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Post From: VIX futures via IB

[2015-09-02 19:38:51] Link To Thread - Link To Post [Go To First Post]
Neo - Posts: 198
Here's a log showing a failure to load VIX-201509-CFE-USD-1000, while VIX-201510-CFE-USD-1000 loaded successfully Software version: 1290 \| 2015-09-02 15:32:48 Uses New Spreadsheets \| 2015-09-02 15:32:48 Usage end date: 2015-09-04 \| 2015-09-02 15:32:48 Enabled for: Advanced Features. \| 2015-09-02 15:32:48 Enabled for: Advanced Features 2. \| 2015-09-02 15:32:48 Enabled for: Sierra Chart Historical Data Service. \| 2015-09-02 15:32:48 Enabled for: Sierra Chart Real-Time Exchange Data Feed. \| 2015-09-02 15:32:48 Enabled for: CME, CBOT, NYMEX, COMEX exchanges for trading accounts. \| 2015-09-02 15:32:48 Enabled for: US EQUITIES exchanges. \| 2015-09-02 15:32:48 Received 1 data feed usernames. \| 2015-09-02 15:32:48 Allow Support for Sierra Chart Data Feeds is disabled. \| 2015-09-02 15:32:48 Current selected Data/Trading service: Interactive Brokers \| 2015-09-02 15:32:48 Chart Update Interval: 500 \| 2015-09-02 15:32:48 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) \| 2015-09-02 15:32:48 2015-09-02 15:32:48 Local computer clock time \| 2015-09-02 15:32:48 2015-09-02 19:32:48 GMT time \| 2015-09-02 15:32:48 2015-09-02 15:32:48 Time zone adjusted time \| 2015-09-02 15:32:48 Time difference to server time: 8 seconds. \| 2015-09-02 15:32:48 Program path: E:\S Chart\ \| 2015-09-02 15:32:48 Data Files path: E:\S Chart\Data\ \| 2015-09-02 15:32:48 OS Version Number: 6.2 \| 2015-09-02 15:32:48 Locale Information: C \| 2015-09-02 15:32:48 Checking for new symbol settings for ib \| 2015-09-02 15:32:48 Symbol settings are up-to-date for ib \| 2015-09-02 15:32:51 Interactive Brokers: Connecting to 127.0.0.1:7496 \| 2015-09-02 15:32:53 Socket (4) \| Connected. \| 2015-09-02 15:32:53 Socket connected to TWS. Sending client version: 62. Waiting for acceptance. \| 2015-09-02 15:32:53 Interactive Brokers \| TWS server version: 76 \| 2015-09-02 15:32:53 Interactive Brokers \| Connected. Waiting for account information. \| 2015-09-02 15:32:53 IB Account information received. \| 2015-09-02 15:32:53 Interactive Brokers \| Received 1 Trade Accounts from TWS. \| 2015-09-02 15:32:53 Interactive Brokers \| Connected to Live account. \| 2015-09-02 15:32:53 Interactive Brokers \| Year-Month last connected to Live account: 2015-09 \| 2015-09-02 15:32:53 Interactive Brokers \| Requesting Trade Positions (IB account data updates) for account: U157* \| 2015-09-02 15:32:53 Next valid order ID: 1 \| 2015-09-02 15:32:53 Message from IB: Market data farm connection is OK:hfarm. IB Error Code: 2104. Request ID: -1. \| 2015-09-02 15:32:53 Message from IB: Market data farm connection is OK:eufarm. IB Error Code: 2104. Request ID: -1. \| 2015-09-02 15:32:53 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. \| 2015-09-02 15:32:53 Message from IB: Market data farm connection is OK:usfuture.us. IB Error Code: 2104. Request ID: -1. \| 2015-09-02 15:32:53 Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. \| 2015-09-02 15:32:53 Message from IB: Market data farm connection is OK:usfarm.us. IB Error Code: 2104. Request ID: -1. \| 2015-09-02 15:32:53 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. \| 2015-09-02 15:32:53 Message from IB: HMDS data farm connection is OK:ushmds.us. IB Error Code: 2106. Request ID: -1. \| 2015-09-02 15:32:53 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. \| 2015-09-02 15:32:53 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. \| 2015-09-02 15:32:53 Next valid order ID: 1 \| 2015-09-02 15:32:53 IB Account information received. \| 2015-09-02 15:32:53 Interactive Brokers \| Received 1 Trade Accounts from TWS. \| 2015-09-02 15:32:53 Interactive Brokers \| Connected to Live account. \| 2015-09-02 15:32:53 Interactive Brokers \| Year-Month last connected to Live account: 2015-09 \| 2015-09-02 15:32:53 Interactive Brokers \| Received Trade Positions download end message for account U157* \| 2015-09-02 15:32:53 Interactive Brokers \| Requesting historical order fills for account U15. \| 2015-09-02 15:32:58 Interactive Brokers \| Received Open orders end message. \| 2015-09-02 15:32:58 Currently no data in file to display. Will start historical data download and real-time updates. File: E:\S Chart\Data\VIX-201509-CFE-USD-1000.scid \| 2015-09-02 15:33:05 Interactive Brokers \| Starting real-time market data updates for: VIX-201509-CFE-USD-1000. ID: 1 \| 2015-09-02 15:33:06 Subscribing to real-time True Data for symbol: VIX SecType: FUT Exchange: CFE Currency: USD \| 2015-09-02 15:33:06 Interactive Brokers \| Subscribing to Symbol: VIX, SecType: FUT, Expiry: 201509, Exchange: CFE, Currency: USD, Multiplier: 1000 \| 2015-09-02 15:33:06 Intraday data recording state for symbol VIX-201509-CFE-USD-1000 is set to download pending. \| 2015-09-02 15:33:06 HD Request # 2 \| Downloading Intraday chart data for VIX-201509-CFE-USD-1000 to the file VIX-201509-CFE-USD-1000.scid. Service: ib \| 2015-09-02 15:33:06 Compressing file: E:\S Chart\Data\VIX-201509-CFE-USD-1000.scid. This may take a while. \| 2015-09-02 15:33:06 HD Request # 2 \| Download start Date-Time: 2015-08-23 15:33:06.000 \| 2015-09-02 15:33:06 HD Request # 2 \| Requesting a total of 10 days and 4800 seconds. \| 2015-09-02 15:33:06 HD Request # 2 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 782400. \| 2015-09-02 15:33:06 HD Request # 2 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-08-24 15:23:06 for VIX-201509-CFE-USD-1000 \| 2015-09-02 15:33:06 Symbol Error - VIX-201509-CFE-USD-1000 is unknown, unavailable, or improperly formatted. The contract description specified for VIX is ambiguous. \| 2015-09-02 15:33:06 Symbol Error - VIX-201509-CFE-USD-1000 is unknown, unavailable, or improperly formatted. The contract description specified for VIX is ambiguous. \| 2015-09-02 15:33:06 HD Request # 2 \| Message from IB: The contract description specified for VIX is ambiguous.. IB Error Code: 200. Request ID: 2. \| 2015-09-02 15:33:06 HD Request # 2 \| Error downloading historical Intraday data for VIX-201509-CFE-USD-1000. The symbol is unknown to the server. \| 2015-09-02 15:33:06 HD Request # 2 \| Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for VIX-201509-CFE-USD-1000 \| 2015-09-02 15:33:06 HD Request # 2 \| Intraday download COMPLETE for VIX-201509-CFE-USD-1000. Completion time: 0s. Unique request ID: 1 \| 2015-09-02 15:33:06 Removed historical data download ID 1 \| 2015-09-02 15:33:06 Real-time Intraday chart data file updates started for VIX-201509-CFE-USD-1000 \| 2015-09-02 15:33:06 Message from IB: No historical data query found for ticker id:2. IB Error Code: 366. Request ID: 2. \| 2015-09-02 15:33:06 Currently no data in file to display. Will start historical data download and real-time updates. File: E:\S Chart\Data\VIX-201510-CFE-USD-1000.scid \| 2015-09-02 15:33:15 Interactive Brokers \| Starting real-time market data updates for: VIX-201510-CFE-USD-1000. ID: 3 \| 2015-09-02 15:33:16 Subscribing to real-time True Data for symbol: VIX SecType: FUT Exchange: CFE Currency: USD \| 2015-09-02 15:33:16 Interactive Brokers \| Subscribing to Symbol: VIX, SecType: FUT, Expiry: 201510, Exchange: CFE, Currency: USD, Multiplier: 1000 \| 2015-09-02 15:33:16 Intraday data recording state for symbol VIX-201510-CFE-USD-1000 is set to download pending. \| 2015-09-02 15:33:16 HD Request # 3 \| Downloading Intraday chart data for VIX-201510-CFE-USD-1000 to the file VIX-201510-CFE-USD-1000.scid. Service: ib \| 2015-09-02 15:33:16 Compressing file: E:\S Chart\Data\VIX-201510-CFE-USD-1000.scid. This may take a while. \| 2015-09-02 15:33:16 HD Request # 3 \| Download start Date-Time: 2015-08-23 15:33:16.000 \| 2015-09-02 15:33:16 HD Request # 3 \| Requesting a total of 10 days and 4800 seconds. \| 2015-09-02 15:33:16 HD Request # 3 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 782400. \| 2015-09-02 15:33:16 HD Request # 3 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-08-24 15:23:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:16 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:17 HD Request # 3 \| Receiving Intraday data for VIX-201510-CFE-USD-1000 starting at 2015-08-23 18:00:00 \| 2015-09-02 15:33:17 HD Request # 3 \| Timestamp of first Intraday data file record written: 2015-08-23 18:00:00 \| 2015-09-02 15:33:17 HD Request # 3 \| Received 2881 records and wrote 2567 records from 2015-08-21 13:38:00 to 2015-08-24 15:23:00. \| 2015-09-02 15:33:17 HD Request # 3 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 696000. \| 2015-09-02 15:33:19 HD Request # 3 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-08-25 15:23:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:19 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:20 HD Request # 3 \| Received 2881 records and wrote 2850 records from 2015-08-24 15:08:00 to 2015-08-25 15:23:00. \| 2015-09-02 15:33:20 HD Request # 3 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 609600. \| 2015-09-02 15:33:22 HD Request # 3 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-08-26 15:23:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:22 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:23 HD Request # 3 \| Received 2881 records and wrote 2850 records from 2015-08-25 15:08:00 to 2015-08-26 15:23:00. \| 2015-09-02 15:33:23 HD Request # 3 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 523200. \| 2015-09-02 15:33:24 HD Request # 3 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-08-27 15:23:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:24 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:25 HD Request # 3 \| Received 2881 records and wrote 2850 records from 2015-08-26 15:08:00 to 2015-08-27 15:23:00. \| 2015-09-02 15:33:25 HD Request # 3 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 436800. \| 2015-09-02 15:33:27 HD Request # 3 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-08-28 15:23:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:27 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:28 HD Request # 3 \| Received 2880 records and wrote 2849 records from 2015-08-27 15:08:00 to 2015-08-28 15:23:00. \| 2015-09-02 15:33:28 HD Request # 3 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 350400. \| 2015-09-02 15:33:29 HD Request # 3 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-08-29 15:23:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:29 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:30 HD Request # 3 \| Received 2879 records and wrote 103 records from 2015-08-27 16:00:00 to 2015-08-28 16:14:30. \| 2015-09-02 15:33:30 HD Request # 3 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 264000. \| 2015-09-02 15:33:32 HD Request # 3 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-08-30 15:23:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:32 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:33 HD Request # 3 \| Received 2879 records and wrote 0 records from 2015-08-27 16:00:00 to 2015-08-28 16:14:30. \| 2015-09-02 15:33:33 HD Request # 3 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 177600. \| 2015-09-02 15:33:34 HD Request # 3 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-08-31 15:23:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:34 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:35 HD Request # 3 \| Received 2880 records and wrote 2566 records from 2015-08-28 13:38:00 to 2015-08-31 15:23:00. \| 2015-09-02 15:33:35 HD Request # 3 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 91200. \| 2015-09-02 15:33:37 HD Request # 3 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-09-01 15:23:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:37 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:38 HD Request # 3 \| Received 2880 records and wrote 2849 records from 2015-08-31 15:08:00 to 2015-09-01 15:23:00. \| 2015-09-02 15:33:38 HD Request # 3 \| IB Backfill - Seconds requested: 86400. Seconds Remaining: 4800. \| 2015-09-02 15:33:40 HD Request # 3 \| Requesting 1 Day of data at 30 secs with ending Date-Time at 2015-09-02 15:23:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:40 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:41 HD Request # 3 \| Received 2875 records and wrote 2844 records from 2015-09-01 15:08:00 to 2015-09-02 15:23:00. \| 2015-09-02 15:33:41 HD Request # 3 \| IB Backfill - Seconds requested: 4800. Seconds Remaining: 0. \| 2015-09-02 15:33:42 HD Request # 3 \| Requesting 4800 Seconds of data at 30 secs with ending Date-Time at 2015-09-02 16:43:16 for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:42 HD Request # 3 \| Processing historical data message from TWS \| 2015-09-02 15:33:43 HD Request # 3 \| Received 52 records and wrote 21 records from 2015-09-02 15:08:00 to 2015-09-02 15:33:30. \| 2015-09-02 15:33:43 HD Request # 3 \| Received 28849 records from 2015-08-23 18:00:00 to 2015-09-02 15:33:30 (9.9 days) and wrote 22349 records for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:44 HD Request # 3 \| Intraday download COMPLETE for VIX-201510-CFE-USD-1000. Completion time: 28s. Unique request ID: 2 \| 2015-09-02 15:33:44 Removed historical data download ID 2 \| 2015-09-02 15:33:44 Real-time Intraday chart data file updates started for VIX-201510-CFE-USD-1000 \| 2015-09-02 15:33:44