: 2026-01-14 09:37:02.000000. File last date-time: 2026-01-14 09:37:02.837001 2026-01-14 09:37:31.935 \| HD Request # 86 \| Using server: ds28.sierracharts.com port 10149 2026-01-14 09:37:31.935 \| Socket (10) \| Creating socket. 2026-01-14 09:37:31.936 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:37:31.936 \| Socket (10) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:37:31.974 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:37:31.975 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:37:32.104 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:32.104 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:37:32.104 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:37:32.105 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:37:32.105 \| ESH6.CME [CV][M] 30 Min #17 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:37:32.105 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:37:32.181 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:37:32.183 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:37:32.227 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:37:32.259 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:37:32.259 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:37:32.322 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:37:32.450 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:37:32.473 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:37:32.484 \| ESH6.CME [CV][M] 30 Sec #5 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:37:32.484 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:37:32.488 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:37:32.609 \| ESH6.CME/MESH6.CME [CV][M] #3 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:37:32.627 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Chart data loading complete. 2026-01-14 09:37:32.727 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:37:32.733 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:37:32.774 \| HD Request # 86 \| Setting DTC encoding to Binary VLS 2026-01-14 09:37:32.774 \| HD Request # 86 \| Sending historical data logon request message. 2026-01-14 09:37:32.796 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:37:32.799 \| + Loading additional symbol data. 2026-01-14 09:37:32.843 \| Opened cached Intraday file: D:\crypto\Data\NQH6.CME.scid. Thread ID: 11112 2026-01-14 09:37:32.843 \| Opened cached Intraday file: D:\crypto\Data\ESH6.CME.scid. Thread ID: 11112 2026-01-14 09:37:32.843 \| + Loading additional symbol data. 2026-01-14 09:37:32.933 \| ESH6.CME [CV][M] 30 Sec #5 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:37:32.935 \| Chart #5 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:32.935 \| Chart #5 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:32.935 \| ESH6.CME [CV][M] 30 Sec #5 \| Chart data loading complete. 2026-01-14 09:37:32.950 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:37:32.955 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:37:32.958 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:32.984 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Chart data loading complete. 2026-01-14 09:37:32.988 \| Chart #5 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:33.061 \| HD Request # 86 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:02. Record interval: 0. Symbol: RTYH26 2026-01-14 09:37:33.246 \| Chart #17 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:33.246 \| ESH6.CME [CV][M] 30 Min #17 \| Chart data loading complete. 2026-01-14 09:37:33.409 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:37:33.409 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:37:33.409 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:37:33.409 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:37:33.427 \| NTP Client \| Received Packet \| RoundTripDelay=0.01798534393310547, SystemClockOffset=-0.019526958465576172 2026-01-14 09:37:33.430 \| HD Request # 86 \| Decompressing data. 2026-01-14 09:37:33.442 \| NTP Client \| Received Packet \| RoundTripDelay=0.031986236572265625, SystemClockOffset=-0.022181034088134766 2026-01-14 09:37:33.525 \| + Loading additional symbol data. 2026-01-14 09:37:33.568 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:37:33.615 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Chart data loading complete. 2026-01-14 09:37:33.682 \| NTP Client \| Received Packet \| RoundTripDelay=0.2729988098144531, SystemClockOffset=-0.011815071105957031 2026-01-14 09:37:33.699 \| HD Request # 86 \| Receiving Intraday data for RTYH6.CME starting at 2026-01-14 09:37:02.018000 2026-01-14 09:37:33.699 \| Socket (10) \| CloseSocket call. 2026-01-14 09:37:33.699 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:33.699 \| Historical data download thread signaled to stop. 2026-01-14 09:37:33.699 \| HD Request # 86 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:02.871000. 2026-01-14 09:37:33.700 \| HD Request # 86 \| Received 384 Intraday data records from 2026-01-14 09:37:02.018000 to 2026-01-14 09:37:32.426001 (30.4 seconds. Delay: 1.3 seconds) and wrote 368 records for RTYH6.CME 2026-01-14 09:37:33.700 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:37:33.700 \| Socket (10) \| Closed. 2026-01-14 09:37:33.708 \| HD Request # 86 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:37:32.426001 2026-01-14 09:37:33.708 \| HD Request # 86 \| Completion time: 2s. 2026-01-14 09:37:33.708 \| HD Request # 86 \| Intraday data download complete for RTYH6.CME. Unique request ID: 1313 2026-01-14 09:37:33.708 \| Removing historical data download ID 1313. 2026-01-14 09:37:33.708 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:37:33.708 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:37:33.708 \| HD Request # 86 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:37:33.708 \| 2026-01-14 09:37:33.708 \| No download requests in the queue to start downloads for. 2026-01-14 09:37:33.890 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:37:33.892 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:37:33.892 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:33.916 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Chart data loading complete. 2026-01-14 09:37:33.916 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:37:33.920 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:37:33.973 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:34.012 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:37:34.303 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:37:34.309 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:37:34.394 \| NTP Client \| Performed system clock adjustment of -19526.958465576172 microseconds. 2026-01-14 09:37:34.422 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:37:37.833 \| Opened cached Intraday file: D:\crypto\Data\RTYH6.CME.scid. Thread ID: 11112 2026-01-14 09:37:49.940 \| HTTPS connection ID:12 to downloads.rithmic.com:443 for request ID:12 (8) \| Creating socket. Using TLS 1.2. 2026-01-14 09:37:49.940 \| HTTPS connection ID:12 to downloads.rithmic.com:443 for request ID:12 (8) \| New receive buffer size: 0 2026-01-14 09:37:49.940 \| HTTPS connection ID:12 to downloads.rithmic.com:443 for request ID:12 (8) \| Connecting to IP: 38.79.0.89. 2026-01-14 09:37:51.363 \| File >> Disconnect selected. 2026-01-14 09:37:51.371 \| Rithmic Direct - DTC \| Waiting for socket receive thread to end 2026-01-14 09:37:51.371 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:37:51.371 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:51.372 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:37:51.372 \| DTC Client socket (1) \| Closed. 2026-01-14 09:37:51.372 \| Denali Data Feed (Market Orders Data) \| Waiting for socket receive thread to end 2026-01-14 09:37:51.373 \| DTC Client socket (9) \| CloseSocket call. 2026-01-14 09:37:51.373 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:37:51.373 \| DTC Client socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:51.373 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:37:51.373 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:37:51.373 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:37:51.373 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:37:51.373 \| DTC Client socket (3) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:51.373 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:37:51.373 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:37:51.373 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:37:51.373 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:37:51.374 \| DTC Client socket (3) \| Socket gracefully closed by remote side. 2026-01-14 09:37:51.374 \| DTC Client socket (3) \| Closed. 2026-01-14 09:37:51.376 \| DTC Client socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:37:51.376 \| DTC Client socket (9) \| Closed. 2026-01-14 09:37:51.377 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:37:51.377 \| DTC Client socket (2) \| Closed. 2026-01-14 09:37:52.267 \| 2026-01-14 09:37:52.267 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:37:52.267 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:37:52.267 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:37:52.268 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2026-01-14 09:37:52.268 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:37:52.268 \| DTC Client socket (1) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:37:52.273 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:37:52.273 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:37:52.273 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:37:52.273 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:38:00.850 \| Rithmic Direct - DTC \| Received logon response. 2026-01-14 09:38:00.850 \| Rithmic Direct - DTC \| Server Name: . 2026-01-14 09:38:00.850 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:38:00.850 \| Rithmic Direct - DTC \| Successfully connected. 2026-01-14 09:38:00.850 \| Rithmic Direct - DTC \| Trading is supported. 2026-01-14 09:38:00.850 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2026-01-14 09:38:00.850 \| Rithmic Direct - DTC \| OCO Orders supported. 2026-01-14 09:38:00.850 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2026-01-14 09:38:00.850 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2026-01-14 09:38:00.850 \| Rithmic Direct - DTC \| Connection to server complete. 2026-01-14 09:38:00.850 \| No download requests in the queue to start downloads for. 2026-01-14 09:38:00.852 \| Using Bid/Ask average for last trade price for VOLX 2026-01-14 09:38:00.852 \| Using symbol data fast lookup vector 2026-01-14 09:38:00.852 \| SC Data with Depth \| Starting real-time market data updates for: VOLX. ID: 1 Service code: fxcm 2026-01-14 09:38:00.852 \| SC Data with Depth \| Connecting to the server ds4.sierracharts.com. Port 443 2026-01-14 09:38:00.852 \| SC Data with Depth \| Requesting security definition data for: VOLX. ID: 1 2026-01-14 09:38:00.852 \| Added historical Intraday data request for VOLX to the queue. 2026-01-14 09:38:00.852 \| Intraday data recording state for symbol VOLX is set to download 'Pending'. 2026-01-14 09:38:00.852 \| Triggering next historical data download in queue. 2026-01-14 09:38:00.852 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Started historical data download for additional symbol VOLX. Download ID: 1612 2026-01-14 09:38:00.852 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:38:00.852 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:38:00.852 \| DTC Client socket (2) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:38:00.855 \| SC Data with Depth \| Starting real-time market data updates for: TICK-NYSE. ID: 2 Service code: statscalc 2026-01-14 09:38:00.855 \| SC Data with Depth \| Requesting security definition data for: TICK-NYSE. ID: 2 2026-01-14 09:38:00.855 \| Added historical Intraday data request for TICK-NYSE to the queue. 2026-01-14 09:38:00.855 \| Intraday data recording state for symbol TICK-NYSE is set to download 'Pending'. 2026-01-14 09:38:00.855 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TICK-NYSE. Download ID: 1613 2026-01-14 09:38:00.855 \| SC Data with Depth \| Starting real-time market data updates for: NISS-NYSE. ID: 3 Service code: statscalc 2026-01-14 09:38:00.855 \| SC Data with Depth \| Requesting security definition data for: NISS-NYSE. ID: 3 2026-01-14 09:38:00.855 \| Added historical Intraday data request for NISS-NYSE to the queue. 2026-01-14 09:38:00.855 \| Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. 2026-01-14 09:38:00.855 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol NISS-NYSE. Download ID: 1614 2026-01-14 09:38:00.855 \| SC Data with Depth \| Starting real-time market data updates for: TRIN-NYSE. ID: 4 Service code: statscalc 2026-01-14 09:38:00.855 \| SC Data with Depth \| Requesting security definition data for: TRIN-NYSE. ID: 4 2026-01-14 09:38:00.855 \| Added historical Intraday data request for TRIN-NYSE to the queue. 2026-01-14 09:38:00.855 \| Intraday data recording state for symbol TRIN-NYSE is set to download 'Pending'. 2026-01-14 09:38:00.855 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TRIN-NYSE. Download ID: 1615 2026-01-14 09:38:00.858 \| Delaying start of download for VOLX. 2026-01-14 09:38:00.858 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:38:00.858 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:38:00.858 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:38:00.879 \| Mapping NQH6.CME to NQH26. Service code: cme 2026-01-14 09:38:00.879 \| Denali Data Feed \| Starting real-time market data updates for: NQH6.CME (NQH26). ID: 5 Service code: cme 2026-01-14 09:38:00.879 \| Denali Data Feed \| Connecting to the server ds25.sierracharts.com. Port 443 2026-01-14 09:38:00.879 \| Denali Data Feed \| Requesting security definition data for: NQH6.CME (NQH26). ID: 5 2026-01-14 09:38:00.879 \| Added historical Intraday data request for NQH6.CME to the queue. 2026-01-14 09:38:00.879 \| Intraday data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:38:00.879 \| Triggering next historical data download in queue. 2026-01-14 09:38:00.879 \| Mapping MNQH6.CME to MNQH26. Service code: cme 2026-01-14 09:38:00.879 \| Denali Data Feed \| Starting real-time market data updates for: MNQH6.CME (MNQH26). ID: 6 Service code: cme 2026-01-14 09:38:00.879 \| Denali Data Feed \| Requesting security definition data for: MNQH6.CME (MNQH26). ID: 6 2026-01-14 09:38:00.881 \| DTC Client socket (3) \| Creating socket. 2026-01-14 09:38:00.881 \| DTC Client socket (3) \| New receive buffer size: 0 2026-01-14 09:38:00.881 \| DTC Client socket (3) \| Connecting to IP: 64.152.155.20. 2026-01-14 09:38:00.891 \| Mapping ESH6.CME to ESH26. Service code: cme 2026-01-14 09:38:00.891 \| Denali Data Feed \| Starting real-time market data updates for: ESH6.CME (ESH26). ID: 7 Service code: cme 2026-01-14 09:38:00.891 \| Denali Data Feed \| Requesting security definition data for: ESH6.CME (ESH26). ID: 7 2026-01-14 09:38:00.891 \| Added historical Intraday data request for ESH6.CME to the queue. 2026-01-14 09:38:00.891 \| Intraday data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:38:00.891 \| Mapping MESH6.CME to MESH26. Service code: cme 2026-01-14 09:38:00.891 \| Denali Data Feed \| Starting real-time market data updates for: MESH6.CME (MESH26). ID: 8 Service code: cme 2026-01-14 09:38:00.891 \| Denali Data Feed \| Requesting security definition data for: MESH6.CME (MESH26). ID: 8 2026-01-14 09:38:00.902 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:38:00.902 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:38:00.902 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:38:01.120 \| Mapping RTYH6.CME to RTYH26. Service code: cme 2026-01-14 09:38:01.120 \| Denali Data Feed \| Starting real-time market data updates for: RTYH6.CME (RTYH26). ID: 9 Service code: cme 2026-01-14 09:38:01.120 \| Denali Data Feed \| Requesting security definition data for: RTYH6.CME (RTYH26). ID: 9 2026-01-14 09:38:01.120 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:38:01.120 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:38:01.120 \| Triggering next historical data download in queue. 2026-01-14 09:38:01.897 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:01.897 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:38:02.941 \| Denali Data Feed \| Received logon response. 2026-01-14 09:38:02.941 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:38:02.941 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:38:02.941 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:38:02.941 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:38:02.941 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:38:02.941 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26 2026-01-14 09:38:02.941 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:38:02.941 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:38:02.941 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26 2026-01-14 09:38:02.941 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:38:03.408 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:38:03.408 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:38:03.408 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:38:03.408 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:38:03.419 \| NTP Client \| Received Packet \| RoundTripDelay=0.01098489761352539, SystemClockOffset=-0.023823022842407227 2026-01-14 09:38:03.446 \| NTP Client \| Received Packet \| RoundTripDelay=0.03695201873779297, SystemClockOffset=-0.021344661712646484 2026-01-14 09:38:03.690 \| NTP Client \| Received Packet \| RoundTripDelay=0.28099822998046875, SystemClockOffset=-0.016845226287841797 2026-01-14 09:38:03.938 \| Added historical Market Depth data request for ESH6.CME to the queue. 2026-01-14 09:38:03.938 \| Market depth data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:38:03.938 \| Triggering next historical data download in queue. 2026-01-14 09:38:03.938 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Added historical Market Depth data request for NQH6.CME to the queue. 2026-01-14 09:38:03.939 \| Market depth data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.939 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:38:03.940 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:38:03.940 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:38:03.940 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:38:03.940 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:38:03.940 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:38:03.940 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:38:03.940 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:38:03.940 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:38:03.940 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.940 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.941 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.942 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.943 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:38:03.944 \| HD Request # 87 \| Downloading Market Depth data for ESH6.CME. Service: cme.marketdepth. 2026-01-14 09:38:03.944 \| HD Request # 87 \| Download start date-time: 2026-01-14 09:37:51.372741. 2026-01-14 09:38:03.944 \| HD Request # 87 \| Using server: ds32.sierracharts.com port 10150 2026-01-14 09:38:03.944 \| Socket (9) \| Creating socket. 2026-01-14 09:38:03.944 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:38:03.944 \| Socket (9) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:38:04.388 \| NTP Client \| Performed system clock adjustment of -21344.661712646484 microseconds. 2026-01-14 09:38:04.452 \| HD Request # 87 \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:04.452 \| HD Request # 87 \| Sending historical data logon request message. 2026-01-14 09:38:04.882 \| HD Request # 87 \| Requesting market depth data. Start date-time: 2026-01-14 09:37:51. Symbol: ESH26 2026-01-14 09:38:05.179 \| HD Request # 87 \| Decompressing data. 2026-01-14 09:38:05.196 \| HD Request # 87 \| Receiving market depth data for ESH6.CME starting at 2026-01-14 09:37:51.374000 2026-01-14 09:38:05.599 \| Socket (9) \| CloseSocket call. 2026-01-14 09:38:05.599 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:05.600 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:38:05.600 \| Socket (9) \| Closed. 2026-01-14 09:38:05.617 \| Historical data download thread signaled to stop. 2026-01-14 09:38:05.617 \| HD Request # 87 \| Timestamp of first market depth data file record written: 2026-01-14 09:37:51.374000. 2026-01-14 09:38:05.617 \| HD Request # 87 \| Received 10123 Market Depth data records from 2026-01-14 09:37:51.374000 to 2026-01-14 09:38:01.634000 (10.3 seconds. Delay: 4.0 seconds) and wrote 10123 records for ESH6.CME 2026-01-14 09:38:05.617 \| HD Request # 87 \| Completion time: 2s. 2026-01-14 09:38:05.617 \| HD Request # 87 \| Market Depth data download complete for ESH6.CME. Unique request ID: 1619 2026-01-14 09:38:05.617 \| Removing historical data download ID 1619. 2026-01-14 09:38:05.617 \| Real-time market depth file updates started for ESH6.CME 2026-01-14 09:38:05.623 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:38:05.623 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:05.623 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:05.623 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:05.623 \| ESH6.CME [CV][M] 30 Sec #6 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:05.624 \| ESH6.CME [CV][M] 30 Sec #5 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:05.624 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:05.624 \| ESH6.CME [CV][M] 30 Min #17 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:05.624 \| 2026-01-14 09:38:05.624 \| Triggering next historical data download in queue. 2026-01-14 09:38:05.679 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:38:05.682 \| ESH6.CME [CV][M] 30 Sec #5 \| Waiting for historical downloads to complete with the IDs: 1617, 2026-01-14 09:38:05.682 \| HD Request # 88 \| Downloading Market Depth data for NQH6.CME. Service: cme.marketdepth. 2026-01-14 09:38:05.682 \| HD Request # 88 \| Download start date-time: 2026-01-14 09:37:51.371567. 2026-01-14 09:38:05.682 \| HD Request # 88 \| Using server: ds26.sierracharts.com port 10149 2026-01-14 09:38:05.682 \| Socket (9) \| Creating socket. 2026-01-14 09:38:05.682 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:38:05.682 \| Socket (9) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:38:05.690 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:38:05.699 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:38:05.709 \| ESH6.CME [CV][M] 30 Min #17 \| Waiting for historical downloads to complete with the IDs: 1617, 2026-01-14 09:38:05.712 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:38:05.715 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Waiting for historical downloads to complete with the IDs: 1617, 2026-01-14 09:38:05.720 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:38:05.723 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Waiting for historical downloads to complete with the IDs: 1617, 2026-01-14 09:38:05.846 \| Requesting market depth updates for: ESH6.CME if supported. NumLevels=120 2026-01-14 09:38:05.847 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds25.sierracharts.com. Port 10060 2026-01-14 09:38:05.847 \| Requesting market depth updates for: NQH6.CME if supported. NumLevels=120 2026-01-14 09:38:05.849 \| DTC Client socket (10) \| Creating socket. 2026-01-14 09:38:05.849 \| DTC Client socket (10) \| New receive buffer size: 0 2026-01-14 09:38:05.849 \| DTC Client socket (10) \| Connecting to IP: 64.152.155.20. 2026-01-14 09:38:05.871 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:38:05.871 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:38:05.871 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:38:05.941 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:38:05.952 \| ESH6.CME [CV][M] 30 Sec #6 \| Waiting for historical downloads to complete with the IDs: 1617, 2026-01-14 09:38:05.973 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:38:05.976 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Waiting for historical downloads to complete with the IDs: 1617, 2026-01-14 09:38:05.981 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:38:05.991 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Waiting for historical downloads to complete with the IDs: 1617, 2026-01-14 09:38:06.364 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:38:06.472 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:06.472 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:38:06.717 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:06.717 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:38:07.265 \| SC Data with Depth \| Received logon response. 2026-01-14 09:38:07.265 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:38:07.265 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:38:07.265 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:38:07.265 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:38:07.265 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:38:07.265 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:38:07.265 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:38:07.265 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:38:07.265 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:38:07.371 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:38:07.371 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:38:07.371 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:38:07.371 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:38:07.371 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:38:07.371 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:38:07.371 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:38:07.371 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:38:07.371 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:38:07.371 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:38:07.391 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:38:08.076 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:38:08.076 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:38:08.076 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:38:08.076 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:38:08.076 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:38:08.076 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:38:08.076 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:38:08.076 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:38:08.076 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: ESH6.CME. Market orders request not authorized. 2026-01-14 09:38:08.076 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQH6.CME. Market orders request not authorized. 2026-01-14 09:38:09.588 \| HD Request # 88 \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:09.588 \| HD Request # 88 \| Sending historical data logon request message. 2026-01-14 09:38:10.311 \| HD Request # 88 \| Requesting market depth data. Start date-time: 2026-01-14 09:37:51. Symbol: NQH26 2026-01-14 09:38:10.789 \| HD Request # 88 \| Decompressing data. 2026-01-14 09:38:10.799 \| HD Request # 88 \| Receiving market depth data for NQH6.CME starting at 2026-01-14 09:37:51.372000 2026-01-14 09:38:12.249 \| HTTPS connection ID:13 to downloads.rithmic.com:443 for request ID:13 (12) \| Creating socket. Using TLS 1.2. 2026-01-14 09:38:12.250 \| HTTPS connection ID:13 to downloads.rithmic.com:443 for request ID:13 (12) \| New receive buffer size: 0 2026-01-14 09:38:12.250 \| HTTPS connection ID:13 to downloads.rithmic.com:443 for request ID:13 (12) \| Connecting to IP: 38.79.0.89. 2026-01-14 09:38:13.781 \| HD Request # 89 \| Downloading Intraday chart data for VOLX to the file VOLX.scid. Service: fxcm 2026-01-14 09:38:13.782 \| HD Request # 89 \| Download start date-time: 2026-01-14 09:37:48.000000. File last date-time: 2026-01-14 09:37:48.495000 2026-01-14 09:38:13.782 \| HD Request # 89 \| Using server: ds12.sierracharts.com port 10150 2026-01-14 09:38:13.782 \| Socket (13) \| Creating socket. 2026-01-14 09:38:13.782 \| Socket (13) \| New receive buffer size: 0 2026-01-14 09:38:13.782 \| Socket (13) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:38:14.359 \| HD Request # 89 \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:14.359 \| HD Request # 89 \| Sending historical data logon request message. 2026-01-14 09:38:14.686 \| HD Request # 89 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:48. Record interval: 0. Symbol: VOLX 2026-01-14 09:38:14.996 \| HD Request # 89 \| Decompressing data. 2026-01-14 09:38:15.257 \| HD Request # 89 \| Receiving Intraday data for VOLX starting at 2026-01-14 09:37:48.482000 2026-01-14 09:38:15.258 \| Socket (13) \| CloseSocket call. 2026-01-14 09:38:15.258 \| Socket (13) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:15.264 \| Socket (13) \| Socket gracefully closed by remote side. 2026-01-14 09:38:15.264 \| Socket (13) \| Closed. 2026-01-14 09:38:15.280 \| Historical data download thread signaled to stop. 2026-01-14 09:38:15.280 \| HD Request # 89 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:51.570000. 2026-01-14 09:38:15.280 \| HD Request # 89 \| Received 27 Intraday data records from 2026-01-14 09:37:48.482000 to 2026-01-14 09:38:08.815000 (20.3 seconds. Delay: 6.5 seconds) and wrote 25 records for VOLX 2026-01-14 09:38:15.288 \| HD Request # 89 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:38:08.815000 2026-01-14 09:38:15.288 \| Added 2 Time and Sales records to Intraday data file for VOLX after download. 2026-01-14 09:38:15.288 \| HD Request # 89 \| Completion time: 2s. 2026-01-14 09:38:15.288 \| HD Request # 89 \| Intraday data download complete for VOLX. Unique request ID: 1612 2026-01-14 09:38:15.288 \| Removing historical data download ID 1612. 2026-01-14 09:38:15.288 \| Real-time Intraday chart data file updates started for VOLX 2026-01-14 09:38:15.288 \| Intraday chart data file opened for VOLX 2026-01-14 09:38:15.288 \| HD Request # 89 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:38:15.288 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Historical data download for additional symbol VOLX with ID 1612 has completed. 2026-01-14 09:38:15.288 \| 2026-01-14 09:38:15.288 \| Triggering next historical data download in queue. 2026-01-14 09:38:15.288 \| HD Request # 90 \| Downloading Intraday chart data for TICK-NYSE to the file TICK-NYSE.scid. Service: statscalc 2026-01-14 09:38:15.288 \| HD Request # 90 \| Download start date-time: 2026-01-14 09:37:50.000000. File last date-time: 2026-01-14 09:37:50.704002 2026-01-14 09:38:15.288 \| HD Request # 90 \| Using server: ds4.sierracharts.com port 10149 2026-01-14 09:38:15.288 \| Socket (13) \| Creating socket. 2026-01-14 09:38:15.288 \| Socket (13) \| New receive buffer size: 0 2026-01-14 09:38:15.288 \| Socket (13) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:38:16.101 \| HD Request # 90 \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:16.101 \| HD Request # 90 \| Sending historical data logon request message. 2026-01-14 09:38:16.457 \| HD Request # 90 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:50. Record interval: 0. Symbol: TICK-NYSE 2026-01-14 09:38:16.784 \| HD Request # 90 \| Decompressing data. 2026-01-14 09:38:16.989 \| HD Request # 90 \| Receiving Intraday data for TICK-NYSE starting at 2026-01-14 09:37:50.000000 2026-01-14 09:38:16.990 \| Socket (13) \| CloseSocket call. 2026-01-14 09:38:16.990 \| Socket (13) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:16.990 \| Historical data download thread signaled to stop. 2026-01-14 09:38:16.990 \| HD Request # 90 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:51.000000. 2026-01-14 09:38:16.990 \| Socket (13) \| Socket gracefully closed by remote side. 2026-01-14 09:38:16.991 \| HD Request # 90 \| Received 27 Intraday data records from 2026-01-14 09:37:50.000000 to 2026-01-14 09:38:16.000000 (26.0 seconds. Delay: 1.0 seconds) and wrote 26 records for TICK-NYSE 2026-01-14 09:38:16.991 \| Socket (13) \| Closed. 2026-01-14 09:38:17.001 \| HD Request # 90 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:38:16.000000 2026-01-14 09:38:17.001 \| Added 6 Time and Sales records to Intraday data file for TICK-NYSE after download. 2026-01-14 09:38:17.001 \| HD Request # 90 \| Completion time: 2s. 2026-01-14 09:38:17.001 \| HD Request # 90 \| Intraday data download complete for TICK-NYSE. Unique request ID: 1613 2026-01-14 09:38:17.001 \| Removing historical data download ID 1613. 2026-01-14 09:38:17.001 \| Real-time Intraday chart data file updates started for TICK-NYSE 2026-01-14 09:38:17.001 \| Intraday chart data file opened for TICK-NYSE 2026-01-14 09:38:17.001 \| HD Request # 90 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:38:17.001 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TICK-NYSE with ID 1613 has completed. 2026-01-14 09:38:17.001 \| 2026-01-14 09:38:17.001 \| Triggering next historical data download in queue. 2026-01-14 09:38:17.024 \| HD Request # 91 \| Downloading Intraday chart data for NISS-NYSE to the file NISS-NYSE.scid. Service: statscalc 2026-01-14 09:38:17.024 \| HD Request # 91 \| Download start date-time: 2026-01-14 09:37:50.000000. File last date-time: 2026-01-14 09:37:50.704000 2026-01-14 09:38:17.024 \| HD Request # 91 \| Using server: ds12.sierracharts.com port 10150 2026-01-14 09:38:17.024 \| Socket (13) \| Creating socket. 2026-01-14 09:38:17.024 \| Socket (13) \| New receive buffer size: 0 2026-01-14 09:38:17.024 \| Socket (13) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:38:17.779 \| HD Request # 91 \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:17.779 \| HD Request # 91 \| Sending historical data logon request message. 2026-01-14 09:38:17.897 \| Opened cached Intraday file: D:\crypto\Data\VOLX.scid. Thread ID: 11112 2026-01-14 09:38:17.898 \| Opened cached Intraday file: D:\crypto\Data\TICK-NYSE.scid. Thread ID: 11112 2026-01-14 09:38:18.288 \| HD Request # 91 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:50. Record interval: 0. Symbol: NISS-NYSE 2026-01-14 09:38:18.643 \| HD Request # 91 \| Decompressing data. 2026-01-14 09:38:19.057 \| HD Request # 91 \| Receiving Intraday data for NISS-NYSE starting at 2026-01-14 09:37:50.000000 2026-01-14 09:38:19.057 \| Socket (13) \| CloseSocket call. 2026-01-14 09:38:19.057 \| Socket (13) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:19.057 \| Historical data download thread signaled to stop. 2026-01-14 09:38:19.057 \| HD Request # 91 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:51.000000. 2026-01-14 09:38:19.057 \| HD Request # 91 \| Received 28 Intraday data records from 2026-01-14 09:37:50.000000 to 2026-01-14 09:38:17.000000 (27.0 seconds. Delay: 2.1 seconds) and wrote 27 records for NISS-NYSE 2026-01-14 09:38:19.058 \| Socket (13) \| Socket gracefully closed by remote side. 2026-01-14 09:38:19.058 \| Socket (13) \| Closed. 2026-01-14 09:38:19.064 \| HD Request # 91 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:38:17.000000 2026-01-14 09:38:19.064 \| Added 11 Time and Sales records to Intraday data file for NISS-NYSE after download. 2026-01-14 09:38:19.064 \| HD Request # 91 \| Completion time: 2s. 2026-01-14 09:38:19.064 \| HD Request # 91 \| Intraday data download complete for NISS-NYSE. Unique request ID: 1614 2026-01-14 09:38:19.065 \| Removing historical data download ID 1614. 2026-01-14 09:38:19.065 \| Real-time Intraday chart data file updates started for NISS-NYSE 2026-01-14 09:38:19.065 \| Intraday chart data file opened for NISS-NYSE 2026-01-14 09:38:19.065 \| HD Request # 91 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:38:19.065 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol NISS-NYSE with ID 1614 has completed. 2026-01-14 09:38:19.065 \| 2026-01-14 09:38:19.065 \| Triggering next historical data download in queue. 2026-01-14 09:38:19.065 \| HD Request # 92 \| Downloading Intraday chart data for TRIN-NYSE to the file TRIN-NYSE.scid. Service: statscalc 2026-01-14 09:38:19.065 \| HD Request # 92 \| Download start date-time: 2026-01-14 09:37:50.000000. File last date-time: 2026-01-14 09:37:50.704001 2026-01-14 09:38:19.065 \| HD Request # 92 \| Using server: ds4.sierracharts.com port 10149 2026-01-14 09:38:19.065 \| Socket (13) \| Creating socket. 2026-01-14 09:38:19.065 \| Socket (13) \| New receive buffer size: 0 2026-01-14 09:38:19.065 \| Socket (13) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:38:19.720 \| HD Request # 92 \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:19.720 \| HD Request # 92 \| Sending historical data logon request message. 2026-01-14 09:38:20.070 \| HD Request # 92 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:50. Record interval: 0. Symbol: TRIN-NYSE 2026-01-14 09:38:20.395 \| HD Request # 92 \| Decompressing data. 2026-01-14 09:38:20.646 \| HD Request # 92 \| Receiving Intraday data for TRIN-NYSE starting at 2026-01-14 09:37:50.000000 2026-01-14 09:38:20.646 \| Socket (13) \| CloseSocket call. 2026-01-14 09:38:20.646 \| Socket (13) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:20.646 \| Historical data download thread signaled to stop. 2026-01-14 09:38:20.646 \| HD Request # 92 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:51.000000. 2026-01-14 09:38:20.646 \| HD Request # 92 \| Received 29 Intraday data records from 2026-01-14 09:37:50.000000 to 2026-01-14 09:38:18.000000 (28.0 seconds. Delay: 2.6 seconds) and wrote 28 records for TRIN-NYSE 2026-01-14 09:38:20.647 \| Socket (13) \| Socket gracefully closed by remote side. 2026-01-14 09:38:20.647 \| Socket (13) \| Closed. 2026-01-14 09:38:20.654 \| HD Request # 92 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:38:18.000000 2026-01-14 09:38:20.654 \| Added 26 Time and Sales records to Intraday data file for TRIN-NYSE after download. 2026-01-14 09:38:20.654 \| HD Request # 92 \| Completion time: 1s. 2026-01-14 09:38:20.654 \| HD Request # 92 \| Intraday data download complete for TRIN-NYSE. Unique request ID: 1615 2026-01-14 09:38:20.654 \| Removing historical data download ID 1615. 2026-01-14 09:38:20.654 \| Real-time Intraday chart data file updates started for TRIN-NYSE 2026-01-14 09:38:20.654 \| Intraday chart data file opened for TRIN-NYSE 2026-01-14 09:38:20.654 \| HD Request # 92 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:38:20.654 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TRIN-NYSE with ID 1615 has completed. 2026-01-14 09:38:20.654 \| 2026-01-14 09:38:20.654 \| Triggering next historical data download in queue. 2026-01-14 09:38:20.679 \| HD Request # 93 \| Downloading Intraday chart data for NQH6.CME to the file NQH6.CME.scid. Service: cme 2026-01-14 09:38:20.679 \| HD Request # 93 \| Download start date-time: 2026-01-14 09:37:32.000000. File last date-time: 2026-01-14 09:37:32.416003 2026-01-14 09:38:20.680 \| HD Request # 93 \| Using server: ds28.sierracharts.com port 10150 2026-01-14 09:38:20.680 \| Socket (13) \| Creating socket. 2026-01-14 09:38:20.680 \| Socket (13) \| New receive buffer size: 0 2026-01-14 09:38:20.680 \| Socket (13) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:38:21.147 \| HD Request # 88 \| Timestamp of first market depth data file record written: 2026-01-14 09:37:51.372000. 2026-01-14 09:38:21.521 \| Socket (9) \| CloseSocket call. 2026-01-14 09:38:21.522 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:21.522 \| Historical data download thread signaled to stop. 2026-01-14 09:38:21.522 \| HD Request # 88 \| Received 36467 Market Depth data records from 2026-01-14 09:37:51.372000 to 2026-01-14 09:38:08.047000 (16.7 seconds. Delay: 13.5 seconds) and wrote 36467 records for NQH6.CME 2026-01-14 09:38:21.522 \| HD Request # 88 \| Completion time: 16s. 2026-01-14 09:38:21.522 \| HD Request # 88 \| Market Depth data download complete for NQH6.CME. Unique request ID: 1621 2026-01-14 09:38:21.522 \| Removing historical data download ID 1621. 2026-01-14 09:38:21.522 \| Real-time market depth file updates started for NQH6.CME 2026-01-14 09:38:21.522 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:38:21.522 \| Socket (9) \| Closed. 2026-01-14 09:38:21.533 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:38:21.533 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:21.533 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:21.533 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:21.533 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:21.533 \| NQH6.CME [CV][M] 30 Sec #14 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:21.533 \| NQH6.CME [CV][M] 30 Sec #12 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:21.533 \| NQH6.CME [CV][M] 30 Min #18 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:38:21.533 \| 2026-01-14 09:38:21.533 \| No download requests in the queue to start downloads for. 2026-01-14 09:38:21.555 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:38:21.566 \| NQH6.CME [CV][M] 30 Min #18 \| Waiting for historical downloads to complete with the IDs: 1616, 2026-01-14 09:38:21.568 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:38:21.571 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Waiting for historical downloads to complete with the IDs: 1616, 2026-01-14 09:38:21.637 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:38:21.640 \| NQH6.CME [CV][M] 30 Sec #12 \| Waiting for historical downloads to complete with the IDs: 1616, 2026-01-14 09:38:21.806 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:38:21.817 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Waiting for historical downloads to complete with the IDs: 1616, 2026-01-14 09:38:21.818 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:38:21.822 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Waiting for historical downloads to complete with the IDs: 1616, 2026-01-14 09:38:21.870 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:38:21.876 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Waiting for historical downloads to complete with the IDs: 1616, 2026-01-14 09:38:21.913 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:38:21.946 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:38:21.957 \| NQH6.CME [CV][M] 30 Sec #14 \| Waiting for historical downloads to complete with the IDs: 1616, 2026-01-14 09:38:21.972 \| HD Request # 93 \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:21.972 \| HD Request # 93 \| Sending historical data logon request message. 2026-01-14 09:38:22.148 \| HTTPS connection ID:12 to downloads.rithmic.com:443 for request ID:12 (8) \| CloseSocket call. 2026-01-14 09:38:22.148 \| HTTPS connection ID:12 to downloads.rithmic.com:443 for request ID:12 (8) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:22.148 \| HTTPS connection ID:12 to downloads.rithmic.com:443 for request ID:12 (8) \| Socket gracefully closed by remote side. 2026-01-14 09:38:22.148 \| HTTPS connection ID:12 to downloads.rithmic.com:443 for request ID:12 (8) \| Closed. 2026-01-14 09:38:22.346 \| HD Request # 93 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:32. Record interval: 0. Symbol: NQH26 2026-01-14 09:38:22.669 \| HD Request # 93 \| Decompressing data. 2026-01-14 09:38:22.906 \| Opened cached Intraday file: D:\crypto\Data\NISS-NYSE.scid. Thread ID: 11112 2026-01-14 09:38:22.906 \| Opened cached Intraday file: D:\crypto\Data\TRIN-NYSE.scid. Thread ID: 11112 2026-01-14 09:38:22.961 \| HD Request # 93 \| Receiving Intraday data for NQH6.CME starting at 2026-01-14 09:37:32.179000 2026-01-14 09:38:23.211 \| Socket (13) \| CloseSocket call. 2026-01-14 09:38:23.211 \| Socket (13) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:23.212 \| Historical data download thread signaled to stop. 2026-01-14 09:38:23.212 \| HD Request # 93 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:32.564000. 2026-01-14 09:38:23.212 \| HD Request # 93 \| Received 1947 Intraday data records from 2026-01-14 09:37:32.179000 to 2026-01-14 09:38:20.752000 (48.6 seconds. Delay: 2.5 seconds) and wrote 1939 records for NQH6.CME 2026-01-14 09:38:23.212 \| Socket (13) \| Socket gracefully closed by remote side. 2026-01-14 09:38:23.212 \| Socket (13) \| Closed. 2026-01-14 09:38:23.221 \| HD Request # 93 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:38:20.752000 2026-01-14 09:38:23.221 \| Added 30 Time and Sales records to Intraday data file for NQH6.CME after download. 2026-01-14 09:38:23.221 \| HD Request # 93 \| Completion time: 3s. 2026-01-14 09:38:23.221 \| HD Request # 93 \| Intraday data download complete for NQH6.CME. Unique request ID: 1616 2026-01-14 09:38:23.221 \| Removing historical data download ID 1616. 2026-01-14 09:38:23.221 \| Real-time Intraday chart data file updates started for NQH6.CME 2026-01-14 09:38:23.221 \| Intraday chart data file opened for NQH6.CME 2026-01-14 09:38:23.221 \| HD Request # 93 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:38:23.226 \| 2026-01-14 09:38:23.226 \| Triggering next historical data download in queue. 2026-01-14 09:38:23.226 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:23.228 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:38:23.229 \| HD Request # 94 \| Downloading Intraday chart data for ESH6.CME to the file ESH6.CME.scid. Service: cme 2026-01-14 09:38:23.229 \| HD Request # 94 \| Download start date-time: 2026-01-14 09:37:32.000000. File last date-time: 2026-01-14 09:37:32.494004 2026-01-14 09:38:23.229 \| HD Request # 94 \| Using server: ds32.sierracharts.com port 10149 2026-01-14 09:38:23.229 \| Socket (8) \| Creating socket. 2026-01-14 09:38:23.229 \| Socket (8) \| New receive buffer size: 0 2026-01-14 09:38:23.229 \| Socket (8) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:38:23.293 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:23.293 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:38:23.309 \| NQH6.CME [CV][M] 30 Min #18 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:23.309 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:38:23.313 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:23.313 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:38:23.341 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:23.342 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:38:23.344 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:38:23.416 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:38:23.446 \| NQH6.CME [CV][M] 30 Sec #14 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:23.447 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:38:23.494 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:38:23.509 \| NQH6.CME [CV][M] 30 Sec #12 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:23.510 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:38:23.526 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:38:23.537 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Chart data loading complete. 2026-01-14 09:38:23.555 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:23.555 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:38:23.648 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:23.648 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:23.648 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:38:23.676 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:38:23.711 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:38:23.822 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:38:23.839 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:38:23.860 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:38:23.864 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:38:23.866 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:23.892 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Chart data loading complete. 2026-01-14 09:38:23.938 \| NQH6.CME [CV][M] 30 Min #18 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:38:23.939 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:23.939 \| NQH6.CME [CV][M] 30 Min #18 \| Chart data loading complete. 2026-01-14 09:38:23.949 \| HD Request # 94 \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:23.949 \| HD Request # 94 \| Sending historical data logon request message. 2026-01-14 09:38:23.951 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:38:23.969 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:23.969 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:38:24.054 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:24.054 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:38:24.084 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:38:24.119 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:38:24.307 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:38:24.446 \| HD Request # 94 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:32. Record interval: 0. Symbol: ESH26 2026-01-14 09:38:24.497 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:38:24.500 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:38:24.500 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:24.527 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Chart data loading complete. 2026-01-14 09:38:24.527 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:38:24.561 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:24.589 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:38:24.802 \| HD Request # 94 \| Decompressing data. 2026-01-14 09:38:24.888 \| HD Request # 94 \| Receiving Intraday data for ESH6.CME starting at 2026-01-14 09:37:32.032000 2026-01-14 09:38:24.914 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:38:24.921 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:38:24.922 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:24.976 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:38:25.138 \| Socket (8) \| CloseSocket call. 2026-01-14 09:38:25.138 \| Socket (8) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:25.138 \| Historical data download thread signaled to stop. 2026-01-14 09:38:25.138 \| Socket (8) \| Socket gracefully closed by remote side. 2026-01-14 09:38:25.138 \| Socket (8) \| Closed. 2026-01-14 09:38:25.139 \| HD Request # 94 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:32.569000. 2026-01-14 09:38:25.139 \| HD Request # 94 \| Received 3709 Intraday data records from 2026-01-14 09:37:32.032000 to 2026-01-14 09:38:22.796006 (50.8 seconds. Delay: 2.3 seconds) and wrote 3679 records for ESH6.CME 2026-01-14 09:38:25.146 \| HD Request # 94 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:38:22.796006 2026-01-14 09:38:25.146 \| Added 85 Time and Sales records to Intraday data file for ESH6.CME after download. 2026-01-14 09:38:25.146 \| HD Request # 94 \| Completion time: 2s. 2026-01-14 09:38:25.146 \| HD Request # 94 \| Intraday data download complete for ESH6.CME. Unique request ID: 1617 2026-01-14 09:38:25.146 \| Removing historical data download ID 1617. 2026-01-14 09:38:25.146 \| Real-time Intraday chart data file updates started for ESH6.CME 2026-01-14 09:38:25.146 \| Intraday chart data file opened for ESH6.CME 2026-01-14 09:38:25.146 \| HD Request # 94 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:38:25.152 \| 2026-01-14 09:38:25.152 \| Triggering next historical data download in queue. 2026-01-14 09:38:25.152 \| HD Request # 95 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:38:25.152 \| HD Request # 95 \| Download start date-time: 2026-01-14 09:37:32.000000. File last date-time: 2026-01-14 09:37:32.426001 2026-01-14 09:38:25.152 \| HD Request # 95 \| Using server: ds26.sierracharts.com port 10150 2026-01-14 09:38:25.152 \| Socket (8) \| Creating socket. 2026-01-14 09:38:25.152 \| Socket (8) \| New receive buffer size: 0 2026-01-14 09:38:25.152 \| Socket (8) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:38:25.190 \| ESH6.CME [CV][M] 30 Min #17 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:25.191 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:38:25.196 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:25.198 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:38:25.222 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:25.224 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:38:25.269 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:25.270 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:38:25.300 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:38:25.320 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:38:25.387 \| ESH6.CME [CV][M] 30 Sec #5 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:25.388 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:38:25.448 \| ESH6.CME [CV][M] 30 Sec #6 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:25.448 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:38:25.486 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:38:25.487 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:38:25.496 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:38:25.619 \| + Loading additional symbol data. 2026-01-14 09:38:25.649 \| ESH6.CME/MESH6.CME [CV][M] #3 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:38:25.651 \| HD Request # 95 \| Setting DTC encoding to Binary VLS 2026-01-14 09:38:25.651 \| HD Request # 95 \| Sending historical data logon request message. 2026-01-14 09:38:25.664 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Chart data loading complete. 2026-01-14 09:38:25.672 \| + Loading additional symbol data. 2026-01-14 09:38:25.679 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:25.679 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:38:25.690 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:38:25.706 \| + Loading additional symbol data. 2026-01-14 09:38:25.750 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:38:25.800 \| ESH6.CME [CV][M] 30 Sec #5 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:38:25.802 \| Chart #5 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:25.802 \| Chart #5 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:25.802 \| ESH6.CME [CV][M] 30 Sec #5 \| Chart data loading complete. 2026-01-14 09:38:25.941 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:38:25.946 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:38:25.948 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:25.974 \| HD Request # 95 \| Requesting Intraday data. Start date-time: 2026-01-14 09:37:32. Record interval: 0. Symbol: RTYH26 2026-01-14 09:38:25.974 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Chart data loading complete. 2026-01-14 09:38:26.002 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:38:26.083 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:38:26.231 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:26.231 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:38:26.341 \| Chart #17 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:26.341 \| ESH6.CME [CV][M] 30 Min #17 \| Chart data loading complete. 2026-01-14 09:38:26.353 \| HD Request # 95 \| Decompressing data. 2026-01-14 09:38:26.661 \| + Loading additional symbol data. 2026-01-14 09:38:26.674 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:38:26.718 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Chart data loading complete. 2026-01-14 09:38:26.840 \| HD Request # 95 \| Receiving Intraday data for RTYH6.CME starting at 2026-01-14 09:37:32.266000 2026-01-14 09:38:26.840 \| Socket (8) \| CloseSocket call. 2026-01-14 09:38:26.841 \| Socket (8) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:26.841 \| Socket (8) \| Socket gracefully closed by remote side. 2026-01-14 09:38:26.841 \| Socket (8) \| Closed. 2026-01-14 09:38:26.908 \| Historical data download thread signaled to stop. 2026-01-14 09:38:26.908 \| HD Request # 95 \| Timestamp of first Intraday data file record written: 2026-01-14 09:37:32.883000. 2026-01-14 09:38:26.908 \| HD Request # 95 \| Received 494 Intraday data records from 2026-01-14 09:37:32.266000 to 2026-01-14 09:38:24.346000 (52.1 seconds. Delay: 2.6 seconds) and wrote 485 records for RTYH6.CME 2026-01-14 09:38:26.914 \| HD Request # 95 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:38:24.346000 2026-01-14 09:38:26.914 \| Added 4 Time and Sales records to Intraday data file for RTYH6.CME after download. 2026-01-14 09:38:26.914 \| HD Request # 95 \| Completion time: 1s. 2026-01-14 09:38:26.914 \| HD Request # 95 \| Intraday data download complete for RTYH6.CME. Unique request ID: 1618 2026-01-14 09:38:26.914 \| Removing historical data download ID 1618. 2026-01-14 09:38:26.914 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:38:26.914 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:38:26.914 \| HD Request # 95 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:38:26.914 \| 2026-01-14 09:38:26.914 \| No download requests in the queue to start downloads for. 2026-01-14 09:38:27.401 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:38:27.403 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:38:27.403 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:27.428 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Chart data loading complete. 2026-01-14 09:38:27.444 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:38:27.528 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:38:27.535 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:38:27.538 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:38:27.639 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:38:27.714 \| HTTPS connection ID:11 to downloads.rithmic.com:443 for request ID:11 (11) \| CloseSocket call. 2026-01-14 09:38:27.714 \| HTTPS connection ID:11 to downloads.rithmic.com:443 for request ID:11 (11) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:27.715 \| HTTPS connection ID:11 to downloads.rithmic.com:443 for request ID:11 (11) \| Socket gracefully closed by remote side. 2026-01-14 09:38:27.715 \| HTTPS connection ID:11 to downloads.rithmic.com:443 for request ID:11 (11) \| Closed. 2026-01-14 09:38:27.917 \| Opened cached Intraday file: D:\crypto\Data\NQH6.CME.scid. Thread ID: 11112 2026-01-14 09:38:27.917 \| Opened cached Intraday file: D:\crypto\Data\ESH6.CME.scid. Thread ID: 11112 2026-01-14 09:38:27.917 \| Opened cached Intraday file: D:\crypto\Data\RTYH6.CME.scid. Thread ID: 11112 2026-01-14 09:38:32.287 \| HTTPS connection ID:14 to downloads.rithmic.com:443 for request ID:14 (8) \| Creating socket. Using TLS 1.2. 2026-01-14 09:38:32.287 \| HTTPS connection ID:14 to downloads.rithmic.com:443 for request ID:14 (8) \| New receive buffer size: 0 2026-01-14 09:38:32.287 \| HTTPS connection ID:14 to downloads.rithmic.com:443 for request ID:14 (8) \| Connecting to IP: 38.79.0.89. 2026-01-14 09:38:33.392 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:38:33.392 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:38:33.392 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:38:33.392 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:38:33.404 \| NTP Client \| Received Packet \| RoundTripDelay=0.010982036590576172, SystemClockOffset=-0.013427972793579102 2026-01-14 09:38:33.425 \| NTP Client \| Received Packet \| RoundTripDelay=0.032979488372802734, SystemClockOffset=-0.012807130813598633 2026-01-14 09:38:33.669 \| NTP Client \| Received Packet \| RoundTripDelay=0.2759990692138672, SystemClockOffset=-0.004037380218505859 2026-01-14 09:38:34.396 \| NTP Client \| Performed system clock adjustment of -12807.130813598633 microseconds. 2026-01-14 09:38:43.920 \| HTTPS connection ID:13 to downloads.rithmic.com:443 for request ID:13 (12) \| CloseSocket call. 2026-01-14 09:38:43.920 \| HTTPS connection ID:13 to downloads.rithmic.com:443 for request ID:13 (12) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:43.921 \| HTTPS connection ID:13 to downloads.rithmic.com:443 for request ID:13 (12) \| Socket gracefully closed by remote side. 2026-01-14 09:38:43.921 \| HTTPS connection ID:13 to downloads.rithmic.com:443 for request ID:13 (12) \| Closed. 2026-01-14 09:38:52.252 \| HTTPS connection ID:15 to downloads.rithmic.com:443 for request ID:15 (9) \| Creating socket. Using TLS 1.2. 2026-01-14 09:38:52.252 \| HTTPS connection ID:15 to downloads.rithmic.com:443 for request ID:15 (9) \| New receive buffer size: 0 2026-01-14 09:38:52.252 \| HTTPS connection ID:15 to downloads.rithmic.com:443 for request ID:15 (9) \| Connecting to IP: 38.79.0.89. 2026-01-14 09:38:52.962 \| File >> Disconnect selected. 2026-01-14 09:38:52.994 \| Rithmic Direct - DTC \| Waiting for socket receive thread to end 2026-01-14 09:38:52.995 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:38:52.995 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:52.995 \| Denali Data Feed (Market Orders Data) \| Waiting for socket receive thread to end 2026-01-14 09:38:52.995 \| DTC Client socket (10) \| CloseSocket call. 2026-01-14 09:38:52.995 \| DTC Client socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:52.995 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:38:52.996 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:38:52.996 \| DTC Client socket (1) \| Closed. 2026-01-14 09:38:52.996 \| DTC Client socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:38:52.996 \| DTC Client socket (10) \| Closed. 2026-01-14 09:38:52.997 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:38:52.997 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:38:52.997 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:38:52.997 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:38:52.997 \| DTC Client socket (3) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:52.997 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:38:52.997 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:38:52.997 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:38:52.997 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:52.997 \| DTC Client socket (3) \| Socket gracefully closed by remote side. 2026-01-14 09:38:52.997 \| DTC Client socket (3) \| Closed. 2026-01-14 09:38:52.998 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:38:52.998 \| DTC Client socket (2) \| Closed. 2026-01-14 09:38:53.953 \| 2026-01-14 09:38:53.953 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:38:53.953 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:38:53.953 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:38:53.953 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2026-01-14 09:38:53.953 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:38:53.953 \| DTC Client socket (1) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:38:53.958 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:38:53.958 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:38:53.958 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:38:53.958 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:38:55.823 \| HTTPS connection ID:14 to downloads.rithmic.com:443 for request ID:14 (8) \| CloseSocket call. 2026-01-14 09:38:55.823 \| HTTPS connection ID:14 to downloads.rithmic.com:443 for request ID:14 (8) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:55.824 \| HTTPS connection ID:14 to downloads.rithmic.com:443 for request ID:14 (8) \| Socket gracefully closed by remote side. 2026-01-14 09:38:55.824 \| HTTPS connection ID:14 to downloads.rithmic.com:443 for request ID:14 (8) \| Closed. 2026-01-14 09:38:55.875 \| Rithmic Direct - DTC \| Wrote file: D:\crypto\RithmicConnections.json. Size: 110576 2026-01-14 09:38:55.876 \| Rithmic Direct - DTC \| Processed connection points. Count: 474 2026-01-14 09:38:55.876 \| Error connecting to Data or Trading service. For help with this issue, press the 'Send For Analysis' button on this window. 2026-01-14 09:38:55.876 \| Select 'File >> Disconnect' to prevent further connection attempts. 2026-01-14 09:38:55.890 \| Rithmic Direct - DTC \| Waiting for socket receive thread to end 2026-01-14 09:38:55.890 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:38:55.890 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:38:55.890 \| Will reconnect to the server in 4.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. 2026-01-14 09:38:55.890 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:55.891 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:38:55.891 \| DTC Client socket (1) \| Closed. 2026-01-14 09:38:56.117 \| HTTPS connection ID:15 to downloads.rithmic.com:443 for request ID:15 (9) \| CloseSocket call. 2026-01-14 09:38:56.117 \| HTTPS connection ID:15 to downloads.rithmic.com:443 for request ID:15 (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:38:56.118 \| HTTPS connection ID:15 to downloads.rithmic.com:443 for request ID:15 (9) \| Socket gracefully closed by remote side. 2026-01-14 09:38:56.118 \| HTTPS connection ID:15 to downloads.rithmic.com:443 for request ID:15 (9) \| Closed. 2026-01-14 09:38:59.887 \| 2026-01-14 09:38:59.887 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:38:59.887 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:38:59.887 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:38:59.887 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2026-01-14 09:38:59.888 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:38:59.888 \| DTC Client socket (1) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:38:59.889 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:38:59.889 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:38:59.889 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:38:59.889 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:39:02.163 \| Rithmic Direct - DTC \| Received logon response. 2026-01-14 09:39:02.163 \| Rithmic Direct - DTC \| Server Name: . 2026-01-14 09:39:02.163 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:39:02.163 \| Rithmic Direct - DTC \| Successfully connected. 2026-01-14 09:39:02.163 \| Rithmic Direct - DTC \| Trading is supported. 2026-01-14 09:39:02.163 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2026-01-14 09:39:02.163 \| Rithmic Direct - DTC \| OCO Orders supported. 2026-01-14 09:39:02.163 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2026-01-14 09:39:02.163 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2026-01-14 09:39:02.163 \| Rithmic Direct - DTC \| Connection to server complete. 2026-01-14 09:39:02.164 \| No download requests in the queue to start downloads for. 2026-01-14 09:39:02.166 \| Using Bid/Ask average for last trade price for VOLX 2026-01-14 09:39:02.166 \| Using symbol data fast lookup vector 2026-01-14 09:39:02.166 \| SC Data with Depth \| Starting real-time market data updates for: VOLX. ID: 1 Service code: fxcm 2026-01-14 09:39:02.166 \| SC Data with Depth \| Connecting to the server ds12.sierracharts.com. Port 10048 2026-01-14 09:39:02.166 \| SC Data with Depth \| Requesting security definition data for: VOLX. ID: 1 2026-01-14 09:39:02.166 \| Added historical Intraday data request for VOLX to the queue. 2026-01-14 09:39:02.166 \| Intraday data recording state for symbol VOLX is set to download 'Pending'. 2026-01-14 09:39:02.166 \| Triggering next historical data download in queue. 2026-01-14 09:39:02.166 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Started historical data download for additional symbol VOLX. Download ID: 3455 2026-01-14 09:39:02.166 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:39:02.166 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:39:02.166 \| DTC Client socket (2) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:39:02.169 \| SC Data with Depth \| Starting real-time market data updates for: TICK-NYSE. ID: 2 Service code: statscalc 2026-01-14 09:39:02.169 \| SC Data with Depth \| Requesting security definition data for: TICK-NYSE. ID: 2 2026-01-14 09:39:02.169 \| Added historical Intraday data request for TICK-NYSE to the queue. 2026-01-14 09:39:02.169 \| Intraday data recording state for symbol TICK-NYSE is set to download 'Pending'. 2026-01-14 09:39:02.169 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TICK-NYSE. Download ID: 3456 2026-01-14 09:39:02.169 \| SC Data with Depth \| Starting real-time market data updates for: NISS-NYSE. ID: 3 Service code: statscalc 2026-01-14 09:39:02.169 \| SC Data with Depth \| Requesting security definition data for: NISS-NYSE. ID: 3 2026-01-14 09:39:02.169 \| Added historical Intraday data request for NISS-NYSE to the queue. 2026-01-14 09:39:02.169 \| Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. 2026-01-14 09:39:02.169 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol NISS-NYSE. Download ID: 3457 2026-01-14 09:39:02.169 \| SC Data with Depth \| Starting real-time market data updates for: TRIN-NYSE. ID: 4 Service code: statscalc 2026-01-14 09:39:02.169 \| SC Data with Depth \| Requesting security definition data for: TRIN-NYSE. ID: 4 2026-01-14 09:39:02.169 \| Added historical Intraday data request for TRIN-NYSE to the queue. 2026-01-14 09:39:02.169 \| Intraday data recording state for symbol TRIN-NYSE is set to download 'Pending'. 2026-01-14 09:39:02.169 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TRIN-NYSE. Download ID: 3458 2026-01-14 09:39:02.172 \| Delaying start of download for VOLX. 2026-01-14 09:39:02.172 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:39:02.172 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:39:02.172 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:39:02.209 \| Mapping NQH6.CME to NQH26. Service code: cme 2026-01-14 09:39:02.209 \| Denali Data Feed \| Starting real-time market data updates for: NQH6.CME (NQH26). ID: 5 Service code: cme 2026-01-14 09:39:02.209 \| Denali Data Feed \| Connecting to the server ds28-2.sierracharts.com. Port 10048 2026-01-14 09:39:02.209 \| Denali Data Feed \| Requesting security definition data for: NQH6.CME (NQH26). ID: 5 2026-01-14 09:39:02.209 \| Added historical Intraday data request for NQH6.CME to the queue. 2026-01-14 09:39:02.209 \| Intraday data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:39:02.209 \| Triggering next historical data download in queue. 2026-01-14 09:39:02.210 \| DTC Client socket (3) \| Creating socket. 2026-01-14 09:39:02.210 \| DTC Client socket (3) \| New receive buffer size: 0 2026-01-14 09:39:02.210 \| DTC Client socket (3) \| Connecting to IP: 67.214.125.6. 2026-01-14 09:39:02.210 \| Mapping MNQH6.CME to MNQH26. Service code: cme 2026-01-14 09:39:02.210 \| Denali Data Feed \| Starting real-time market data updates for: MNQH6.CME (MNQH26). ID: 6 Service code: cme 2026-01-14 09:39:02.210 \| Denali Data Feed \| Requesting security definition data for: MNQH6.CME (MNQH26). ID: 6 2026-01-14 09:39:02.219 \| Mapping ESH6.CME to ESH26. Service code: cme 2026-01-14 09:39:02.219 \| Denali Data Feed \| Starting real-time market data updates for: ESH6.CME (ESH26). ID: 7 Service code: cme 2026-01-14 09:39:02.219 \| Denali Data Feed \| Requesting security definition data for: ESH6.CME (ESH26). ID: 7 2026-01-14 09:39:02.219 \| Added historical Intraday data request for ESH6.CME to the queue. 2026-01-14 09:39:02.219 \| Intraday data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:39:02.219 \| Mapping MESH6.CME to MESH26. Service code: cme 2026-01-14 09:39:02.219 \| Denali Data Feed \| Starting real-time market data updates for: MESH6.CME (MESH26). ID: 8 Service code: cme 2026-01-14 09:39:02.219 \| Denali Data Feed \| Requesting security definition data for: MESH6.CME (MESH26). ID: 8 2026-01-14 09:39:02.230 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:39:02.230 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:39:02.230 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:39:02.587 \| Mapping RTYH6.CME to RTYH26. Service code: cme 2026-01-14 09:39:02.587 \| Denali Data Feed \| Starting real-time market data updates for: RTYH6.CME (RTYH26). ID: 9 Service code: cme 2026-01-14 09:39:02.587 \| Denali Data Feed \| Requesting security definition data for: RTYH6.CME (RTYH26). ID: 9 2026-01-14 09:39:02.587 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:39:02.587 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:39:02.587 \| Triggering next historical data download in queue. 2026-01-14 09:39:02.906 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:02.906 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:39:02.912 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:02.912 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:39:03.393 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:39:03.393 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:39:03.393 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:39:03.393 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:39:03.403 \| NTP Client \| Received Packet \| RoundTripDelay=0.009980201721191406, SystemClockOffset=-0.0026369094848632812 2026-01-14 09:39:03.425 \| NTP Client \| Received Packet \| RoundTripDelay=0.03098917007446289, SystemClockOffset=-0.002526998519897461 2026-01-14 09:39:03.542 \| NTP Client \| Received Packet \| RoundTripDelay=0.14540863037109375, SystemClockOffset=-0.0002493858337402344 2026-01-14 09:39:03.576 \| SC Data with Depth \| Received logon response. 2026-01-14 09:39:03.576 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:39:03.576 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:39:03.576 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:39:03.576 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:39:03.576 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:39:03.576 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:39:03.576 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:39:03.576 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:39:03.576 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:39:03.663 \| NTP Client \| Received Packet \| RoundTripDelay=0.26999855041503906, SystemClockOffset=0.009678363800048828 2026-01-14 09:39:03.917 \| Denali Data Feed \| Received logon response. 2026-01-14 09:39:03.917 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:39:03.917 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:39:03.917 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:39:03.917 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:39:03.917 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:39:03.917 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26 2026-01-14 09:39:03.917 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:39:03.917 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:39:03.917 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26 2026-01-14 09:39:03.917 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:39:04.266 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:39:04.266 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:39:04.266 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:39:04.266 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:39:04.266 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:39:04.266 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:39:04.266 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:39:04.266 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:39:04.389 \| NTP Client \| Performed system clock adjustment of -1388.1921768188477 microseconds. 2026-01-14 09:39:07.167 \| Requesting market depth updates for: ESH6.CME if supported. NumLevels=120 2026-01-14 09:39:07.169 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds28-2.sierracharts.com. Port 10060 2026-01-14 09:39:07.169 \| Requesting market depth updates for: NQH6.CME if supported. NumLevels=120 2026-01-14 09:39:07.169 \| Added historical Market Depth data request for ESH6.CME to the queue. 2026-01-14 09:39:07.169 \| Market depth data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:39:07.169 \| Triggering next historical data download in queue. 2026-01-14 09:39:07.169 \| Added historical Market Depth data request for NQH6.CME to the queue. 2026-01-14 09:39:07.169 \| Market depth data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:39:07.169 \| HD Request # 96 \| Downloading Market Depth data for ESH6.CME. Service: cme.marketdepth. 2026-01-14 09:39:07.169 \| HD Request # 96 \| Download start date-time: 2026-01-14 09:38:52.995505. 2026-01-14 09:39:07.169 \| DTC Client socket (8) \| Creating socket. 2026-01-14 09:39:07.169 \| DTC Client socket (8) \| New receive buffer size: 0 2026-01-14 09:39:07.169 \| DTC Client socket (8) \| Connecting to IP: 67.214.125.6. 2026-01-14 09:39:07.169 \| HD Request # 96 \| Using server: ds28.sierracharts.com port 10150 2026-01-14 09:39:07.169 \| Socket (9) \| Creating socket. 2026-01-14 09:39:07.169 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:39:07.169 \| Socket (9) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:39:07.195 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:39:07.195 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:39:07.195 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:39:07.358 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:39:07.358 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:39:07.358 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:39:07.358 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:39:07.358 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:39:07.358 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:39:07.358 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:39:07.358 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:39:07.358 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:39:07.358 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:39:07.683 \| HD Request # 96 \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:07.683 \| HD Request # 96 \| Sending historical data logon request message. 2026-01-14 09:39:07.847 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:07.847 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:39:08.006 \| HD Request # 96 \| Requesting market depth data. Start date-time: 2026-01-14 09:38:52. Symbol: ESH26 2026-01-14 09:39:08.335 \| HD Request # 96 \| Decompressing data. 2026-01-14 09:39:08.341 \| HD Request # 96 \| Receiving market depth data for ESH6.CME starting at 2026-01-14 09:38:53.036000 2026-01-14 09:39:08.713 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:39:08.713 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:39:08.713 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:39:08.713 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:39:08.713 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:39:08.713 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:39:08.713 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:39:08.713 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:39:08.713 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:39:08.713 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:39:08.751 \| Socket (9) \| CloseSocket call. 2026-01-14 09:39:08.751 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:08.752 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:39:08.752 \| Socket (9) \| Closed. 2026-01-14 09:39:08.766 \| Historical data download thread signaled to stop. 2026-01-14 09:39:08.766 \| HD Request # 96 \| Timestamp of first market depth data file record written: 2026-01-14 09:38:53.036000. 2026-01-14 09:39:08.766 \| HD Request # 96 \| Received 13502 Market Depth data records from 2026-01-14 09:38:53.036000 to 2026-01-14 09:39:07.149000 (14.1 seconds. Delay: 1.6 seconds) and wrote 13502 records for ESH6.CME 2026-01-14 09:39:08.766 \| HD Request # 96 \| Completion time: 1s. 2026-01-14 09:39:08.766 \| HD Request # 96 \| Market Depth data download complete for ESH6.CME. Unique request ID: 3462 2026-01-14 09:39:08.766 \| Removing historical data download ID 3462. 2026-01-14 09:39:08.766 \| Real-time market depth file updates started for ESH6.CME 2026-01-14 09:39:08.773 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:39:08.773 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:08.773 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:08.773 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:08.773 \| ESH6.CME [CV][M] 30 Sec #6 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:08.773 \| ESH6.CME [CV][M] 30 Sec #5 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:08.773 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:08.773 \| ESH6.CME [CV][M] 30 Min #17 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:08.773 \| 2026-01-14 09:39:08.773 \| Triggering next historical data download in queue. 2026-01-14 09:39:08.774 \| HD Request # 97 \| Downloading Market Depth data for NQH6.CME. Service: cme.marketdepth. 2026-01-14 09:39:08.774 \| HD Request # 97 \| Download start date-time: 2026-01-14 09:38:52.995409. 2026-01-14 09:39:08.774 \| HD Request # 97 \| Using server: ds32.sierracharts.com port 10149 2026-01-14 09:39:08.774 \| Socket (9) \| Creating socket. 2026-01-14 09:39:08.774 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:39:08.774 \| Socket (9) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:39:08.809 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:39:08.820 \| ESH6.CME [CV][M] 30 Min #17 \| Waiting for historical downloads to complete with the IDs: 3460, 2026-01-14 09:39:08.825 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:39:08.828 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Waiting for historical downloads to complete with the IDs: 3460, 2026-01-14 09:39:08.837 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\ESH6.CME.2026-01-14.depth 2026-01-14 09:39:08.837 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:39:08.840 \| ESH6.CME [CV][M] 30 Sec #5 \| Waiting for historical downloads to complete with the IDs: 3460, 2026-01-14 09:39:09.046 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:39:09.057 \| ESH6.CME [CV][M] 30 Sec #6 \| Waiting for historical downloads to complete with the IDs: 3460, 2026-01-14 09:39:09.158 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:39:09.161 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Waiting for historical downloads to complete with the IDs: 3460, 2026-01-14 09:39:09.237 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:39:09.240 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Waiting for historical downloads to complete with the IDs: 3460, 2026-01-14 09:39:09.347 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:39:09.347 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:39:09.390 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: ESH6.CME. Market orders request not authorized. 2026-01-14 09:39:09.390 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQH6.CME. Market orders request not authorized. 2026-01-14 09:39:09.544 \| HD Request # 97 \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:09.544 \| HD Request # 97 \| Sending historical data logon request message. 2026-01-14 09:39:09.620 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:39:09.631 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Waiting for historical downloads to complete with the IDs: 3460, 2026-01-14 09:39:09.758 \| HD Request # 98 \| Downloading Intraday chart data for VOLX to the file VOLX.scid. Service: fxcm 2026-01-14 09:39:09.758 \| HD Request # 98 \| Download start date-time: 2026-01-14 09:38:50.000000. File last date-time: 2026-01-14 09:38:50.810000 2026-01-14 09:39:09.758 \| HD Request # 98 \| Using server: ds12.sierracharts.com port 10149 2026-01-14 09:39:09.758 \| Socket (10) \| Creating socket. 2026-01-14 09:39:09.758 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:39:09.758 \| Socket (10) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:39:09.928 \| HD Request # 97 \| Requesting market depth data. Start date-time: 2026-01-14 09:38:52. Symbol: NQH26 2026-01-14 09:39:10.298 \| HD Request # 97 \| Decompressing data. 2026-01-14 09:39:10.301 \| HD Request # 97 \| Receiving market depth data for NQH6.CME starting at 2026-01-14 09:38:53.006000 2026-01-14 09:39:10.449 \| HD Request # 98 \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:10.449 \| HD Request # 98 \| Sending historical data logon request message. 2026-01-14 09:39:10.786 \| HD Request # 98 \| Requesting Intraday data. Start date-time: 2026-01-14 09:38:50. Record interval: 0. Symbol: VOLX 2026-01-14 09:39:11.572 \| HD Request # 98 \| Decompressing data. 2026-01-14 09:39:11.612 \| HD Request # 98 \| Receiving Intraday data for VOLX starting at 2026-01-14 09:38:50.792000 2026-01-14 09:39:11.612 \| Socket (10) \| CloseSocket call. 2026-01-14 09:39:11.612 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:11.612 \| Historical data download thread signaled to stop. 2026-01-14 09:39:11.612 \| HD Request # 98 \| Timestamp of first Intraday data file record written: 2026-01-14 09:38:54.340000. 2026-01-14 09:39:11.612 \| HD Request # 98 \| Received 24 Intraday data records from 2026-01-14 09:38:50.792000 to 2026-01-14 09:39:08.768000 (18.0 seconds. Delay: 2.8 seconds) and wrote 22 records for VOLX 2026-01-14 09:39:11.613 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:39:11.613 \| Socket (10) \| Closed. 2026-01-14 09:39:11.621 \| HD Request # 98 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:39:08.768000 2026-01-14 09:39:11.621 \| Added 2 Time and Sales records to Intraday data file for VOLX after download. 2026-01-14 09:39:11.621 \| HD Request # 98 \| Completion time: 2s. 2026-01-14 09:39:11.621 \| HD Request # 98 \| Intraday data download complete for VOLX. Unique request ID: 3455 2026-01-14 09:39:11.621 \| Removing historical data download ID 3455. 2026-01-14 09:39:11.621 \| Real-time Intraday chart data file updates started for VOLX 2026-01-14 09:39:11.621 \| Intraday chart data file opened for VOLX 2026-01-14 09:39:11.621 \| HD Request # 98 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:39:11.621 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Historical data download for additional symbol VOLX with ID 3455 has completed. 2026-01-14 09:39:11.621 \| 2026-01-14 09:39:11.621 \| Triggering next historical data download in queue. 2026-01-14 09:39:11.621 \| HD Request # 99 \| Downloading Intraday chart data for TICK-NYSE to the file TICK-NYSE.scid. Service: statscalc 2026-01-14 09:39:11.621 \| HD Request # 99 \| Download start date-time: 2026-01-14 09:38:52.000000. File last date-time: 2026-01-14 09:38:52.451002 2026-01-14 09:39:11.622 \| HD Request # 99 \| Using server: ds4.sierracharts.com port 10150 2026-01-14 09:39:11.622 \| Socket (10) \| Creating socket. 2026-01-14 09:39:11.622 \| Socket (10) \| New receive buffer size: 0 2026-01-14 09:39:11.622 \| Socket (10) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:39:11.781 \| Socket (9) \| CloseSocket call. 2026-01-14 09:39:11.781 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:11.781 \| Historical data download thread signaled to stop. 2026-01-14 09:39:11.782 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:39:11.782 \| Socket (9) \| Closed. 2026-01-14 09:39:11.782 \| HD Request # 97 \| Timestamp of first market depth data file record written: 2026-01-14 09:38:53.006000. 2026-01-14 09:39:11.782 \| HD Request # 97 \| Received 23773 Market Depth data records from 2026-01-14 09:38:53.006000 to 2026-01-14 09:39:06.949000 (13.9 seconds. Delay: 4.8 seconds) and wrote 23773 records for NQH6.CME 2026-01-14 09:39:11.783 \| HD Request # 97 \| Completion time: 3s. 2026-01-14 09:39:11.783 \| HD Request # 97 \| Market Depth data download complete for NQH6.CME. Unique request ID: 3463 2026-01-14 09:39:11.783 \| Removing historical data download ID 3463. 2026-01-14 09:39:11.783 \| Real-time market depth file updates started for NQH6.CME 2026-01-14 09:39:11.792 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:39:11.792 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:11.792 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:11.792 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:11.792 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:11.792 \| NQH6.CME [CV][M] 30 Sec #14 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:11.792 \| NQH6.CME [CV][M] 30 Sec #12 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:11.792 \| NQH6.CME [CV][M] 30 Min #18 \| Flagging to reload Intraday data on market depth download completion. 2026-01-14 09:39:11.792 \| 2026-01-14 09:39:11.792 \| No download requests in the queue to start downloads for. 2026-01-14 09:39:11.817 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:39:11.828 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Waiting for historical downloads to complete with the IDs: 3459, 2026-01-14 09:39:11.859 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:39:11.870 \| NQH6.CME [CV][M] 30 Min #18 \| Waiting for historical downloads to complete with the IDs: 3459, 2026-01-14 09:39:11.873 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:39:11.876 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Waiting for historical downloads to complete with the IDs: 3459, 2026-01-14 09:39:11.879 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:39:11.882 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Waiting for historical downloads to complete with the IDs: 3459, 2026-01-14 09:39:11.890 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:39:11.893 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Waiting for historical downloads to complete with the IDs: 3459, 2026-01-14 09:39:11.934 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:39:11.946 \| NQH6.CME [CV][M] 30 Sec #14 \| Waiting for historical downloads to complete with the IDs: 3459, 2026-01-14 09:39:11.950 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:39:11.953 \| NQH6.CME [CV][M] 30 Sec #12 \| Waiting for historical downloads to complete with the IDs: 3459, 2026-01-14 09:39:12.358 \| HD Request # 99 \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:12.358 \| HD Request # 99 \| Sending historical data logon request message. 2026-01-14 09:39:12.759 \| HD Request # 99 \| Requesting Intraday data. Start date-time: 2026-01-14 09:38:52. Record interval: 0. Symbol: TICK-NYSE 2026-01-14 09:39:12.972 \| Opened cached Intraday file: D:\crypto\Data\VOLX.scid. Thread ID: 11112 2026-01-14 09:39:13.141 \| HD Request # 99 \| Decompressing data. 2026-01-14 09:39:13.400 \| HD Request # 99 \| Receiving Intraday data for TICK-NYSE starting at 2026-01-14 09:38:52.000000 2026-01-14 09:39:13.400 \| Socket (10) \| CloseSocket call. 2026-01-14 09:39:13.400 \| Socket (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:13.400 \| Historical data download thread signaled to stop. 2026-01-14 09:39:13.400 \| HD Request # 99 \| Timestamp of first Intraday data file record written: 2026-01-14 09:38:53.000000. 2026-01-14 09:39:13.400 \| HD Request # 99 \| Received 21 Intraday data records from 2026-01-14 09:38:52.000000 to 2026-01-14 09:39:12.000000 (20.0 seconds. Delay: 1.4 seconds) and wrote 20 records for TICK-NYSE 2026-01-14 09:39:13.401 \| Socket (10) \| Socket gracefully closed by remote side. 2026-01-14 09:39:13.401 \| Socket (10) \| Closed. 2026-01-14 09:39:13.408 \| HD Request # 99 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:39:12.000000 2026-01-14 09:39:13.408 \| Added 3 Time and Sales records to Intraday data file for TICK-NYSE after download. 2026-01-14 09:39:13.408 \| HD Request # 99 \| Completion time: 2s. 2026-01-14 09:39:13.408 \| HD Request # 99 \| Intraday data download complete for TICK-NYSE. Unique request ID: 3456 2026-01-14 09:39:13.408 \| Removing historical data download ID 3456. 2026-01-14 09:39:13.408 \| Real-time Intraday chart data file updates started for TICK-NYSE 2026-01-14 09:39:13.408 \| Intraday chart data file opened for TICK-NYSE 2026-01-14 09:39:13.408 \| HD Request # 99 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:39:13.408 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TICK-NYSE with ID 3456 has completed. 2026-01-14 09:39:13.408 \| 2026-01-14 09:39:13.408 \| Triggering next historical data download in queue. 2026-01-14 09:39:13.408 \| HD Request # 100 \| Downloading Intraday chart data for NISS-NYSE to the file NISS-NYSE.scid. Service: statscalc 2026-01-14 09:39:13.408 \| HD Request # 100 \| Download start date-time: 2026-01-14 09:38:52.000000. File last date-time: 2026-01-14 09:38:52.451001 2026-01-14 09:39:13.408 \| HD Request # 100 \| Using server: ds12.sierracharts.com port 10149 2026-01-14 09:39:13.408 \| Socket (9) \| Creating socket. 2026-01-14 09:39:13.408 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:39:13.408 \| Socket (9) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:39:14.107 \| HD Request # 100 \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:14.107 \| HD Request # 100 \| Sending historical data logon request message. 2026-01-14 09:39:14.379 \| Opened cached Depth file: D:\crypto\Data\MarketDepthData\NQH6.CME.2026-01-14.depth 2026-01-14 09:39:14.564 \| HD Request # 100 \| Requesting Intraday data. Start date-time: 2026-01-14 09:38:52. Record interval: 0. Symbol: NISS-NYSE 2026-01-14 09:39:14.948 \| HD Request # 100 \| Decompressing data. 2026-01-14 09:39:15.245 \| HD Request # 100 \| Receiving Intraday data for NISS-NYSE starting at 2026-01-14 09:38:52.000000 2026-01-14 09:39:15.246 \| Socket (9) \| CloseSocket call. 2026-01-14 09:39:15.246 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:15.247 \| Historical data download thread signaled to stop. 2026-01-14 09:39:15.247 \| HD Request # 100 \| Timestamp of first Intraday data file record written: 2026-01-14 09:38:53.000000. 2026-01-14 09:39:15.247 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:39:15.247 \| HD Request # 100 \| Received 22 Intraday data records from 2026-01-14 09:38:52.000000 to 2026-01-14 09:39:13.000000 (21.0 seconds. Delay: 2.2 seconds) and wrote 21 records for NISS-NYSE 2026-01-14 09:39:15.247 \| Socket (9) \| Closed. 2026-01-14 09:39:15.258 \| HD Request # 100 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:39:13.000000 2026-01-14 09:39:15.258 \| Added 14 Time and Sales records to Intraday data file for NISS-NYSE after download. 2026-01-14 09:39:15.259 \| HD Request # 100 \| Completion time: 2s. 2026-01-14 09:39:15.259 \| HD Request # 100 \| Intraday data download complete for NISS-NYSE. Unique request ID: 3457 2026-01-14 09:39:15.259 \| Removing historical data download ID 3457. 2026-01-14 09:39:15.259 \| Real-time Intraday chart data file updates started for NISS-NYSE 2026-01-14 09:39:15.259 \| Intraday chart data file opened for NISS-NYSE 2026-01-14 09:39:15.259 \| HD Request # 100 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:39:15.259 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol NISS-NYSE with ID 3457 has completed. 2026-01-14 09:39:15.259 \| 2026-01-14 09:39:15.259 \| Triggering next historical data download in queue. 2026-01-14 09:39:15.259 \| HD Request # 101 \| Downloading Intraday chart data for TRIN-NYSE to the file TRIN-NYSE.scid. Service: statscalc 2026-01-14 09:39:15.259 \| HD Request # 101 \| Download start date-time: 2026-01-14 09:38:52.000000. File last date-time: 2026-01-14 09:38:52.451002 2026-01-14 09:39:15.259 \| HD Request # 101 \| Using server: ds4.sierracharts.com port 10150 2026-01-14 09:39:15.259 \| Socket (9) \| Creating socket. 2026-01-14 09:39:15.259 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:39:15.259 \| Socket (9) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:39:15.819 \| HD Request # 101 \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:15.819 \| HD Request # 101 \| Sending historical data logon request message. 2026-01-14 09:39:16.066 \| HD Request # 101 \| Requesting Intraday data. Start date-time: 2026-01-14 09:38:52. Record interval: 0. Symbol: TRIN-NYSE 2026-01-14 09:39:16.327 \| HD Request # 101 \| Decompressing data. 2026-01-14 09:39:16.539 \| HD Request # 101 \| Receiving Intraday data for TRIN-NYSE starting at 2026-01-14 09:38:52.000000 2026-01-14 09:39:16.540 \| Socket (9) \| CloseSocket call. 2026-01-14 09:39:16.540 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:16.541 \| Historical data download thread signaled to stop. 2026-01-14 09:39:16.541 \| HD Request # 101 \| Timestamp of first Intraday data file record written: 2026-01-14 09:38:53.000000. 2026-01-14 09:39:16.541 \| HD Request # 101 \| Received 23 Intraday data records from 2026-01-14 09:38:52.000000 to 2026-01-14 09:39:14.000000 (22.0 seconds. Delay: 2.5 seconds) and wrote 22 records for TRIN-NYSE 2026-01-14 09:39:16.541 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:39:16.542 \| Socket (9) \| Closed. 2026-01-14 09:39:16.549 \| HD Request # 101 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:39:14.000000 2026-01-14 09:39:16.549 \| Added 21 Time and Sales records to Intraday data file for TRIN-NYSE after download. 2026-01-14 09:39:16.549 \| HD Request # 101 \| Completion time: 1s. 2026-01-14 09:39:16.549 \| HD Request # 101 \| Intraday data download complete for TRIN-NYSE. Unique request ID: 3458 2026-01-14 09:39:16.549 \| Removing historical data download ID 3458. 2026-01-14 09:39:16.549 \| Real-time Intraday chart data file updates started for TRIN-NYSE 2026-01-14 09:39:16.549 \| Intraday chart data file opened for TRIN-NYSE 2026-01-14 09:39:16.549 \| HD Request # 101 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:39:16.549 \| ESH6.CME [CV][M] 30 Sec #5 \| Historical data download for additional symbol TRIN-NYSE with ID 3458 has completed. 2026-01-14 09:39:16.549 \| 2026-01-14 09:39:16.549 \| Triggering next historical data download in queue. 2026-01-14 09:39:16.549 \| HD Request # 102 \| Downloading Intraday chart data for NQH6.CME to the file NQH6.CME.scid. Service: cme 2026-01-14 09:39:16.549 \| HD Request # 102 \| Download start date-time: 2026-01-14 09:38:48.000000. File last date-time: 2026-01-14 09:38:48.286000 2026-01-14 09:39:16.549 \| HD Request # 102 \| Using server: ds26.sierracharts.com port 10149 2026-01-14 09:39:16.549 \| Socket (9) \| Creating socket. 2026-01-14 09:39:16.550 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:39:16.550 \| Socket (9) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:39:17.087 \| HD Request # 102 \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:17.087 \| HD Request # 102 \| Sending historical data logon request message. 2026-01-14 09:39:17.611 \| HD Request # 102 \| Requesting Intraday data. Start date-time: 2026-01-14 09:38:48. Record interval: 0. Symbol: NQH26 2026-01-14 09:39:17.982 \| Opened cached Intraday file: D:\crypto\Data\TICK-NYSE.scid. Thread ID: 11112 2026-01-14 09:39:17.983 \| Opened cached Intraday file: D:\crypto\Data\NISS-NYSE.scid. Thread ID: 11112 2026-01-14 09:39:17.983 \| Opened cached Intraday file: D:\crypto\Data\TRIN-NYSE.scid. Thread ID: 11112 2026-01-14 09:39:18.055 \| HD Request # 102 \| Decompressing data. 2026-01-14 09:39:18.185 \| HD Request # 102 \| Receiving Intraday data for NQH6.CME starting at 2026-01-14 09:38:48.020000 2026-01-14 09:39:18.185 \| Socket (9) \| CloseSocket call. 2026-01-14 09:39:18.186 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:18.186 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:39:18.186 \| Socket (9) \| Closed. 2026-01-14 09:39:18.186 \| Historical data download thread signaled to stop. 2026-01-14 09:39:18.186 \| HD Request # 102 \| Timestamp of first Intraday data file record written: 2026-01-14 09:38:48.421000. 2026-01-14 09:39:18.186 \| HD Request # 102 \| Received 1027 Intraday data records from 2026-01-14 09:38:48.020000 to 2026-01-14 09:39:16.740000 (28.7 seconds. Delay: 1.4 seconds) and wrote 1022 records for NQH6.CME 2026-01-14 09:39:18.194 \| HD Request # 102 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:39:16.740000 2026-01-14 09:39:18.194 \| HD Request # 102 \| Completion time: 2s. 2026-01-14 09:39:18.194 \| HD Request # 102 \| Intraday data download complete for NQH6.CME. Unique request ID: 3459 2026-01-14 09:39:18.194 \| Removing historical data download ID 3459. 2026-01-14 09:39:18.194 \| Real-time Intraday chart data file updates started for NQH6.CME 2026-01-14 09:39:18.194 \| Intraday chart data file opened for NQH6.CME 2026-01-14 09:39:18.194 \| HD Request # 102 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:39:18.194 \| 2026-01-14 09:39:18.194 \| Triggering next historical data download in queue. 2026-01-14 09:39:18.194 \| HD Request # 103 \| Downloading Intraday chart data for ESH6.CME to the file ESH6.CME.scid. Service: cme 2026-01-14 09:39:18.194 \| HD Request # 103 \| Download start date-time: 2026-01-14 09:38:48.000000. File last date-time: 2026-01-14 09:38:48.200001 2026-01-14 09:39:18.194 \| HD Request # 103 \| Using server: ds28.sierracharts.com port 10150 2026-01-14 09:39:18.194 \| Socket (9) \| Creating socket. 2026-01-14 09:39:18.194 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:39:18.194 \| Socket (9) \| Connecting to IP: 67.214.125.5. 2026-01-14 09:39:18.200 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:18.200 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:39:18.219 \| NQH6.CME [CV][M] 30 Min #18 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:18.219 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:39:18.224 \| NQH6.CME [CV][M] 30 Sec #12 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:18.224 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:39:18.229 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:18.231 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:39:18.340 \| NQH6.CME [CV][M] 30 Min #18 \| Reloading chart. 2026-01-14 09:39:18.356 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:18.358 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:39:18.364 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Reloading chart. 2026-01-14 09:39:18.369 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:18.369 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:18.369 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:39:18.390 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:18.390 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:39:18.404 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Reloading chart. 2026-01-14 09:39:18.452 \| NQH6.CME [CV][M] 30 Sec #14 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:18.452 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:39:18.480 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:39:18.493 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Chart data loading complete. 2026-01-14 09:39:18.547 \| NQH6.CME [CV][M] 30 Sec #12 \| Reloading chart. 2026-01-14 09:39:18.566 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:18.566 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:39:18.657 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:39:18.723 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:39:18.799 \| Chart #12 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:18.799 \| Chart #12 has tagged chart #11 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:18.799 \| NQH6.CME [CV][M] 30 Sec #12 \| Chart data loading complete. 2026-01-14 09:39:18.801 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:39:18.806 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:39:18.807 \| Chart #9 has tagged chart #10 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:18.841 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Chart data loading complete. 2026-01-14 09:39:18.850 \| HD Request # 103 \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:18.850 \| HD Request # 103 \| Sending historical data logon request message. 2026-01-14 09:39:18.871 \| NQH6.CME [CV][M] 30 Min #18 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:39:18.873 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:18.873 \| NQH6.CME [CV][M] 30 Min #18 \| Chart data loading complete. 2026-01-14 09:39:18.909 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Reloading chart. 2026-01-14 09:39:18.934 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Reloading chart. 2026-01-14 09:39:18.941 \| Chart #18 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:18.966 \| NQH6.CME [CV][M] 30 Sec #14 \| Reloading chart. 2026-01-14 09:39:19.085 \| Chart #14 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:19.085 \| NQH6.CME [CV][M] 30 Sec #14 \| Chart data loading complete. 2026-01-14 09:39:19.154 \| HD Request # 103 \| Requesting Intraday data. Start date-time: 2026-01-14 09:38:48. Record interval: 0. Symbol: ESH26 2026-01-14 09:39:19.183 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:39:19.218 \| NQH6.CME/MNQH6.CME [CV][M] 800 Trades #11 \| Chart data loading complete. 2026-01-14 09:39:19.503 \| HD Request # 103 \| Decompressing data. 2026-01-14 09:39:19.547 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:39:19.550 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:39:19.551 \| Chart #8 has tagged chart #9 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:19.585 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #8 \| Chart data loading complete. 2026-01-14 09:39:19.650 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:39:19.655 \| NQH6.CME/MNQH6.CME [CV][M] 30 Min #9 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:39:19.680 \| NQH6.CME/MNQH6.CME [CV][M] #10 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:39:19.767 \| HD Request # 103 \| Receiving Intraday data for ESH6.CME starting at 2026-01-14 09:38:48.200000 2026-01-14 09:39:19.768 \| Socket (9) \| CloseSocket call. 2026-01-14 09:39:19.768 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:19.768 \| Historical data download thread signaled to stop. 2026-01-14 09:39:19.768 \| HD Request # 103 \| Timestamp of first Intraday data file record written: 2026-01-14 09:38:48.422000. 2026-01-14 09:39:19.768 \| HD Request # 103 \| Received 1832 Intraday data records from 2026-01-14 09:38:48.200000 to 2026-01-14 09:39:16.783000 (28.6 seconds. Delay: 3.0 seconds) and wrote 1830 records for ESH6.CME 2026-01-14 09:39:19.769 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:39:19.769 \| Socket (9) \| Closed. 2026-01-14 09:39:19.776 \| HD Request # 103 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:39:16.783000 2026-01-14 09:39:19.776 \| HD Request # 103 \| Completion time: 1s. 2026-01-14 09:39:19.776 \| HD Request # 103 \| Intraday data download complete for ESH6.CME. Unique request ID: 3460 2026-01-14 09:39:19.776 \| Removing historical data download ID 3460. 2026-01-14 09:39:19.776 \| Real-time Intraday chart data file updates started for ESH6.CME 2026-01-14 09:39:19.776 \| Intraday chart data file opened for ESH6.CME 2026-01-14 09:39:19.776 \| HD Request # 103 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:39:19.776 \| 2026-01-14 09:39:19.776 \| Triggering next historical data download in queue. 2026-01-14 09:39:19.776 \| HD Request # 104 \| Downloading Intraday chart data for RTYH6.CME to the file RTYH6.CME.scid. Service: cme 2026-01-14 09:39:19.776 \| HD Request # 104 \| Download start date-time: 2026-01-14 09:38:47.000000. File last date-time: 2026-01-14 09:38:47.799004 2026-01-14 09:39:19.776 \| HD Request # 104 \| Using server: ds32.sierracharts.com port 10149 2026-01-14 09:39:19.776 \| Socket (9) \| Creating socket. 2026-01-14 09:39:19.776 \| Socket (9) \| New receive buffer size: 0 2026-01-14 09:39:19.776 \| Socket (9) \| Connecting to IP: 69.39.70.248. 2026-01-14 09:39:19.781 \| ESH6.CME [CV][M] 30 Min #17 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:19.782 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:39:19.787 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:19.789 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:39:19.892 \| HTTPS connection ID:16 to downloads.rithmic.com:443 for request ID:16 (10) \| Creating socket. Using TLS 1.2. 2026-01-14 09:39:19.892 \| HTTPS connection ID:16 to downloads.rithmic.com:443 for request ID:16 (10) \| New receive buffer size: 0 2026-01-14 09:39:19.892 \| HTTPS connection ID:16 to downloads.rithmic.com:443 for request ID:16 (10) \| Connecting to IP: 38.79.0.89. 2026-01-14 09:39:19.906 \| ESH6.CME [CV][M] 30 Min #17 \| Reloading chart. 2026-01-14 09:39:19.927 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Reloading chart. 2026-01-14 09:39:19.970 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:19.970 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:39:20.078 \| ESH6.CME [CV][M] 30 Sec #6 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:20.080 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:39:20.095 \| ESH6.CME [CV][M] 30 Sec #5 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:20.096 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:39:20.140 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:20.140 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:39:20.171 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Reloading chart. 2026-01-14 09:39:20.227 \| ESH6.CME/MESH6.CME [CV][M] #3 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:39:20.239 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Chart data loading complete. 2026-01-14 09:39:20.242 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Download is complete for all contract months in chart. Proceeding with data load. 2026-01-14 09:39:20.243 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:39:20.289 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:20.289 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:39:20.340 \| + Loading additional symbol data. 2026-01-14 09:39:20.407 \| ESH6.CME [CV][M] 30 Sec #5 \| Reloading chart. 2026-01-14 09:39:20.418 \| + Loading additional symbol data. 2026-01-14 09:39:20.485 \| ESH6.CME [CV][M] 30 Sec #5 \| StartDateTimeForLoadingOrderFills: 2025-01-07 00:00:00 2026-01-14 09:39:20.487 \| Chart #5 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:20.487 \| Chart #5 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:20.487 \| ESH6.CME [CV][M] 30 Sec #5 \| Chart data loading complete. 2026-01-14 09:39:20.581 \| ESH6.CME [CV][M] 30 Sec #6 \| Reloading chart. 2026-01-14 09:39:20.639 \| HD Request # 104 \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:20.639 \| HD Request # 104 \| Sending historical data logon request message. 2026-01-14 09:39:20.642 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| StartDateTimeForLoadingOrderFills: 2026-01-13 18:00:00 2026-01-14 09:39:20.647 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:39:20.650 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:20.677 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Chart data loading complete. 2026-01-14 09:39:20.677 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Reloading chart. 2026-01-14 09:39:20.831 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Reloading chart. 2026-01-14 09:39:20.869 \| Chart #6 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:20.869 \| ESH6.CME [CV][M] 30 Sec #6 \| Chart data loading complete. 2026-01-14 09:39:20.995 \| Chart #17 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:20.995 \| ESH6.CME [CV][M] 30 Min #17 \| Chart data loading complete. 2026-01-14 09:39:21.114 \| HD Request # 104 \| Requesting Intraday data. Start date-time: 2026-01-14 09:38:47. Record interval: 0. Symbol: RTYH26 2026-01-14 09:39:21.355 \| HD Request # 104 \| Decompressing data. 2026-01-14 09:39:21.545 \| HD Request # 104 \| Receiving Intraday data for RTYH6.CME starting at 2026-01-14 09:38:47.266000 2026-01-14 09:39:21.546 \| Socket (9) \| CloseSocket call. 2026-01-14 09:39:21.546 \| Socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:21.546 \| Historical data download thread signaled to stop. 2026-01-14 09:39:21.546 \| HD Request # 104 \| Timestamp of first Intraday data file record written: 2026-01-14 09:38:48.422000. 2026-01-14 09:39:21.546 \| HD Request # 104 \| Received 173 Intraday data records from 2026-01-14 09:38:47.266000 to 2026-01-14 09:39:18.636000 (31.4 seconds. Delay: 2.9 seconds) and wrote 163 records for RTYH6.CME 2026-01-14 09:39:21.546 \| Socket (9) \| Socket gracefully closed by remote side. 2026-01-14 09:39:21.546 \| Socket (9) \| Closed. 2026-01-14 09:39:21.556 \| HD Request # 104 \| Add time&sales data \| Remembered last file record date-time: 2026-01-14 14:39:18.636000 2026-01-14 09:39:21.556 \| HD Request # 104 \| Completion time: 2s. 2026-01-14 09:39:21.556 \| HD Request # 104 \| Intraday data download complete for RTYH6.CME. Unique request ID: 3461 2026-01-14 09:39:21.556 \| Removing historical data download ID 3461. 2026-01-14 09:39:21.556 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:39:21.556 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:39:21.556 \| HD Request # 104 \| Enabling Intraday chart updating for symbol. 2026-01-14 09:39:21.556 \| 2026-01-14 09:39:21.556 \| No download requests in the queue to start downloads for. 2026-01-14 09:39:21.584 \| + Loading additional symbol data. 2026-01-14 09:39:21.596 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:39:21.644 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Chart data loading complete. 2026-01-14 09:39:22.062 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| StartDateTimeForLoadingOrderFills: 18:00:00 2026-01-14 09:39:22.064 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:39:22.065 \| Chart #1 has tagged chart #2 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:22.088 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #1 \| Chart data loading complete. 2026-01-14 09:39:22.146 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:39:22.426 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:39:22.431 \| ESH6.CME/MESH6.CME [CV][M] 30 Min #2 \| Study: Google Sheets Importer \| Making HTTP request. 2026-01-14 09:39:22.433 \| Chart #2 has tagged chart #3 for full recalculation. Chartbook: Discipline.Cht 2026-01-14 09:39:22.457 \| ESH6.CME/MESH6.CME [CV][M] #3 \| Performing a full recalculation because it has been tagged. Chartbook: Discipline.Cht 2026-01-14 09:39:22.986 \| Opened cached Intraday file: D:\crypto\Data\NQH6.CME.scid. Thread ID: 11112 2026-01-14 09:39:22.986 \| Opened cached Intraday file: D:\crypto\Data\ESH6.CME.scid. Thread ID: 11112 2026-01-14 09:39:22.986 \| Opened cached Intraday file: D:\crypto\Data\RTYH6.CME.scid. Thread ID: 11112 2026-01-14 09:39:23.545 \| Rithmic Direct - DTC \| Wrote file: D:\crypto\RithmicConnections.json. Size: 110576 2026-01-14 09:39:23.546 \| Rithmic Direct - DTC \| Processed connection points. Count: 474 2026-01-14 09:39:23.809 \| HTTPS connection ID:16 to downloads.rithmic.com:443 for request ID:16 (10) \| CloseSocket call. 2026-01-14 09:39:23.809 \| HTTPS connection ID:16 to downloads.rithmic.com:443 for request ID:16 (10) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:23.810 \| HTTPS connection ID:16 to downloads.rithmic.com:443 for request ID:16 (10) \| Socket gracefully closed by remote side. 2026-01-14 09:39:23.810 \| HTTPS connection ID:16 to downloads.rithmic.com:443 for request ID:16 (10) \| Closed. 2026-01-14 09:39:24.965 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:39:24.967 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:39:24.972 \| DTC Client socket (3) \| Socket gracefully closed by remote side. 2026-01-14 09:39:24.975 \| DTC Client socket (8) \| Socket gracefully closed by remote side. 2026-01-14 09:39:24.980 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:39:24.980 \| DTC Client socket (2) \| Signaling for receive thread to end. Bytes in receive buffer: 0 2026-01-14 09:39:24.980 \| DTC Client socket (2) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:39:24.980 \| DTC Client socket (2) \| Closed. 2026-01-14 09:39:24.980 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:39:24.980 \| DTC Client socket (1) \| Signaling for receive thread to end. Bytes in receive buffer: 0 2026-01-14 09:39:24.981 \| DTC Client socket (1) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:39:24.981 \| DTC Client socket (1) \| Closed. 2026-01-14 09:39:24.981 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:39:24.981 \| DTC Client socket (3) \| Signaling for receive thread to end. Bytes in receive buffer: 0 2026-01-14 09:39:24.982 \| DTC Client socket (3) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:39:24.982 \| DTC Client socket (3) \| Closed. 2026-01-14 09:39:24.984 \| DTC Client socket (8) \| CloseSocket call. 2026-01-14 09:39:24.984 \| DTC Client socket (8) \| Signaling for receive thread to end. Bytes in receive buffer: 0 2026-01-14 09:39:24.985 \| DTC Client socket (8) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:39:24.985 \| DTC Client socket (8) \| Closed. 2026-01-14 09:39:24.985 \| DTC Client socket (0) \| CloseSocket call. 2026-01-14 09:39:24.985 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:39:24.985 \| SC Data with Depth \| Data feed disconnected. Will reconnect in 2 seconds. 2026-01-14 09:39:24.985 \| Connection to the external service has been lost. 2026-01-14 09:39:24.996 \| DTC Client socket (0) \| CloseSocket call. 2026-01-14 09:39:24.996 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:39:24.996 \| DTC Client socket (0) \| CloseSocket call. 2026-01-14 09:39:24.996 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:39:24.996 \| Denali Data Feed \| Data feed disconnected. Will reconnect in 3 seconds. 2026-01-14 09:39:24.999 \| DTC Client socket (0) \| CloseSocket call. 2026-01-14 09:39:25.000 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:39:25.000 \| Will reconnect to the server in 4.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. 2026-01-14 09:39:26.997 \| SC Data with Depth \| Connecting to the server ds4.sierracharts.com. Port 443 2026-01-14 09:39:26.998 \| DTC Client socket (1) \| Creating socket. 2026-01-14 09:39:26.998 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:39:26.998 \| DTC Client socket (1) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:39:26.998 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:39:26.998 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:39:26.999 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:39:27.988 \| Denali Data Feed \| Connecting to the server ds27-2.sierracharts.com. Port 443 2026-01-14 09:39:27.992 \| DTC Client socket (2) \| Creating socket. 2026-01-14 09:39:27.992 \| DTC Client socket (2) \| New receive buffer size: 0 2026-01-14 09:39:27.992 \| DTC Client socket (2) \| Connecting to IP: 216.200.108.155. 2026-01-14 09:39:27.993 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:39:27.993 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:39:27.993 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:39:29.004 \| 2026-01-14 09:39:29.005 \| Rithmic Direct - DTC \| Using server connection: LucidTrading-Chicago Area-Non-Aggregated 2026-01-14 09:39:29.005 \| Rithmic Direct - DTC \| Trading server address/port: rsc.rithmic.com:50569 2026-01-14 09:39:29.005 \| Rithmic Direct - DTC \| Connecting to the server rsc.rithmic.com. Port 50569 2026-01-14 09:39:29.006 \| DTC Client socket (3) \| Creating socket. Using TLS 1.2. 2026-01-14 09:39:29.006 \| DTC Client socket (3) \| New receive buffer size: 0 2026-01-14 09:39:29.006 \| DTC Client socket (3) \| Connecting to IP: 216.57.156.163. 2026-01-14 09:39:29.007 \| Rithmic Direct - DTC \| Network connection to server complete. 2026-01-14 09:39:29.007 \| Rithmic Direct - DTC \| Starting socket receive thread. 2026-01-14 09:39:29.007 \| Rithmic Direct - DTC \| Using fixed encoding of Binary 2026-01-14 09:39:29.007 \| Rithmic Direct - DTC \| Sending logon request message. 2026-01-14 09:39:30.477 \| Rithmic Direct - DTC \| Received logon response. 2026-01-14 09:39:30.477 \| Rithmic Direct - DTC \| Server Name: . 2026-01-14 09:39:30.477 \| Rithmic Direct - DTC \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:39:30.477 \| Rithmic Direct - DTC \| Successfully connected. 2026-01-14 09:39:30.477 \| Rithmic Direct - DTC \| Trading is supported. 2026-01-14 09:39:30.477 \| Rithmic Direct - DTC \| Order cancel and replace is supported. 2026-01-14 09:39:30.477 \| Rithmic Direct - DTC \| OCO Orders supported. 2026-01-14 09:39:30.477 \| Rithmic Direct - DTC \| Symbol and Exchange Delimiter: . 2026-01-14 09:39:30.477 \| Rithmic Direct - DTC \| MarketDepthIsSupported: 0 2026-01-14 09:39:30.477 \| Rithmic Direct - DTC \| Connection to server complete. 2026-01-14 09:39:30.477 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:39:30.477 \| DTC Client socket (2) \| CloseSocket call. 2026-01-14 09:39:30.477 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:30.477 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:39:30.477 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:39:30.477 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:39:30.477 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:30.477 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:39:30.478 \| No download requests in the queue to start downloads for. 2026-01-14 09:39:30.480 \| Using Bid/Ask average for last trade price for VOLX 2026-01-14 09:39:30.480 \| Using symbol data fast lookup vector 2026-01-14 09:39:30.480 \| SC Data with Depth \| Starting real-time market data updates for: VOLX. ID: 1 Service code: fxcm 2026-01-14 09:39:30.480 \| SC Data with Depth \| Connecting to the server ds12.sierracharts.com. Port 10048 2026-01-14 09:39:30.480 \| SC Data with Depth \| Requesting security definition data for: VOLX. ID: 1 2026-01-14 09:39:30.480 \| Added historical Intraday data request for VOLX to the queue. 2026-01-14 09:39:30.480 \| Intraday data recording state for symbol VOLX is set to download 'Pending'. 2026-01-14 09:39:30.480 \| Triggering next historical data download in queue. 2026-01-14 09:39:30.480 \| ESH6.CME/MESH6.CME [CV][M] 1500 Trades #4 \| Started historical data download for additional symbol VOLX. Download ID: 3464 2026-01-14 09:39:30.480 \| DTC Client socket (8) \| Creating socket. 2026-01-14 09:39:30.480 \| DTC Client socket (8) \| New receive buffer size: 0 2026-01-14 09:39:30.480 \| DTC Client socket (8) \| Connecting to IP: 69.39.70.241. 2026-01-14 09:39:30.483 \| SC Data with Depth \| Starting real-time market data updates for: TICK-NYSE. ID: 2 Service code: statscalc 2026-01-14 09:39:30.483 \| SC Data with Depth \| Requesting security definition data for: TICK-NYSE. ID: 2 2026-01-14 09:39:30.483 \| Added historical Intraday data request for TICK-NYSE to the queue. 2026-01-14 09:39:30.483 \| Intraday data recording state for symbol TICK-NYSE is set to download 'Pending'. 2026-01-14 09:39:30.483 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TICK-NYSE. Download ID: 3465 2026-01-14 09:39:30.483 \| SC Data with Depth \| Starting real-time market data updates for: NISS-NYSE. ID: 3 Service code: statscalc 2026-01-14 09:39:30.483 \| SC Data with Depth \| Requesting security definition data for: NISS-NYSE. ID: 3 2026-01-14 09:39:30.483 \| Added historical Intraday data request for NISS-NYSE to the queue. 2026-01-14 09:39:30.483 \| Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. 2026-01-14 09:39:30.483 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol NISS-NYSE. Download ID: 3466 2026-01-14 09:39:30.483 \| SC Data with Depth \| Starting real-time market data updates for: TRIN-NYSE. ID: 4 Service code: statscalc 2026-01-14 09:39:30.483 \| SC Data with Depth \| Requesting security definition data for: TRIN-NYSE. ID: 4 2026-01-14 09:39:30.483 \| Added historical Intraday data request for TRIN-NYSE to the queue. 2026-01-14 09:39:30.483 \| Intraday data recording state for symbol TRIN-NYSE is set to download 'Pending'. 2026-01-14 09:39:30.483 \| ESH6.CME [CV][M] 30 Sec #5 \| Started historical data download for additional symbol TRIN-NYSE. Download ID: 3467 2026-01-14 09:39:30.486 \| SC Data with Depth \| Failed connections: 1 2026-01-14 09:39:30.486 \| DTC Client socket (8) \| CloseSocket call. 2026-01-14 09:39:30.486 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:39:30.486 \| SC Data with Depth \| Data feed disconnected. Will reconnect in 2 seconds. 2026-01-14 09:39:30.486 \| Delaying start of download for VOLX. 2026-01-14 09:39:30.486 \| DTC Client socket (8) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:30.489 \| Mapping NQH6.CME to NQH26. Service code: cme 2026-01-14 09:39:30.489 \| Denali Data Feed \| Starting real-time market data updates for: NQH6.CME (NQH26). ID: 5 Service code: cme 2026-01-14 09:39:30.489 \| Denali Data Feed \| Connecting to the server ds26-2.sierracharts.com. Port 10048 2026-01-14 09:39:30.489 \| Denali Data Feed \| Requesting security definition data for: NQH6.CME (NQH26). ID: 5 2026-01-14 09:39:30.490 \| Added historical Intraday data request for NQH6.CME to the queue. 2026-01-14 09:39:30.490 \| Intraday data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:39:30.490 \| Triggering next historical data download in queue. 2026-01-14 09:39:30.491 \| DTC Client socket (9) \| Creating socket. 2026-01-14 09:39:30.491 \| DTC Client socket (9) \| New receive buffer size: 0 2026-01-14 09:39:30.491 \| DTC Client socket (9) \| Connecting to IP: 64.152.155.18. 2026-01-14 09:39:30.515 \| Denali Data Feed \| Network connection to server complete. 2026-01-14 09:39:30.515 \| Denali Data Feed \| Starting socket receive thread. 2026-01-14 09:39:30.515 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:39:30.515 \| Mapping MNQH6.CME to MNQH26. Service code: cme 2026-01-14 09:39:30.515 \| Denali Data Feed \| Starting real-time market data updates for: MNQH6.CME (MNQH26). ID: 6 Service code: cme 2026-01-14 09:39:30.515 \| Denali Data Feed \| Requesting security definition data for: MNQH6.CME (MNQH26). ID: 6 2026-01-14 09:39:30.558 \| Mapping ESH6.CME to ESH26. Service code: cme 2026-01-14 09:39:30.558 \| Denali Data Feed \| Starting real-time market data updates for: ESH6.CME (ESH26). ID: 7 Service code: cme 2026-01-14 09:39:30.558 \| Denali Data Feed \| Requesting security definition data for: ESH6.CME (ESH26). ID: 7 2026-01-14 09:39:30.558 \| Mapping MESH6.CME to MESH26. Service code: cme 2026-01-14 09:39:30.558 \| Denali Data Feed \| Starting real-time market data updates for: MESH6.CME (MESH26). ID: 8 Service code: cme 2026-01-14 09:39:30.558 \| Denali Data Feed \| Requesting security definition data for: MESH6.CME (MESH26). ID: 8 2026-01-14 09:39:30.558 \| Added historical Intraday data request for ESH6.CME to the queue. 2026-01-14 09:39:30.558 \| Intraday data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:39:30.558 \| Triggering next historical data download in queue. 2026-01-14 09:39:30.623 \| Mapping RTYH6.CME to RTYH26. Service code: cme 2026-01-14 09:39:30.623 \| Denali Data Feed \| Starting real-time market data updates for: RTYH6.CME (RTYH26). ID: 9 Service code: cme 2026-01-14 09:39:30.623 \| Denali Data Feed \| Requesting security definition data for: RTYH6.CME (RTYH26). ID: 9 2026-01-14 09:39:30.623 \| Added historical Intraday data request for RTYH6.CME to the queue. 2026-01-14 09:39:30.623 \| Intraday data recording state for symbol RTYH6.CME is set to download 'Pending'. 2026-01-14 09:39:30.623 \| Triggering next historical data download in queue. 2026-01-14 09:39:31.404 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:31.404 \| Denali Data Feed \| Sending logon request message. 2026-01-14 09:39:31.536 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2026-01-14 09:39:31.537 \| DTC Client socket (1) \| Closed. 2026-01-14 09:39:31.538 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2026-01-14 09:39:31.538 \| DTC Client socket (2) \| Closed. 2026-01-14 09:39:31.682 \| DTC Client socket (8) \| Socket gracefully closed by remote side. 2026-01-14 09:39:31.682 \| DTC Client socket (8) \| Closed. 2026-01-14 09:39:32.429 \| Denali Data Feed \| Received logon response. 2026-01-14 09:39:32.429 \| Denali Data Feed \| Server Name: SC Realtime Server. 2026-01-14 09:39:32.429 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:39:32.429 \| Denali Data Feed \| Successfully connected. 2026-01-14 09:39:32.429 \| Denali Data Feed \| Trading is not supported. 2026-01-14 09:39:32.429 \| Denali Data Feed \| MarketDepthIsSupported: 1 2026-01-14 09:39:32.429 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESH6.CME -> ESH26 2026-01-14 09:39:32.429 \| Denali Data Feed \| Restarting real-time data updates for symbol: MESH6.CME -> MESH26 2026-01-14 09:39:32.429 \| Denali Data Feed \| Restarting real-time data updates for symbol: MNQH6.CME -> MNQH26 2026-01-14 09:39:32.429 \| Denali Data Feed \| Restarting real-time data updates for symbol: NQH6.CME -> NQH26 2026-01-14 09:39:32.429 \| Denali Data Feed \| Restarting real-time data updates for symbol: RTYH6.CME -> RTYH26 2026-01-14 09:39:32.493 \| SC Data with Depth \| Connecting to the server ds4.sierracharts.com. Port 10048 2026-01-14 09:39:32.493 \| DTC Client socket (1) \| Creating socket. 2026-01-14 09:39:32.493 \| DTC Client socket (1) \| New receive buffer size: 0 2026-01-14 09:39:32.493 \| DTC Client socket (1) \| Connecting to IP: 64.152.155.113. 2026-01-14 09:39:32.494 \| SC Data with Depth \| Network connection to server complete. 2026-01-14 09:39:32.494 \| SC Data with Depth \| Starting socket receive thread. 2026-01-14 09:39:32.494 \| SC Data with Depth \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:39:33.325 \| Added historical Market Depth data request for ESH6.CME to the queue. 2026-01-14 09:39:33.325 \| Market depth data recording state for symbol ESH6.CME is set to download 'Pending'. 2026-01-14 09:39:33.325 \| Triggering next historical data download in queue. 2026-01-14 09:39:33.325 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.325 \| Added historical Market Depth data request for NQH6.CME to the queue. 2026-01-14 09:39:33.325 \| Market depth data recording state for symbol NQH6.CME is set to download 'Pending'. 2026-01-14 09:39:33.325 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.325 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.325 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Denali Data Feed \| Setting external service identifier for symbol ESH6.CME to 42140878 2026-01-14 09:39:33.326 \| Denali Data Feed \| Received security definition for symbol ESH6.CME 2026-01-14 09:39:33.326 \| Denali Data Feed \| Setting external service identifier for symbol MESH6.CME to 42003800 2026-01-14 09:39:33.326 \| Denali Data Feed \| Received security definition for symbol MESH6.CME 2026-01-14 09:39:33.326 \| Denali Data Feed \| Setting external service identifier for symbol MNQH6.CME to 42004946 2026-01-14 09:39:33.326 \| Denali Data Feed \| Received security definition for symbol MNQH6.CME 2026-01-14 09:39:33.326 \| Denali Data Feed \| Setting external service identifier for symbol NQH6.CME to 42002475 2026-01-14 09:39:33.326 \| Denali Data Feed \| Received security definition for symbol NQH6.CME 2026-01-14 09:39:33.326 \| Denali Data Feed \| Setting external service identifier for symbol RTYH6.CME to 42005017 2026-01-14 09:39:33.326 \| Denali Data Feed \| Received security definition for symbol RTYH6.CME 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for ESH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| Historical Market Depth data request, start 00:00:00.000 , for NQH6.CME is discarded because a matching download is already pending and the new one is not for earlier data. 2026-01-14 09:39:33.326 \| HD Request # 105 \| Downloading Market Depth data for ESH6.CME. Service: cme.marketdepth. 2026-01-14 09:39:33.326 \| HD Request # 105 \| Download start date-time: 2026-01-14 09:39:25.000257. 2026-01-14 09:39:33.327 \| HD Request # 105 \| Using server: ds26.sierracharts.com port 10150 2026-01-14 09:39:33.327 \| Socket (2) \| Creating socket. 2026-01-14 09:39:33.327 \| Socket (2) \| New receive buffer size: 0 2026-01-14 09:39:33.327 \| Socket (2) \| Connecting to IP: 64.152.155.17. 2026-01-14 09:39:33.391 \| NTP Client \| Sending packet to 0.cn.pool.ntp.org:123 2026-01-14 09:39:33.391 \| NTP Client \| Sending packet to 1.cn.pool.ntp.org:123 2026-01-14 09:39:33.391 \| NTP Client \| Sending packet to 2.cn.pool.ntp.org:123 2026-01-14 09:39:33.391 \| NTP Client \| Sending packet to 3.cn.pool.ntp.org:123 2026-01-14 09:39:33.402 \| NTP Client \| Received Packet \| RoundTripDelay=0.010987281799316406, SystemClockOffset=-0.008600711822509766 2026-01-14 09:39:33.422 \| NTP Client \| Received Packet \| RoundTripDelay=0.030989646911621094, SystemClockOffset=-0.008732318878173828 2026-01-14 09:39:33.663 \| NTP Client \| Received Packet \| RoundTripDelay=0.27199792861938477, SystemClockOffset=0.002562284469604492 2026-01-14 09:39:34.396 \| NTP Client \| Performed system clock adjustment of -8600.711822509766 microseconds. 2026-01-14 09:39:35.512 \| Requesting market depth updates for: ESH6.CME if supported. NumLevels=120 2026-01-14 09:39:35.512 \| Denali Data Feed (Market Orders Data) \| Connecting to the server ds26-2.sierracharts.com. Port 10060 2026-01-14 09:39:35.513 \| Requesting market depth updates for: NQH6.CME if supported. NumLevels=120 2026-01-14 09:39:35.514 \| DTC Client socket (8) \| Creating socket. 2026-01-14 09:39:35.514 \| DTC Client socket (8) \| New receive buffer size: 0 2026-01-14 09:39:35.514 \| DTC Client socket (8) \| Connecting to IP: 64.152.155.18. 2026-01-14 09:39:35.540 \| Denali Data Feed (Market Orders Data) \| Network connection to server complete. 2026-01-14 09:39:35.540 \| Denali Data Feed (Market Orders Data) \| Starting socket receive thread. 2026-01-14 09:39:35.540 \| Denali Data Feed (Market Orders Data) \| Sending encoding request to server: Binary VLS. Compression: high 2026-01-14 09:39:35.726 \| SC Data with Depth \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:35.726 \| SC Data with Depth \| Sending logon request message. 2026-01-14 09:39:36.160 \| Denali Data Feed \| Clearing market depth for ESH6.CME 2026-01-14 09:39:36.160 \| Denali Data Feed \| Clearing market depth for NQH6.CME 2026-01-14 09:39:36.471 \| Denali Data Feed (Market Orders Data) \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:36.471 \| Denali Data Feed (Market Orders Data) \| Sending logon request message. 2026-01-14 09:39:36.579 \| HD Request # 105 \| Setting DTC encoding to Binary VLS 2026-01-14 09:39:36.579 \| HD Request # 105 \| Sending historical data logon request message. 2026-01-14 09:39:36.882 \| SC Data with Depth \| Received logon response. 2026-01-14 09:39:36.882 \| SC Data with Depth \| Server Name: SC Realtime Server. 2026-01-14 09:39:36.882 \| SC Data with Depth \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:39:36.882 \| SC Data with Depth \| Successfully connected. 2026-01-14 09:39:36.882 \| SC Data with Depth \| Trading is not supported. 2026-01-14 09:39:36.882 \| SC Data with Depth \| MarketDepthIsSupported: 1 2026-01-14 09:39:36.882 \| SC Data with Depth \| Restarting real-time data updates for symbol: NISS-NYSE 2026-01-14 09:39:36.882 \| SC Data with Depth \| Restarting real-time data updates for symbol: TICK-NYSE 2026-01-14 09:39:36.882 \| SC Data with Depth \| Restarting real-time data updates for symbol: TRIN-NYSE 2026-01-14 09:39:36.882 \| SC Data with Depth \| Restarting real-time data updates for symbol: VOLX 2026-01-14 09:39:37.084 \| Denali Data Feed (Market Orders Data) \| Received logon response. 2026-01-14 09:39:37.084 \| Denali Data Feed (Market Orders Data) \| Server Name: SC Realtime Server. 2026-01-14 09:39:37.084 \| Denali Data Feed (Market Orders Data) \| Server protocol version: 8. Client protocol version: 8 2026-01-14 09:39:37.084 \| Denali Data Feed (Market Orders Data) \| Successfully connected. 2026-01-14 09:39:37.084 \| Denali Data Feed (Market Orders Data) \| Trading is not supported. 2026-01-14 09:39:37.084 \| Denali Data Feed (Market Orders Data) \| MarketDepthIsSupported: 1 2026-01-14 09:39:37.084 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: ESH26. MinimumMarketByOrderQuantity: 10. Service code: cme 2026-01-14 09:39:37.084 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: ESH6.CME -> ESH26 2026-01-14 09:39:37.084 \| Denali Data Feed (Market Orders Data) \| Starting market orders updates for: NQH26. MinimumMarketByOrderQuantity: 0. Service code: cme 2026-01-14 09:39:37.084 \| Denali Data Feed (Market Orders Data) \| Restarting market orders data for symbol: NQH6.CME -> NQH26 2026-01-14 09:39:37.511 \| HD Request # 105 \| Requesting market depth data. Start date-time: 2026-01-14 09:39:25. Symbol: ESH26 2026-01-14 09:39:37.704 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: ESH6.CME. Market orders request not authorized. 2026-01-14 09:39:37.704 \| Denali Data Feed (Market Orders Data) \| Market Orders data has been rejected for symbol: NQH6.CME. Market orders request not authorized. 2026-01-14 09:39:38.098 \| SC Data with Depth \| Setting external service identifier for symbol NISS-NYSE to 9 2026-01-14 09:39:38.098 \| SC Data with Depth \| Received security definition for symbol NISS-NYSE 2026-01-14 09:39:38.098 \| SC Data with Depth \| Setting external service identifier for symbol TICK-NYSE to 1 2026-01-14 09:39:38.098 \| SC Data with Depth \| Received security definition for symbol TICK-NYSE 2026-01-14 09:39:38.098 \| SC Data with Depth \| Setting external service identifier for symbol TRIN-NYSE to 4 2026-01-14 09:39:38.098 \| SC Data with Depth \| Received security definition for symbol TRIN-NYSE 2026-01-14 09:39:38.098 \| SC Data with Depth \| Setting external service identifier for symbol VOLX to 67 2026-01-14 09:39:38.098 \| SC Data with Depth \| Received security definition for symbol VOLX 2026-01-14 09:39:38.424 \| HD Request # 105 \| Decompressing data. 2026-01-14 09:39:38.433 \| HD Request # 105 \| Receiving market depth data for ESH6.CME starting at 2026-01-14 09:39:25.029000 2026-01-14 09:39:39.889 \| Saved Chartbook: Discipline.Cht. Time: 0.0212 seconds. 2026-01-14 09:39:39.991 \| Program is exiting. 2026-01-14 09:39:39.991 \| Rithmic Direct - DTC \| Waiting for socket receive thread to end 2026-01-14 09:39:39.991 \| DTC Client socket (3) \| CloseSocket call. 2026-01-14 09:39:39.991 \| DTC Client socket (3) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:39.991 \| Denali Data Feed (Market Orders Data) \| Waiting for socket receive thread to end 2026-01-14 09:39:39.991 \| DTC Client socket (8) \| CloseSocket call. 2026-01-14 09:39:39.992 \| DTC Client socket (8) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:39.992 \| Denali Data Feed (Market Orders Data) \| Disconnected from the server. 2026-01-14 09:39:39.992 \| Denali Data Feed \| Waiting for socket receive thread to end 2026-01-14 09:39:39.993 \| DTC Client socket (9) \| CloseSocket call. 2026-01-14 09:39:39.993 \| Denali Data Feed \| Disconnected from the server. 2026-01-14 09:39:39.993 \| SC Data with Depth \| Waiting for socket receive thread to end 2026-01-14 09:39:39.993 \| DTC Client socket (9) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:39.993 \| DTC Client socket (1) \| CloseSocket call. 2026-01-14 09:39:39.993 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:39.993 \| SC Data with Depth \| Disconnected from the server. 2026-01-14 09:39:39.993 \| Rithmic Direct - DTC \| Disconnected. 2026-01-14 09:39:39.993 \| Canceling queued historical data download request for TICK-NYSE Intraday data. 2026-01-14 09:39:39.993 \| Removing historical data download ID 3465. 2026-01-14 09:39:39.993 \| Real-time Intraday chart data file updates started for TICK-NYSE 2026-01-14 09:39:39.993 \| Intraday chart data file opened for TICK-NYSE 2026-01-14 09:39:39.993 \| Canceling queued historical data download request for NISS-NYSE Intraday data. 2026-01-14 09:39:39.993 \| Removing historical data download ID 3466. 2026-01-14 09:39:39.993 \| Real-time Intraday chart data file updates started for NISS-NYSE 2026-01-14 09:39:39.993 \| Intraday chart data file opened for NISS-NYSE 2026-01-14 09:39:39.993 \| Canceling queued historical data download request for TRIN-NYSE Intraday data. 2026-01-14 09:39:39.994 \| Removing historical data download ID 3467. 2026-01-14 09:39:39.994 \| Real-time Intraday chart data file updates started for TRIN-NYSE 2026-01-14 09:39:39.994 \| Intraday chart data file opened for TRIN-NYSE 2026-01-14 09:39:39.994 \| Canceling queued historical data download request for NQH6.CME Intraday data. 2026-01-14 09:39:39.994 \| Removing historical data download ID 3468. 2026-01-14 09:39:39.994 \| Real-time Intraday chart data file updates started for NQH6.CME 2026-01-14 09:39:39.994 \| Intraday chart data file opened for NQH6.CME 2026-01-14 09:39:39.994 \| Canceling queued historical data download request for ESH6.CME Intraday data. 2026-01-14 09:39:39.994 \| Removing historical data download ID 3469. 2026-01-14 09:39:39.994 \| Real-time Intraday chart data file updates started for ESH6.CME 2026-01-14 09:39:39.994 \| Intraday chart data file opened for ESH6.CME 2026-01-14 09:39:39.994 \| Canceling queued historical data download request for RTYH6.CME Intraday data. 2026-01-14 09:39:39.994 \| Removing historical data download ID 3470. 2026-01-14 09:39:39.994 \| Real-time Intraday chart data file updates started for RTYH6.CME 2026-01-14 09:39:39.994 \| Intraday chart data file opened for RTYH6.CME 2026-01-14 09:39:39.994 \| Canceling queued historical data download request for NQH6.CME Market Depth data. 2026-01-14 09:39:39.994 \| Removing historical data download ID 3473. 2026-01-14 09:39:39.994 \| HD Request # 105 \| Active download canceled. 2026-01-14 09:39:39.994 \| Historical data download thread signaled to stop. 2026-01-14 09:39:39.994 \| Socket (2) \| CloseSocket call. 2026-01-14 09:39:39.994 \| Socket (2) \| Shutdown started. Waiting for graceful close. 2026-01-14 09:39:39.994 \| HD Request # 105 \| Timestamp of first market depth data file record written: 2026-01-14 09:39:25.029000. 2026-01-14 09:39:39.994 \| HD Request # 105 \| Received 1670 Market Depth data records from 2026-01-14 09:39:25.029000 to 2026-01-14 09:39:27.117000 (2.1 seconds. Delay: 12.9 seconds) and wrote 1670 records for ESH6.CME 2026-01-14 09:39:39.994 \| HD Request # 105 \| Completion time: 6s. 2026-01-14 09:39:39.994 \| HD Request # 105 \| Market Depth data download complete for ESH6.CME. Unique request ID: 3471 2026-01-14 09:39:39.994 \| Removing historical data download ID 3471. 2026-01-14 09:39:39.994 \| 2026-01-14 09:39:39.994 \| No download requests in the queue to start downloads for. 2026-01-14 09:39:39.994 \| NTP Client \| Stop NTP Client. 2026-01-14 09:39:39.994 \| NTPClient (4) \| CloseSocket call. 2026-01-14 09:39:39.994 \| NTPClient (5) \| CloseSocket call. 2026-01-14 09:39:39.994 \| NTPClient (6) \| CloseSocket call. 2026-01-14 09:39:39.994 \| NTPClient (7) \| CloseSocket call. 2026-01-14 09:39:39.994 \| NTPClient (4) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:39:39.994 \| NTPClient (4) \| Closed. 2026-01-14 09:39:39.994 \| NTPClient (5) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:39:39.995 \| NTP Client \| Stop NTP Client. 2026-01-14 09:39:39.995 \| NTPClient (5) \| Closed. 2026-01-14 09:39:39.995 \| NTPClient (6) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:39:39.995 \| NTPClient (6) \| Closed. 2026-01-14 09:39:39.995 \| NTPClient (7) \| Graceful close received or receive error. Shutdown complete. Closing socket now. 2026-01-14 09:39:39.995 \| NTPClient (7) \| Closed. 2026-01-14 09:39:39.995 \| NTPClient (4) \| Socket gracefully closed by remote side. 2026-01-14 09:39:39.995 \| Destroying Alert Manager child windows and window. 2026-01-14 09:39:39.995 \| NTPClient (5) \| Socket gracefully closed by remote side. 2026-01-14 09:39:39.995 \| Destroying Alert Manager child windows and window. 2026-01-14 09:39:39.995 \| NTPClient (6) \| Socket gracefully closed by remote side. 2026-01-14 09:39:39.995 \| NTPClient (7) \| Socket gracefully closed by remote side. 2026-01-14 09:39:40.024 \| This is the last line for the message log because it is being deleted in ExitInstance.