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Post From: 6M missing data

[2015-08-20 17:34:13] Link To Thread - Link To Post [Go To First Post]
User438810 - Posts: 50
Software version: 1285 \| 2015-08-20 12:31:43 Uses New Spreadsheets \| 2015-08-20 12:31:43 Usage end date: 2015-10-04 \| 2015-08-20 12:31:43 Enabled for: Advanced Features. \| 2015-08-20 12:31:43 Enabled for: Advanced Features 2. \| 2015-08-20 12:31:43 Enabled for: Sierra Chart Historical Data Service. \| 2015-08-20 12:31:43 Allow Support for Sierra Chart Data Feeds is enabled. \| 2015-08-20 12:31:43 Current selected Data/Trading service: Open E Cry FIX \| 2015-08-20 12:31:43 Chart Update Interval: 500 \| 2015-08-20 12:31:43 Time Zone: -05:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) \| 2015-08-20 12:31:43 2015-08-20 12:31:43 Local computer clock time \| 2015-08-20 12:31:43 2015-08-20 17:31:43 GMT time \| 2015-08-20 12:31:43 2015-08-20 12:31:43 Time zone adjusted time \| 2015-08-20 12:31:43 Time difference to server time: 11 seconds. \| 2015-08-20 12:31:43 Program path: C:\SierraChart\ \| 2015-08-20 12:31:43 Data Files path: C:\SierraChart\Data\ \| 2015-08-20 12:31:43 OS Version Number: 6.1 \| 2015-08-20 12:31:43 Locale Information: C \| 2015-08-20 12:31:43 Checking for new symbol settings for oec \| 2015-08-20 12:31:43 HTTP connection to www.sierrachart.com:80 (0) \| Resolved address sierrachart.com to IP 5.9.8.236 \| 2015-08-20 12:31:43 HTTP connection to www.sierrachart.com:80 (1) \| Connected. \| 2015-08-20 12:31:43 Symbol settings are up-to-date for oec \| 2015-08-20 12:31:43 Open E Cry FIX \| Connecting to trading server prod.openecry.com. Port: 9400. \| 2015-08-20 12:31:48 OEC FIX Trading socket (0) \| Resolved address prod.openecry.com to IP 64.94.37.206 \| 2015-08-20 12:31:48 OEC FIX Trading socket (2) \| Connected. \| 2015-08-20 12:31:48 OEC FIX Trading socket (2) \| Starting SSL connection. \| 2015-08-20 12:31:48 HTTP connection to www.sierrachart.com:80 (1) \| Closed. No error. \| 2015-08-20 12:31:49 HTTP connection to www.sierrachart.com:80 (1) \| Shutdown and closed. \| 2015-08-20 12:31:49 OEC FIX Trading socket (2) \| SSL connection established. \| 2015-08-20 12:31:49 OEC FIX Trading: Sending the Logon message. \| 2015-08-20 12:31:49 OEC FIX Trading \| Connected to trading server. \| 2015-08-20 12:31:49 Open E Cry FIX \| Connecting to market data server prod.openecry.com:9301. \| 2015-08-20 12:31:49 OEC FAST Data socket (0) \| Resolved address prod.openecry.com to IP 64.94.37.206 \| 2015-08-20 12:31:49 OEC FAST Data socket (3) \| Connected. \| 2015-08-20 12:31:49 OEC FAST Data: Sending the Hello message. \| 2015-08-20 12:31:49 OEC FAST Data: Sending the Logon message. \| 2015-08-20 12:31:49 Open E Cry FIX \| Connected to the market data server. \| 2015-08-20 12:31:49 Open E Cry FIX \| Connected. \| 2015-08-20 12:31:49 Open E Cry FIX \| Starting real-time market data updates for: HEV5. ID: 1 \| 2015-08-20 12:31:49 Open E Cry FIX \| Starting real-time market data updates for: 6MU5. ID: 2 \| 2015-08-20 12:31:59 Intraday data recording state for symbol 6MU5 is set to download pending. \| 2015-08-20 12:31:59 HD Request # 2 \| Downloading Intraday chart data for 6MU5 to the file 6MU5.scid. Service: oec \| 2015-08-20 12:31:59 HD Request # 2 \| Download start Date-Time: 2015-08-20 12:31:00.000 \| 2015-08-20 12:31:59 HD Request # 2 \| Using server: oec.sierracharts.com port 10149 \| 2015-08-20 12:31:59 Socket (0) \| Resolved address oec.sierracharts.com to IP 65.182.172.164 \| 2015-08-20 12:31:59 Socket (4) \| Connected. \| 2015-08-20 12:31:59 HD Request # 2 \| Sending historical data logon request message. \| 2015-08-20 12:31:59 HD Request # 2 \| Requesting Intraday data. Start Date-Time: 2015-08-20 12:31:00. Record interval: 1. Symbol: 6MU5 \| 2015-08-20 12:31:59 HD Request # 2 \| Decompressing data. \| 2015-08-20 12:31:59 HD Request # 2 \| Receiving Intraday data for 6MU5 starting at 2015-08-20 12:31:00 \| 2015-08-20 12:31:59 HD Request # 2 \| Timestamp of first Intraday data file record written: 2015-08-20 12:31:00 \| 2015-08-20 12:31:59 Socket (4) \| Shutdown and closed. \| 2015-08-20 12:31:59 The network socket for historical data has been closed. \| 2015-08-20 12:31:59 HD Request # 2 \| Received 3 records from 2015-08-20 12:31:00 to 2015-08-20 12:32:01 (61.0 seconds) and wrote 3 records for 6MU5 \| 2015-08-20 12:31:59 HD Request # 2 \| Intraday download COMPLETE for 6MU5. Completion time: 0s. Unique request ID: 1 \| 2015-08-20 12:31:59 Removed historical data download ID 1 \| 2015-08-20 12:31:59 Real-time Intraday chart data file updates started for 6MU5 \| 2015-08-20 12:31:59 Date rule based rollover from 6MK5 to next contract occurs at 2015-05-18. \| 2015-08-20 12:32:10 Date rule based rollover from 6MM5 to next contract occurs at 2015-06-15. \| 2015-08-20 12:32:10 Date rule based rollover from 6MN5 to next contract occurs at 2015-07-13. \| 2015-08-20 12:32:10 Date rule based rollover from 6MQ5 to next contract occurs at 2015-08-17. \| 2015-08-20 12:32:10 Date rule based rollover from 6MU5 to next contract occurs at 2015-09-14. \| 2015-08-20 12:32:10 Intraday data file for 6MK5 exists and is empty. Skipping Intraday data download. \| 2015-08-20 12:32:10 Checking Daily data file for symbol M6K15 for the date range from 2015-04-13 to 2015-05-18. \| 2015-08-20 12:32:10 Checking Intraday data file for symbol 6MM5 for the date range from 2015-05-18 to 2015-06-15. \| 2015-08-20 12:32:10 Checking Daily data file for symbol M6M15 for the date range from 2015-05-18 to 2015-06-15. \| 2015-08-20 12:32:10 Checking Intraday data file for symbol 6MN5 for the date range from 2015-06-15 to 2015-07-13. \| 2015-08-20 12:32:10 Checking Daily data file for symbol M6N15 for the date range from 2015-06-15 to 2015-07-13. \| 2015-08-20 12:32:10 Checking Intraday data file for symbol 6MQ5 for the date range from 2015-07-13 to 2015-08-17. \| 2015-08-20 12:32:10 Checking Daily data file for symbol M6Q15 for the date range from 2015-07-13 to 2015-08-17. \| 2015-08-20 12:32:10 Checking Intraday data file for symbol 6MU5 for the date range from 2015-08-17 to 0. \| 2015-08-20 12:32:10 Checking Daily data file for symbol M6U15 for the date range from 2015-08-17 to 2015-08-20. \| 2015-08-20 12:32:10 6MU5 [CBV] 60 Min #1 \| Price data for daily data file M6U15.dly. Date: 2015-08-17, Price: 0.06081. Date: 2015-08-20, Price: 0.05975 \| 2015-08-20 12:32:10 6MU5 [CBV] 60 Min #1 \| Price data for daily data file M6Q15.dly. Date: 2015-07-13, Price: 0.06346. Date: 2015-08-14, Price: 0.06099 \| 2015-08-20 12:32:10 6MU5 [CBV] 60 Min #1 \| File M6Q15.dly has a volume of 0 at 2015-07-13. \| 2015-08-20 12:32:10 6MU5 [CBV] 60 Min #1 \| File M6Q15.dly has a volume of 0 at 2015-08-14. \| 2015-08-20 12:32:10 6MU5 [CBV] 60 Min #1 \| Price data for daily data file M6N15.dly. Date: 2015-06-15, Price: 0.06463. Date: 2015-07-10, Price: 0.06361 \| 2015-08-20 12:32:10 6MU5 [CBV] 60 Min #1 \| File M6N15.dly has a volume of 0 at 2015-06-15. \| 2015-08-20 12:32:10 6MU5 [CBV] 60 Min #1 \| Price data for daily data file M6M15.dly. Date: 2015-05-18, Price: 0.066. Date: 2015-06-12, Price: 0.0649 \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1 \| Price data for daily data file M6K15.dly. Date: 2015-04-13, Price: 0.06492. Date: 2015-05-15, Price: 0.06659 \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1 \| File M6K15.dly has a volume of 0 at 2015-04-13. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1 \| File M6K15.dly has a volume of 0 at 2015-05-15. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1 \| Symbols used for continuous contract chart: \| 2015-08-20 12:32:11 M6K15 \| 2015-08-20 12:32:11 M6M15 \| 2015-08-20 12:32:11 M6N15 \| 2015-08-20 12:32:11 M6Q15 \| 2015-08-20 12:32:11 M6U15 \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1 \| Waiting for historical downloads to complete with the IDs: 2, 3, \| 2015-08-20 12:32:11 HD Request # 3 \| Downloading Intraday chart data for 6MN5 to the file 6MN5.scid. Service: cme \| 2015-08-20 12:32:11 HD Request # 3 \| Download start Date-Time: 2015-07-10 11:01:10.000 \| 2015-08-20 12:32:11 HD Request # 3 \| Using server: scdf1.sierracharts.com port 10149 \| 2015-08-20 12:32:11 Socket (0) \| Resolved address ds6.sierracharts.com to IP 8.18.161.131 \| 2015-08-20 12:32:11 Socket (5) \| Connected. \| 2015-08-20 12:32:11 HD Request # 3 \| Sending historical data logon request message. \| 2015-08-20 12:32:11 HD Request # 3 \| Requesting Intraday data. Start Date-Time: 2015-07-10 11:01:10. Record interval: 1. Symbol: 6MN15 \| 2015-08-20 12:32:11 HD Request # 3 \| Decompressing data. \| 2015-08-20 12:32:11 HD Request # 3 \| Receiving Intraday data for 6MN5 starting at 2015-07-10 11:01:10 \| 2015-08-20 12:32:11 HD Request # 3 \| Timestamp of first Intraday data file record written: 2015-07-10 11:01:10 \| 2015-08-20 12:32:11 Socket (5) \| Shutdown and closed. \| 2015-08-20 12:32:11 The network socket for historical data has been closed. \| 2015-08-20 12:32:11 HD Request # 3 \| Received 1 record from 2015-07-10 11:01:10 to 2015-07-10 11:01:10 (0.0 seconds) and wrote 1 record for 6MN5 \| 2015-08-20 12:32:11 HD Request # 3 \| Intraday download COMPLETE for 6MN5. Completion time: 0s. Unique request ID: 2 \| 2015-08-20 12:32:11 Removed historical data download ID 2 \| 2015-08-20 12:32:11 Real-time Intraday chart data file updates started for 6MN5 \| 2015-08-20 12:32:11 HD Request # 4 \| Downloading Intraday chart data for 6MQ5 to the file 6MQ5.scid. Service: cme \| 2015-08-20 12:32:11 HD Request # 4 \| Download start Date-Time: 2015-07-05 18:59:59.000 \| 2015-08-20 12:32:11 HD Request # 4 \| Using server: scdf2.sierracharts.com port 10149 \| 2015-08-20 12:32:11 Socket (0) \| Resolved address ds7.sierracharts.com to IP 8.18.161.133 \| 2015-08-20 12:32:11 Socket (6) \| Connected. \| 2015-08-20 12:32:11 HD Request # 4 \| Sending historical data logon request message. \| 2015-08-20 12:32:11 HD Request # 4 \| Requesting Intraday data. Start Date-Time: 2015-07-05 18:59:59. Record interval: 1. Symbol: 6MQ15 \| 2015-08-20 12:32:11 HD Request # 4 \| Decompressing data. \| 2015-08-20 12:32:11 HD Request # 4 \| Receiving Intraday data for 6MQ5 starting at 2015-08-05 09:01:57 \| 2015-08-20 12:32:11 HD Request # 4 \| Truncating file to starting Date-Time of 2015-07-05 18:59:59 \| 2015-08-20 12:32:11 HD Request # 4 \| Timestamp of first Intraday data file record written: 2015-08-05 09:01:57 \| 2015-08-20 12:32:11 Socket (6) \| Shutdown and closed. \| 2015-08-20 12:32:11 The network socket for historical data has been closed. \| 2015-08-20 12:32:11 HD Request # 4 \| Received 1 record from 2015-08-05 09:01:57 to 2015-08-05 09:01:57 (0.0 seconds) and wrote 1 record for 6MQ5 \| 2015-08-20 12:32:11 HD Request # 4 \| Intraday download COMPLETE for 6MQ5. Completion time: 0s. Unique request ID: 3 \| 2015-08-20 12:32:11 Removed historical data download ID 3 \| 2015-08-20 12:32:11 Real-time Intraday chart data file updates started for 6MQ5 \| 2015-08-20 12:32:11 HD Request # 4 \| Reloading Intraday charts for 6MQ5 \| 2015-08-20 12:32:11 Reloading all charts with filename: 6MQ5.scid \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Download is complete for all contract months in chart. Proceeding with data load. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Checking for volume based rollover dates. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Volume based rollover from 6MK5 to 6MM5 occurs at 2015-04-01 \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Volume based rollover from 6MM5 to 6MN5 occurs at 2015-06-15 \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Volume based rollover from 6MN5 to 6MQ5 occurs at 2015-07-13 \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Volume based rollover from 6MQ5 to 6MU5 occurs at 2015-07-01 \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Performing continuous futures contract back adjustment calculations. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MK5 Open price on 2015-04-01 is 0.06585. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MM5 Open price on 2015-04-01 is 0.06523. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MK5 price difference to 6MM5 is -0.00062000. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MM5 Open price on 2015-06-15 is 0.06486. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MN5 Open price on 2015-06-15 is 0.06463. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MM5 price difference to 6MN5 is -0.00023000. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MN5 Open price on 2015-07-13 is 0.06346. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MQ5 Open price on 2015-07-13 is 0.06346. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MN5 price difference to 6MQ5 is 0. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MQ5 Open price on 2015-07-01 is 0.06311. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MU5 Open price on 2015-07-01 is 0.06314. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: 6MQ5 price difference to 6MU5 is 0.00003000. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Back adjust amount for symbol 6MK5 is -0.00082000. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Back adjust amount for symbol 6MM5 is -0.00020000. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Back adjust amount for symbol 6MN5 is 0.00003000. \| 2015-08-20 12:32:11 6MU5 [CBV] 60 Min #1: Back adjust amount for symbol 6MQ5 is 0.00003000. \| 2015-08-20 12:32:11