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Post From: ES data after M/U contract roll

[2016-06-13 16:38:36] Link To Thread - Link To Post [Go To First Post]
User46129 - Posts: 22
Reading Internal Order ID file. \| 2016-06-13 11:34:07 Reading Trade Orders file. \| 2016-06-13 11:34:07 Reading Trade Positions file. \| 2016-06-13 11:34:07 Software version: 1426 \| 2016-06-13 11:34:07 Uses New Spreadsheets \| 2016-06-13 11:34:07 Usage end date: 2016-07-09 \| 2016-06-13 11:34:07 Enabled for: Advanced Features. \| 2016-06-13 11:34:07 Enabled for: Advanced Features 2. \| 2016-06-13 11:34:07 Enabled for: Sierra Chart Historical Data Service. \| 2016-06-13 11:34:07 Allow Support for Sierra Chart Data Feeds is enabled. \| 2016-06-13 11:34:07 Current selected Data/Trading service: Interactive Brokers \| 2016-06-13 11:34:07 Chart Update Interval: 900 \| 2016-06-13 11:34:07 Time Zone: -05:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) \| 2016-06-13 11:34:07 2016-06-13 11:34:12 Local computer time \| 2016-06-13 11:34:07 2016-06-13 16:34:12 Local computer time in UTC \| 2016-06-13 11:34:07 2016-06-13 11:34:12 Local computer time in SC Time Zone \| 2016-06-13 11:34:07 2016-06-13 16:34:23 Server time in UTC \| 2016-06-13 11:34:07 Local computer UTC time and Server UTC time difference: 12 seconds. \| 2016-06-13 11:34:07 Program path: C:\SierraChart\ \| 2016-06-13 11:34:07 Data Files path: C:\SierraChart\Data\ \| 2016-06-13 11:34:07 OS Version Number: 6.1 \| 2016-06-13 11:34:07 Locale Setting: C \| 2016-06-13 11:34:07 Created the DTC Protocol server. \| 2016-06-13 11:34:07 DTC Protocol Server listening on port 11099. \| 2016-06-13 11:34:07 Created the DTC Protocol historical data server. \| 2016-06-13 11:34:07 HD Server Manager \| Listening on port 11098 \| 2016-06-13 11:34:07 Checking for new symbol settings for ib \| 2016-06-13 11:34:07 HTTPS connection to www.sierrachart.com:443 (0) \| Resolved address sierrachart.com to IP 5.9.8.236. \| 2016-06-13 11:34:07 HTTPS connection to www.sierrachart.com:443 (3) \| Connected. \| 2016-06-13 11:34:07 HTTPS connection to www.sierrachart.com:443 (3) \| Starting TLS 1.2 connection. \| 2016-06-13 11:34:07 HTTPS connection to www.sierrachart.com:443 (3) \| SSL connection established. \| 2016-06-13 11:34:13 Requesting symbol settings for ib. Overwrite = on. \| 2016-06-13 11:34:14 Symbol settings received. \| 2016-06-13 11:34:15 Processed received symbol settings \| 2016-06-13 11:34:15 Interactive Brokers: Connecting to 127.0.0.1:7496 \| 2016-06-13 11:34:18 Starting TWS auto-login thread. \| 2016-06-13 11:34:18 TWS auto-login thread ending. \| 2016-06-13 11:34:18 HTTPS connection to www.sierrachart.com:443 (3) \| SSL connection closed by remote side. \| 2016-06-13 11:34:19 HTTPS connection to www.sierrachart.com:443 (3) \| Connection gracefully closed by remote side. \| 2016-06-13 11:34:19 HTTPS connection to www.sierrachart.com:443 (3) \| SSL object has been freed. SSL state is now disconnected. \| 2016-06-13 11:34:19 HTTPS connection to www.sierrachart.com:443 (3) \| Shutdown and closed. \| 2016-06-13 11:34:19 Socket (4) \| Connected. \| 2016-06-13 11:34:21 Socket connected to TWS. Sending client version: 62. Waiting for acceptance. \| 2016-06-13 11:34:21 Interactive Brokers \| TWS server version: 76 \| 2016-06-13 11:34:21 Interactive Brokers \| Connected. Waiting for account information. \| 2016-06-13 11:34:21 IB Account information received. \| 2016-06-13 11:34:21 Interactive Brokers \| Received 1 Trade Accounts from TWS. \| 2016-06-13 11:34:21 Interactive Brokers \| Connected to Live account. \| 2016-06-13 11:34:21 Interactive Brokers \| Year-Month last connected to Live account: 2016-06 \| 2016-06-13 11:34:21 Interactive Brokers \| Requesting Trade Positions snapshot and updates (IB account data updates) for account: U438* \| 2016-06-13 11:34:21 Interactive Brokers \| Connected to data and trading server. \| 2016-06-13 11:34:21 Interactive Brokers \| Starting real-time market data updates for: ZN-201512-ECBOT. ID: 1 \| 2016-06-13 11:34:21 Interactive Brokers \| Subscribing to Symbol: ZN, SecurityType: FUT, Expiration: 201512, Exchange: ECBOT, Currency: , Multiplier: \| 2016-06-13 11:34:21 Next valid order ID: 1 \| 2016-06-13 11:34:21 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. \| 2016-06-13 11:34:21 Message from IB: Market data farm connection is OK:usfuture.us. IB Error Code: 2104. Request ID: -1. \| 2016-06-13 11:34:21 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. \| 2016-06-13 11:34:21 Message from IB: HMDS data farm connection is OK:ushmds.us. IB Error Code: 2106. Request ID: -1. \| 2016-06-13 11:34:21 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. \| 2016-06-13 11:34:21 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. \| 2016-06-13 11:34:21 Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. \| 2016-06-13 11:34:21 Next valid order ID: 1 \| 2016-06-13 11:34:21 IB Account information received. \| 2016-06-13 11:34:21 Interactive Brokers \| Received 1 Trade Accounts from TWS. \| 2016-06-13 11:34:21 Interactive Brokers \| Connected to Live account. \| 2016-06-13 11:34:21 Interactive Brokers \| Year-Month last connected to Live account: 2016-06 \| 2016-06-13 11:34:21 Interactive Brokers \| Received Trade Positions download end message for account U438* \| 2016-06-13 11:34:21 Symbol Error - ZN-201512-ECBOT is unknown, unavailable, or improperly formatted. No security definition has been found for the request \| 2016-06-13 11:34:21 Interactive Brokers \| Stopping automatic Trade Position updates for account: U438* \| 2016-06-13 11:34:26 Interactive Brokers \| Requesting Trade Positions snapshot and updates (IB account data updates) for account: U438* \| 2016-06-13 11:34:26 Interactive Brokers \| Requesting historical order fills for account U438. \| 2016-06-13 11:34:26 Message from IB: API client has been unsubscribed from account data. IB Error Code: 2100. Request ID: -1. \| 2016-06-13 11:34:26 Interactive Brokers \| Received Trade Positions download end message for account U438 \| 2016-06-13 11:34:26 Interactive Brokers \| Using primary service for historical data for ES-201609-GLOBEX \| 2016-06-13 11:34:38 ES-201609-GLOBEX [CB] 30 Min #1 \| Reloading chart. \| 2016-06-13 11:34:38 Interactive Brokers \| Using primary service for historical data for ES-201609-GLOBEX \| 2016-06-13 11:34:38 ES-201609-GLOBEX [CB] 240 Min #2 \| Reloading chart. \| 2016-06-13 11:34:38 Interactive Brokers \| Starting real-time market data updates for: ES-201609-GLOBEX. ID: 2 \| 2016-06-13 11:34:39 Interactive Brokers \| Subscribing to Symbol: ES, SecurityType: FUT, Expiration: 201609, Exchange: GLOBEX, Currency: , Multiplier: \| 2016-06-13 11:34:39 Intraday data recording state for symbol ES-201609-GLOBEX is set to download 'Pending'. \| 2016-06-13 11:34:39 Market data subscription status is not known while delaying historical data download for symbol: ES-201609-GLOBEX \| 2016-06-13 11:34:39 Delaying start of download for ES-201609-GLOBEX \| 2016-06-13 11:34:39 Delaying start of download for ES-201609-GLOBEX \| 2016-06-13 11:34:40 HD Request # 2 \| Downloading Intraday chart data for ES-201609-GLOBEX to the file ES-201609-GLOBEX.scid. Service: cme \| 2016-06-13 11:34:44 HD Request # 2 \| Download start Date-Time: 2016-06-13 11:30:15.000 \| 2016-06-13 11:34:44 HD Request # 2 \| Using server: scdf2.sierracharts.com port 10149 \| 2016-06-13 11:34:44 Socket (0) \| Resolved address ds7.sierracharts.com to IP 8.18.161.133. \| 2016-06-13 11:34:44 Socket (5) \| Connected. \| 2016-06-13 11:34:44 HD Request # 2 \| Sending historical data logon request message. \| 2016-06-13 11:34:44 HD Request # 2 \| Requesting Intraday data. Start Date-Time: 2016-06-13 11:30:15. Record interval: 1. Symbol: ESU16 \| 2016-06-13 11:34:45 HD Request # 2 \| Decompressing data. \| 2016-06-13 11:34:45 Socket (5) \| Shutdown and closed. \| 2016-06-13 11:34:45 The network socket for historical data has been closed. \| 2016-06-13 11:34:45 HD Request # 2 \| Received 1 record from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ES-201609-GLOBEX \| 2016-06-13 11:34:45 HD Request # 2 \| Intraday download COMPLETE for ES-201609-GLOBEX. Completion time: 1s. Unique request ID: 1 \| 2016-06-13 11:34:45 Removed historical data download ID 1 \| 2016-06-13 11:34:45 Real-time Intraday chart data file updates started for ES-201609-GLOBEX \| 2016-06-13 11:34:45 Opened cached Intraday file: C:\SierraChart\Data\ES-201609-GLOBEX.scid \| 2016-06-13 11:34:45 Intraday chart data file opened for ES-201609-GLOBEX \| 2016-06-13 11:34:45 Interactive Brokers \| Using primary service for historical data for ES-201609-GLOBEX \| 2016-06-13 11:34:45 Intraday data recording state for symbol ES-201609-GLOBEX is set to download 'Pending'. \| 2016-06-13 11:34:45 HD Request # 3 \| Downloading Intraday chart data for ES-201609-GLOBEX to the file ES-201609-GLOBEX.scid. Service: ib \| 2016-06-13 11:34:45 HD Request # 3 \| Download start Date-Time: 2016-06-13 11:30:15.000 \| 2016-06-13 11:34:45 HD Request # 3 \| Requesting a total of 0 days and 5070 seconds. \| 2016-06-13 11:34:45 HD Request # 3 \| IB Backfill - Seconds requested: 5070. Seconds Remaining: 0. \| 2016-06-13 11:34:45 HD Request # 3 \| Requesting 5070 Seconds of data at 30 secs with ending Date-Time at 2016-06-13 12:44:45 for ES-201609-GLOBEX \| 2016-06-13 11:34:45 HD Request # 3 \| Processing historical data message from TWS \| 2016-06-13 11:34:45 HD Request # 3 \| Receiving Intraday data for ES-201609-GLOBEX starting at 2016-06-13 11:20:30 \| 2016-06-13 11:34:45 HD Request # 3 \| Timestamp of first Intraday data file record written: 2016-06-13 11:30:30 \| 2016-06-13 11:34:45 HD Request # 3 \| Received 30 records and wrote 9 records from 2016-06-13 11:20:00 to 2016-06-13 11:34:30. \| 2016-06-13 11:34:45 HD Request # 3 \| Received 30 records from 2016-06-13 11:20:30 to 2016-06-13 11:34:30 (14.0 minutes) and wrote 9 records for ES-201609-GLOBEX \| 2016-06-13 11:34:45 HD Request # 3 \| Intraday download COMPLETE for ES-201609-GLOBEX. Completion time: 0s. Unique request ID: 2 \| 2016-06-13 11:34:45 Removed historical data download ID 2 \| 2016-06-13 11:34:45 Real-time Intraday chart data file updates started for ES-201609-GLOBEX \| 2016-06-13 11:34:45 Opened cached Intraday file: C:\SierraChart\Data\ES-201609-GLOBEX.scid \| 2016-06-13 11:34:45 Intraday chart data file opened for ES-201609-GLOBEX \| 2016-06-13 11:34:45 Intraday data recording state for symbol ES-201609-GLOBEX is set to download 'Pending'. \| 2016-06-13 11:34:57 HD Request # 4 \| Downloading Intraday chart data for ES-201609-GLOBEX to the file ES-201609-GLOBEX.scid. Service: cme \| 2016-06-13 11:34:57 HD Request # 4 \| Download start Date-Time: 2016-05-30 19:00:00.000 \| 2016-06-13 11:34:57 HD Request # 4 \| Using server: scdf1.sierracharts.com port 10149 \| 2016-06-13 11:34:57 Socket (0) \| Resolved address ds6.sierracharts.com to IP 8.18.161.131. \| 2016-06-13 11:34:57 Socket (6) \| Connected. \| 2016-06-13 11:34:57 HD Request # 4 \| Sending historical data logon request message. \| 2016-06-13 11:34:57 HD Request # 4 \| Requesting Intraday data. Start Date-Time: 2016-05-30 19:00:00. Record interval: 1. Symbol: ESU16 \| 2016-06-13 11:34:57 HD Request # 4 \| Decompressing data. \| 2016-06-13 11:34:57 HD Request # 4 \| Receiving Intraday data for ES-201609-GLOBEX starting at 2016-05-30 19:08:56 \| 2016-06-13 11:34:57 HD Request # 4 \| Timestamp of first Intraday data file record written: 2016-05-30 19:08:56 \| 2016-06-13 11:34:57 Socket (6) \| Shutdown and closed. \| 2016-06-13 11:35:02 The network socket for historical data has been closed. \| 2016-06-13 11:35:02 HD Request # 4 \| Received 79374 records from 2016-05-30 19:08:56 to 2016-06-13 11:25:09 (13.7 days) and wrote 79374 records for ES-201609-GLOBEX \| 2016-06-13 11:35:02 HD Request # 4 \| Intraday download COMPLETE for ES-201609-GLOBEX. Completion time: 5s. Unique request ID: 3 \| 2016-06-13 11:35:02 Removed historical data download ID 3 \| 2016-06-13 11:35:02 Real-time Intraday chart data file updates started for ES-201609-GLOBEX \| 2016-06-13 11:35:02 Opened cached Intraday file: C:\SierraChart\Data\ES-201609-GLOBEX.scid \| 2016-06-13 11:35:02 Intraday chart data file opened for ES-201609-GLOBEX \| 2016-06-13 11:35:02 Interactive Brokers \| Using primary service for historical data for ES-201609-GLOBEX \| 2016-06-13 11:35:02 Intraday data recording state for symbol ES-201609-GLOBEX is set to download 'Pending'. \| 2016-06-13 11:35:02 HD Request # 5 \| Downloading Intraday chart data for ES-201609-GLOBEX to the file ES-201609-GLOBEX.scid. Service: ib \| 2016-06-13 11:35:02 HD Request # 5 \| Download start Date-Time: 2016-06-13 11:25:09.000 \| 2016-06-13 11:35:02 HD Request # 5 \| Requesting a total of 0 days and 5393 seconds. \| 2016-06-13 11:35:02 HD Request # 5 \| IB Backfill - Seconds requested: 5393. Seconds Remaining: 0. \| 2016-06-13 11:35:02 HD Request # 5 \| Requesting 5393 Seconds of data at 30 secs with ending Date-Time at 2016-06-13 12:45:02 for ES-201609-GLOBEX \| 2016-06-13 11:35:02 HD Request # 5 \| Processing historical data message from TWS \| 2016-06-13 11:35:02 HD Request # 5 \| Receiving Intraday data for ES-201609-GLOBEX starting at 2016-06-13 11:15:30 \| 2016-06-13 11:35:02 HD Request # 5 \| Timestamp of first Intraday data file record written: 2016-06-13 11:25:30 \| 2016-06-13 11:35:02 HD Request # 5 \| Received 41 records and wrote 20 records from 2016-06-13 11:15:00 to 2016-06-13 11:35:00. \| 2016-06-13 11:35:02 HD Request # 5 \| Received 41 records from 2016-06-13 11:15:30 to 2016-06-13 11:35:00 (19.5 minutes) and wrote 20 records for ES-201609-GLOBEX \| 2016-06-13 11:35:02 HD Request # 5 \| Intraday download COMPLETE for ES-201609-GLOBEX. Completion time: 0s. Unique request ID: 4 \| 2016-06-13 11:35:02 Removed historical data download ID 4 \| 2016-06-13 11:35:02 Real-time Intraday chart data file updates started for ES-201609-GLOBEX \| 2016-06-13 11:35:02 Opened cached Intraday file: C:\SierraChart\Data\ES-201609-GLOBEX.scid \| 2016-06-13 11:35:02 Intraday chart data file opened for ES-201609-GLOBEX \| 2016-06-13 11:35:02 ES-201609-GLOBEX [CB] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. \| 2016-06-13 11:35:02 Interactive Brokers \| Using primary service for historical data for ES-201609-GLOBEX \| 2016-06-13 11:35:02 ES-201609-GLOBEX [CB] 30 Min #1 \| Reloading chart. \| 2016-06-13 11:35:02 Intraday data recording state for symbol ES-201609-GLOBEX is set to download 'Pending'. \| 2016-06-13 11:37:58 HD Request # 6 \| Downloading Intraday chart data for ES-201609-GLOBEX to the file ES-201609-GLOBEX.scid. Service: cme \| 2016-06-13 11:37:58 HD Request # 6 \| Download start Date-Time: 2016-05-30 19:00:00.000 \| 2016-06-13 11:37:58 HD Request # 6 \| Using server: scdf2.sierracharts.com port 10149 \| 2016-06-13 11:37:58 Socket (0) \| Resolved address ds7.sierracharts.com to IP 8.18.161.133. \| 2016-06-13 11:37:58 Socket (8) \| Connected. \| 2016-06-13 11:37:58 HD Request # 6 \| Sending historical data logon request message. \| 2016-06-13 11:37:58 HD Request # 6 \| Requesting Intraday data. Start Date-Time: 2016-05-30 19:00:00. Record interval: 1. Symbol: ESU16 \| 2016-06-13 11:37:59 HD Request # 6 \| Decompressing data. \| 2016-06-13 11:37:59 HD Request # 6 \| Receiving Intraday data for ES-201609-GLOBEX starting at 2016-05-30 19:08:56 \| 2016-06-13 11:37:59 HD Request # 6 \| Timestamp of first Intraday data file record written: 2016-05-30 19:08:56 \| 2016-06-13 11:37:59 Socket (8) \| Shutdown and closed. \| 2016-06-13 11:38:04 The network socket for historical data has been closed. \| 2016-06-13 11:38:04 HD Request # 6 \| Received 79508 records from 2016-05-30 19:08:56 to 2016-06-13 11:28:10 (13.7 days) and wrote 79508 records for ES-201609-GLOBEX \| 2016-06-13 11:38:04 HD Request # 6 \| Intraday download COMPLETE for ES-201609-GLOBEX. Completion time: 5s. Unique request ID: 5 \| 2016-06-13 11:38:04 Removed historical data download ID 5 \| 2016-06-13 11:38:04 Real-time Intraday chart data file updates started for ES-201609-GLOBEX \| 2016-06-13 11:38:04 Opened cached Intraday file: C:\SierraChart\Data\ES-201609-GLOBEX.scid \| 2016-06-13 11:38:04 Intraday chart data file opened for ES-201609-GLOBEX \| 2016-06-13 11:38:04 Interactive Brokers \| Using primary service for historical data for ES-201609-GLOBEX \| 2016-06-13 11:38:04 Intraday data recording state for symbol ES-201609-GLOBEX is set to download 'Pending'. \| 2016-06-13 11:38:04 HD Request # 7 \| Downloading Intraday chart data for ES-201609-GLOBEX to the file ES-201609-GLOBEX.scid. Service: ib \| 2016-06-13 11:38:04 HD Request # 7 \| Download start Date-Time: 2016-06-13 11:28:10.000 \| 2016-06-13 11:38:04 HD Request # 7 \| Requesting a total of 0 days and 5393 seconds. \| 2016-06-13 11:38:04 HD Request # 7 \| IB Backfill - Seconds requested: 5393. Seconds Remaining: 0. \| 2016-06-13 11:38:04 HD Request # 7 \| Requesting 5393 Seconds of data at 30 secs with ending Date-Time at 2016-06-13 12:48:03 for ES-201609-GLOBEX \| 2016-06-13 11:38:04 ES-201609-GLOBEX [CB] 30 Min #1 \| Download is complete for all contract months in chart. Proceeding with data load. \| 2016-06-13 11:38:04 Interactive Brokers \| Using primary service for historical data for ES-201609-GLOBEX \| 2016-06-13 11:38:04 ES-201609-GLOBEX [CB] 30 Min #1 \| Reloading chart. \| 2016-06-13 11:38:04 HD Request # 7 \| Processing historical data message from TWS \| 2016-06-13 11:38:04 HD Request # 7 \| Receiving Intraday data for ES-201609-GLOBEX starting at 2016-06-13 11:18:30 \| 2016-06-13 11:38:04 HD Request # 7 \| Timestamp of first Intraday data file record written: 2016-06-13 11:28:30 \| 2016-06-13 11:38:04 HD Request # 7 \| Received 41 records and wrote 20 records from 2016-06-13 11:18:00 to 2016-06-13 11:38:00. \| 2016-06-13 11:38:04 HD Request # 7 \| Received 41 records from 2016-06-13 11:18:30 to 2016-06-13 11:38:00 (19.5 minutes) and wrote 20 records for ES-201609-GLOBEX \| 2016-06-13 11:38:04 HD Request # 7 \| Intraday download COMPLETE for ES-201609-GLOBEX. Completion time: 1s. Unique request ID: 6 \| 2016-06-13 11:38:04 Removed historical data download ID 6 \| 2016-06-13 11:38:04 Real-time Intraday chart data file updates started for ES-201609-GLOBEX \| 2016-06-13 11:38:04 Opened cached Intraday file: C:\SierraChart\Data\ES-201609-GLOBEX.scid \| 2016-06-13 11:38:04 Intraday chart data file opened for ES-201609-GLOBEX \| 2016-06-13 11:38:04