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Post From: Receiving Error: Error Downloading Historical Market Depth Data . . .

[2026-03-14 17:13:28] Link To Thread - Link To Post [Go To First Post]
User708541 - Posts: 182
I thought this issue was resolved but I see the Red Error box come up again when trying to download Market Depth Data for yesterday. Below is my message log after I cleared it. Couple of things: 1.) I have 2 instances of Sierra running. For both instances I have the "Paths" settings for Market Depth Data set to a folder on my B:/ drive. Based on the error, is that not OK? 2.) Also, is the very frequent "NTP Client \| Sending Packet to . . . common to see in the Message Log? I'm wondering why my message log is filled with these and they occur every 30 seconds or so 2026-03-14 09:59:04.990 \| Software version: 2888 64-bit 2026-03-14 09:59:04.991 \| OpenGL enabled (NVIDIA Corporation/NVIDIA GeForce RTX 5090/PCIe/SSE2) 2026-03-14 09:59:04.991 \| Primary Thread ID: 21248 2026-03-14 09:59:04.991 \| Usage end date: 2027-01-17 2026-03-14 09:59:04.991 \| Enabled for: Advanced Features 2. 2026-03-14 09:59:04.991 \| Enabled for: Sierra Chart Historical Data Service. 2026-03-14 09:59:04.991 \| Enabled for: Denali Real-Time Exchange Data Feed. 2026-03-14 09:59:04.991 \| Enabled for: Delayed Denali Exchange Data Feed. 2026-03-14 09:59:04.991 \| Enabled for exchange2: CME (Trading Account Required) 2026-03-14 09:59:04.991 \| Enabled for exchange2: CBOT (Trading Account Required) 2026-03-14 09:59:04.991 \| Enabled for exchange2: COMEX (Trading Account Required) 2026-03-14 09:59:04.991 \| Enabled for exchange2: NYMEX (Trading Account Required) 2026-03-14 09:59:04.991 \| Enabled for exchange2: CBOE Global Indexes 2026-03-14 09:59:04.991 \| Allow Support for Sierra Chart Data Feeds is enabled. 2026-03-14 09:59:04.991 \| Current selected Data/Trading service: Teton CME Routing 2026-03-14 09:59:04.991 \| Custom symbol settings values: enabled 2026-03-14 09:59:04.991 \| Chart Update Interval: 100 2026-03-14 09:59:04.991 \| Intraday Data Storage Time Unit: 0 2026-03-14 09:59:04.991 \| Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) 2026-03-14 09:59:04.991 \| 2026-03-14 16:59:04 Local computer time in UTC 2026-03-14 09:59:04.991 \| 2026-03-14 09:59:04 Local computer time in SC Time Zone 2026-03-14 09:59:04.991 \| 2026-03-10 18:35:32 Server time in UTC 2026-03-14 09:59:04.991 \| Local computer UTC time and Server UTC time difference: 0 seconds. 2026-03-14 09:59:04.991 \| Program path: C:\SierraChart\ 2026-03-14 09:59:04.991 \| Data Files path: C:\SierraChart\Data\ 2026-03-14 09:59:04.991 \| OS Version Number: 10.0 2026-03-14 09:59:04.991 \| Locale Setting: C 2026-03-14 09:59:04.991 \| Crash reporter started: true 2026-03-14 09:59:04.991 \| 2026-03-14 09:59:17.516 \| #1 ESH26_FUT_CME [CBV][M] 30 Min \| Chart data loading complete. 2026-03-14 09:59:17.550 \| #2 ESH26_FUT_CME [CBV][M] 3.75 Range \| Performing a full recalculation because it has been tagged. Chartbook: MW_Footprint-ES.Cht 2026-03-14 09:59:22.759 \| NTP Client \| Sending packet to 0.pool.ntp.org:123 2026-03-14 09:59:22.759 \| NTP Client \| Sending packet to 1.pool.ntp.org:123 2026-03-14 09:59:22.759 \| NTP Client \| Sending packet to 2.pool.ntp.org:123 2026-03-14 09:59:22.759 \| NTP Client \| Sending packet to 3.pool.ntp.org:123 2026-03-14 09:59:22.764 \| NTP Client \| Received Packet \| RoundTripDelay=0.005977630615234375S, SystemClockOffset=0.00031375885009765625S 2026-03-14 09:59:22.824 \| NTP Client \| Received Packet \| RoundTripDelay=0.06597661972045898S, SystemClockOffset=-0.0024564266204833984S 2026-03-14 09:59:22.827 \| NTP Client \| Received Packet \| RoundTripDelay=0.06799125671386719S, SystemClockOffset=0.00629425048828125S 2026-03-14 09:59:22.914 \| NTP Client \| Received Packet \| RoundTripDelay=0.15598440170288086S, SystemClockOffset=0.0001628398895263672S 2026-03-14 10:00:23.293 \| NTP Client \| Sending packet to 0.pool.ntp.org:123 2026-03-14 10:00:23.293 \| NTP Client \| Sending packet to 1.pool.ntp.org:123 2026-03-14 10:00:23.293 \| NTP Client \| Sending packet to 2.pool.ntp.org:123 2026-03-14 10:00:23.293 \| NTP Client \| Sending packet to 3.pool.ntp.org:123 2026-03-14 10:00:23.298 \| NTP Client \| Received Packet \| RoundTripDelay=0.0049839019775390625S, SystemClockOffset=-0.00016641616821289062S 2026-03-14 10:00:23.359 \| NTP Client \| Received Packet \| RoundTripDelay=0.06691741943359375S, SystemClockOffset=-0.0024471282958984375S 2026-03-14 10:00:23.361 \| NTP Client \| Received Packet \| RoundTripDelay=0.06896543502807617S, SystemClockOffset=0.004976511001586914S 2026-03-14 10:00:23.448 \| NTP Client \| Received Packet \| RoundTripDelay=0.15598630905151367S, SystemClockOffset=-0.0008480548858642578S 2026-03-14 10:00:24.306 \| NTP Client \| Performed system clock adjustment of -507.2355270385742 microseconds. 2026-03-14 10:00:52.403 \| Added historical Market Depth data request for ESH26_FUT_CME to the queue. 2026-03-14 10:00:52.403 \| Market depth data recording state for symbol ESH26_FUT_CME is set to download 'Pending'. 2026-03-14 10:00:52.403 \| Triggering next historical data download in queue. 2026-03-14 10:00:52.403 \| HD Request # 19 \| Downloading Market Depth data for ESH26_FUT_CME. Service: cme.marketdepth. 2026-03-14 10:00:52.404 \| HD Request # 19 \| Error opening market depth data file when determining download info. Failed to open the file B:\Sierra Chart Market Depth Data\MarketDepthData\ESH26_FUT_CME.2026-03-14.depth for adding records. Error: File error: Windows error code 32: The process cannot access the file because it is being used by another process. 2026-03-14 10:00:52.404 \| HD Request # 19 \| Error downloading historical Market Depth data for ESH26_FUT_CME. Not downloading any market depth data for symbol ESH26_FUT_CME. 2026-03-14 10:00:52.404 \| Historical data download thread signaled to stop. 2026-03-14 10:00:52.404 \| HD Request # 19 \| Received 0 Market Depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds and wrote 0 records for ESH26_FUT_CME 2026-03-14 10:00:52.404 \| HD Request # 19 \| Completion time: 0s. 2026-03-14 10:00:52.404 \| HD Request # 19 \| Market Depth data download complete for ESH26_FUT_CME. Unique request ID: 21 2026-03-14 10:00:52.404 \| Removing historical data download ID 21. 2026-03-14 10:00:52.404 \| Real-time market depth file updates started for ESH26_FUT_CME 2026-03-14 10:00:52.404 \| Failed to open the depth data file B:\Sierra Chart Market Depth Data\MarketDepthData\ESH26_FUT_CME.2026-03-14.depth. Failed to open the file B:\Sierra Chart Market Depth Data\MarketDepthData\ESH26_FUT_CME.2026-03-14.depth for adding records. Error: File error: Windows error code 32: The process cannot access the file because it is being used by another process. * 2026-03-14 10:00:52.404 \| 2026-03-14 10:00:52.404 \| No download requests in the queue to start downloads for. 2026-03-14 10:01:23.928 \| NTP Client \| Sending packet to 0.pool.ntp.org:123 2026-03-14 10:01:23.928 \| NTP Client \| Sending packet to 1.pool.ntp.org:123 2026-03-14 10:01:23.928 \| NTP Client \| Sending packet to 2.pool.ntp.org:123 2026-03-14 10:01:23.928 \| NTP Client \| Sending packet to 3.pool.ntp.org:123 2026-03-14 10:01:23.932 \| NTP Client \| Received Packet \| RoundTripDelay=0.004990100860595703S, SystemClockOffset=0.0002396106719970703S 2026-03-14 10:01:23.991 \| NTP Client \| Received Packet \| RoundTripDelay=0.06398439407348633S, SystemClockOffset=-0.0018360614776611328S 2026-03-14 10:01:23.995 \| NTP Client \| Received Packet \| RoundTripDelay=0.06697845458984375S, SystemClockOffset=0.006320953369140625S 2026-03-14 10:01:24.083 \| NTP Client \| Received Packet \| RoundTripDelay=0.15499162673950195S, SystemClockOffset=0.00009942054748535156S 2026-03-14 10:02:24.474 \| NTP Client \| Sending packet to 0.pool.ntp.org:123 2026-03-14 10:02:24.474 \| NTP Client \| Sending packet to 1.pool.ntp.org:123 2026-03-14 10:02:24.474 \| NTP Client \| Sending packet to 2.pool.ntp.org:123 2026-03-14 10:02:24.474 \| NTP Client \| Sending packet to 3.pool.ntp.org:123 2026-03-14 10:02:24.478 \| NTP Client \| Received Packet \| RoundTripDelay=0.004987239837646484S, SystemClockOffset=-0.0004551410675048828S 2026-03-14 10:02:24.540 \| NTP Client \| Received Packet \| RoundTripDelay=0.06598520278930664S, SystemClockOffset=-0.0033805370330810547S 2026-03-14 10:02:24.542 \| NTP Client \| Received Packet \| RoundTripDelay=0.06894350051879883S, SystemClockOffset=0.0043942928314208984S 2026-03-14 10:02:24.629 \| NTP Client \| Received Packet \| RoundTripDelay=0.1559901237487793S, SystemClockOffset=-0.0010268688201904297S 2026-03-14 10:02:25.484 \| NTP Client \| Performed system clock adjustment of -741.0049438476562 microseconds.