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Date/Time: Mon, 20 Oct 2025 21:46:35 +0000

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Orders Closing immediately after opening

View Count: 64

[2025-10-12 23:46:20] #1 [Go To First Post]
bryn970 - Posts: 1
Hello, I have an issue where orders are closing immediately after opening. Here is my message log. I checked the trade logs and it doesn't even seem to be going through. Possibly related I have noticed data feed connection issues when opening while pointed towards my 'Trading Account' if its saved pointed to my 'Sim Account' it doesn't seem to occur. Thanks for the help 2025-10-12 19:10:34.511 \| Trade activity files set size: 536 2025-10-12 19:10:34.597 \| Created the DTC Protocol server. 2025-10-12 19:10:34.597 \| DTC Protocol Server listening on port 11099. 2025-10-12 19:10:34.597 \| Reading Internal Order ID file. 2025-10-12 19:10:34.656 \| Reading Trade Orders file. 2025-10-12 19:10:34.664 \| Reading Trade Positions file. 2025-10-12 19:10:34.668 \| Reading Trade Account Data files. 2025-10-12 19:10:34.674 \| Software version: 2732 64-bit 2025-10-12 19:10:34.674 \| OpenGL enabled (NVIDIA Corporation/NVIDIA T400/PCIe/SSE2) 2025-10-12 19:10:34.674 \| Primary Thread ID: 25440 2025-10-12 19:10:34.674 \| Usage end date: 2026-10-07 2025-10-12 19:10:34.674 \| Enabled for: Advanced Features 2. 2025-10-12 19:10:34.674 \| Enabled for: Sierra Chart Historical Data Service. 2025-10-12 19:10:34.674 \| Enabled for: Denali Real-Time Exchange Data Feed. 2025-10-12 19:10:34.674 \| Enabled for: Delayed Denali Exchange Data Feed. 2025-10-12 19:10:34.674 \| Enabled for exchange2: CME 2025-10-12 19:10:34.674 \| Allow Support for Sierra Chart Data Feeds is enabled. 2025-10-12 19:10:34.674 \| Current selected Data/Trading service: Teton CME Routing 2025-10-12 19:10:34.674 \| Custom symbol settings values: enabled 2025-10-12 19:10:34.674 \| Chart Update Interval: 400 2025-10-12 19:10:34.674 \| Intraday Data Storage Time Unit: 0 2025-10-12 19:10:34.674 \| Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) 2025-10-12 19:10:34.674 \| 2025-10-12 23:10:34 Local computer time in UTC 2025-10-12 19:10:34.674 \| 2025-10-12 19:10:34 Local computer time in SC Time Zone 2025-10-12 19:10:34.674 \| 2025-10-12 23:10:30 Server time in UTC 2025-10-12 19:10:34.674 \| Local computer UTC time and Server UTC time difference: 2 seconds. 2025-10-12 19:10:34.674 \| Program path: C:\SierraChart\ 2025-10-12 19:10:34.674 \| Data Files path: C:\SierraChart\Data\ 2025-10-12 19:10:34.674 \| OS Version Number: 10.0 2025-10-12 19:10:34.674 \| Locale Setting: C 2025-10-12 19:10:34.675 \| DLLs: OrderFlowLabs.com.free_64.dll, OrderFlowLabs.com.free_ARM64.dll, pace_of_tape_64.dll, UserContributedStudies_64.dll 2025-10-12 19:10:34.675 \| Allowed protected custom studies: OrderFlowLabs.com FREE 2025-10-12 19:10:34.675 \| Crash reporter started: true 2025-10-12 19:10:34.675 \| 2025-10-12 19:10:34.708 \| Created the DTC Protocol historical data server. 2025-10-12 19:10:34.708 \| HD Server Manager \| Listening on port 11098. 2025-10-12 19:10:34.709 \| Checking for new symbol settings. Requested symbol settings MD5 for service code sc_futures_direct.dtc.trading. Request ID: 1. 2025-10-12 19:10:34.721 \| HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:10:34.807 \| HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) \| Socket gracefully closed by remote side. 2025-10-12 19:10:34.807 \| HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) \| Closed. 2025-10-12 19:10:34.983 \| Received 5 login tokens. 2025-10-12 19:10:35.427 \| Symbol settings MD5 received. Request ID: 1. 2025-10-12 19:10:35.427 \| Symbol settings are up-to-date for sc_futures_direct.dtc.trading. 2025-10-12 19:10:37.200 \| Requested user files to download. 2025-10-12 19:10:37.641 \| File to download: OrderFlowLabs.com.free_64.dll. Action: 1 2025-10-12 19:10:37.672 \| File to download: OrderFlowLabs.com.free_ARM64.dll. Action: 1 2025-10-12 19:10:37.686 \| User files to download complete 2025-10-12 19:10:39.208 \| 2025-10-12 19:10:39.208 \| Teton CME Routing \| Firm: Dorman/Stage5 2025-10-12 19:10:39.208 \| Teton CME Routing \| Connecting to the server futurestrading14.sierracharts.com. Port 11093 2025-10-12 19:10:39.286 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2025-10-12 19:10:39.287 \| DTC Client socket (1) \| New receive buffer size: 0 2025-10-12 19:10:39.287 \| DTC Client socket (1) \| Connecting to IP: 208.185.224.130. 2025-10-12 19:10:39.365 \| Teton CME Routing \| Network connection to server complete. 2025-10-12 19:10:39.365 \| Teton CME Routing \| Starting socket receive thread. 2025-10-12 19:10:39.365 \| Teton CME Routing \| Sending encoding request to server: Binary VLS. Compression: none 2025-10-12 19:10:39.590 \| Teton CME Routing \| Setting DTC encoding to Binary VLS 2025-10-12 19:10:39.590 \| Teton CME Routing \| Sending logon request message. 2025-10-12 19:10:39.725 \| Teton CME Routing \| Received logon response. 2025-10-12 19:10:39.725 \| Teton CME Routing \| Server Name: SC DTC Server. Build=54268. 2025-10-12 19:10:39.725 \| Teton CME Routing \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:10:39.725 \| Teton CME Routing \| Successfully connected. Connected to SC DTC Protocol server. Service=cme_ilink3.trading\|SymbolSettings=cme_ilink_live.trading. 2025-10-12 19:10:39.725 \| Teton CME Routing \| Trading is supported. 2025-10-12 19:10:39.725 \| Teton CME Routing \| Order cancel and replace is supported. 2025-10-12 19:10:39.725 \| Teton CME Routing \| OCO Orders supported. 2025-10-12 19:10:39.725 \| Teton CME Routing \| Bracket Orders supported. 2025-10-12 19:10:39.725 \| Teton CME Routing \| MarketDepthIsSupported: 1 2025-10-12 19:10:39.725 \| Teton CME Routing \| Connected to server complete. 2025-10-12 19:10:39.726 \| No download requests in the queue to start downloads for. \| Number times message added: 3 2025-10-12 19:10:39.726 \| Teton CME Routing \| Performing query for most recent Order Activity Date-Time. 2025-10-12 19:10:39.727 \| Teton CME Routing \| Requesting historical order activity from server. Start date-time UTC: 2025-10-08 13:35:00.745377 2025-10-12 19:10:39.794 \| Updated verified funded futures trading account ending date to: 2025-11-11 23:10:39 2025-10-12 19:10:42.417 \| Files to Open on Startup \| Opening file: Execution Chart (Money Badger) Revision 2.18.2024.Cht 2025-10-12 19:10:42.432 \| Loading DLL: C:\SierraChart\Data\UserContributedStudies.dll (UserContributedStudies_64.dll). Handle: 7fffe01e0000 2025-10-12 19:10:42.743 \| NQH25 [CV] 5000 Volume #1 \| Reloading chart. 2025-10-12 19:10:42.743 \| NQH25 [CV] 5000 Volume #1 \| Symbol Settings not found for symbol. Unable to build continuous futures contract chart. 2025-10-12 19:10:42.743 \| NQH25 [CV] 5000 Volume #1 \| There are no continuous futures contract symbols. Loading data normally. 2025-10-12 19:10:42.812 \| NQH25 10 Min #3 \| Reloading chart. 2025-10-12 19:10:42.853 \| NQH25 30 Min #4 \| Reloading chart. 2025-10-12 19:10:42.894 \| NQH25 240 Min #5 \| Reloading chart. 2025-10-12 19:10:42.944 \| NQH25 60 Min #6 \| Reloading chart. 2025-10-12 19:10:42.995 \| ESU25 1 Min #7 \| Reloading chart. 2025-10-12 19:10:43.035 \| ESU25 2000 Volume #8 \| Reloading chart. 2025-10-12 19:10:43.314 \| Using symbol data fast lookup vector 2025-10-12 19:10:43.314 \| Teton CME Routing \| Starting real-time market data updates for: NQH25. ID: 1 2025-10-12 19:10:43.314 \| Teton CME Routing \| Subscribing to streaming market data in the service client is not supported. Symbol: NQH25 2025-10-12 19:10:43.314 \| Teton CME Routing \| Requesting security definition data for: NQH25. ID: 1 2025-10-12 19:10:43.314 \| Requesting market depth updates for: NQH25 if supported. NumLevels=1400 2025-10-12 19:10:43.314 \| Separate subscription for market depth updates not supported. NQH25 2025-10-12 19:10:43.314 \| No historical data client is currently set to download historical Intraday data for NQH25. 2025-10-12 19:10:43.314 \| Real-time Intraday chart data file updates started for NQH25 2025-10-12 19:10:43.314 \| Intraday chart data file opened for NQH25 2025-10-12 19:10:43.402 \| Teton CME Routing \| Starting real-time market data updates for: ESU25. ID: 2 2025-10-12 19:10:43.402 \| Teton CME Routing \| Subscribing to streaming market data in the service client is not supported. Symbol: ESU25 2025-10-12 19:10:43.402 \| Teton CME Routing \| Requesting security definition data for: ESU25. ID: 2 2025-10-12 19:10:43.402 \| No historical data client is currently set to download historical Intraday data for ESU25. 2025-10-12 19:10:43.402 \| Real-time Intraday chart data file updates started for ESU25 2025-10-12 19:10:43.402 \| Intraday chart data file opened for ESU25 2025-10-12 19:10:43.402 \| Teton CME Routing \| Security Definition request has been rejected. Reason: Unsupported symbol: NQH25. ID = 1 2025-10-12 19:10:43.485 \| Teton CME Routing \| Security Definition request has been rejected. Reason: Unsupported symbol: ESU25. ID = 2 2025-10-12 19:10:44.457 \| NQH25 60 Min #6 \| Chart data loading complete. 2025-10-12 19:10:44.555 \| NQH25 30 Min #4 \| Chart data loading complete. 2025-10-12 19:10:44.568 \| NQH25 10 Min #3 \| Chart data loading complete. 2025-10-12 19:10:44.597 \| ESU25 1 Min #7 \| Chart data loading complete. 2025-10-12 19:10:44.601 \| ESU25 2000 Volume #8 \| Chart data loading complete. 2025-10-12 19:10:45.722 \| NQH25 240 Min #5 \| Chart data loading complete. 2025-10-12 19:10:48.339 \| Loading market depth data. 2025-10-12 19:10:48.339 \| NQH25 [CV] 5000 Volume #1 \| Chart Data Loading Thread: Load canceled. 2025-10-12 19:10:52.009 \| Loading DLL: C:\SierraChart\Data\OrderFlowLabs.com.free.dll (OrderFlowLabs.com.free_64.dll). Handle: 7fffff720000 2025-10-12 19:10:52.143 \| ESZ25 [CV] 1000 Volume #2 \| Reloading chart. 2025-10-12 19:10:52.143 \| ESZ25 [CV] 1000 Volume #2 \| Symbol Settings not found for symbol. Unable to build continuous futures contract chart. 2025-10-12 19:10:52.143 \| ESZ25 [CV] 1000 Volume #2 \| There are no continuous futures contract symbols. Loading data normally. 2025-10-12 19:10:52.170 \| ESZ25 50000 Volume #7 \| Reloading chart. 2025-10-12 19:10:52.199 \| ESZ25 250 Volume #8 \| Reloading chart. 2025-10-12 19:10:52.225 \| ESZ25 15 Min #1 \| Reloading chart. 2025-10-12 19:10:52.459 \| Teton CME Routing \| Starting real-time market data updates for: ESZ25. ID: 3 2025-10-12 19:10:52.459 \| Teton CME Routing \| Subscribing to streaming market data in the service client is not supported. Symbol: ESZ25 2025-10-12 19:10:52.459 \| Teton CME Routing \| Requesting security definition data for: ESZ25. ID: 3 2025-10-12 19:10:52.459 \| Requesting market depth updates for: ESZ25 if supported. NumLevels=1400 2025-10-12 19:10:52.459 \| Separate subscription for market depth updates not supported. ESZ25 2025-10-12 19:10:52.459 \| No historical data client is currently set to download historical Intraday data for ESZ25. 2025-10-12 19:10:52.459 \| Real-time Intraday chart data file updates started for ESZ25 2025-10-12 19:10:52.459 \| Intraday chart data file opened for ESZ25 2025-10-12 19:10:52.533 \| Teton CME Routing \| Security Definition request has been rejected. Reason: Unsupported symbol: ESZ25. ID = 3 2025-10-12 19:10:53.228 \| ESZ25 15 Min #1 \| Chart data loading complete. 2025-10-12 19:10:53.248 \| ESZ25 50000 Volume #7 \| Chart data loading complete. 2025-10-12 19:10:54.232 \| ESZ25 250 Volume #8 \| Chart data loading complete. 2025-10-12 19:10:54.671 \| Loading market depth data. 2025-10-12 19:10:54.705 \| Loaded depth data records for ESZ25 2025-10-06 from 2025-10-06 19:04:43.385000 to 2025-10-06 19:59:59.988000. 2025-10-12 19:10:55.308 \| Loaded depth data records for ESZ25 2025-10-07 from 2025-10-06 20:00:00.000000 to 2025-10-07 19:59:59.806000. 2025-10-12 19:10:55.735 \| Loaded depth data records for ESZ25 2025-10-08 from 2025-10-07 20:00:00.000000 to 2025-10-08 19:04:43.246000. 2025-10-12 19:10:55.737 \| ESZ25 [CV-D] 1000 Volume #2 \| StartDateTimeForLoadingOrderFills: 2024-10-01 00:00:00 2025-10-12 19:10:56.612 \| ESZ25 [CV-D] 1000 Volume #2 \| Chart data loading complete. 2025-10-12 19:10:57.459 \| ESZ25 [CV-D] 1000 Volume #2 \| Reloading chart. 2025-10-12 19:10:57.459 \| ESZ25 [CV-D] 1000 Volume #2 \| Symbol Settings not found for symbol. Unable to build continuous futures contract chart. 2025-10-12 19:10:57.459 \| ESZ25 [CV-D] 1000 Volume #2 \| There are no continuous futures contract symbols. Loading data normally. 2025-10-12 19:10:59.779 \| ExtendTheFundedTradingAccountStatusExpirationDate: Sending request. 2025-10-12 19:10:59.791 \| Loading market depth data. 2025-10-12 19:10:59.808 \| Loaded depth data records for ESZ25 2025-10-06 from 2025-10-06 19:04:43.385000 to 2025-10-06 19:59:59.988000. 2025-10-12 19:11:00.196 \| ExtendTheFundedTradingAccountStatusExpirationDate \| Result: {"Result":"The Funded Trading Account Status Expiration Date is more than 25 days into the future. The Date is currently: 2025-11-10"}. Success=true 2025-10-12 19:11:00.277 \| Loaded depth data records for ESZ25 2025-10-07 from 2025-10-06 20:00:00.000000 to 2025-10-07 19:59:59.806000. 2025-10-12 19:11:00.526 \| Loaded depth data records for ESZ25 2025-10-08 from 2025-10-07 20:00:00.000000 to 2025-10-08 19:04:43.246000. 2025-10-12 19:11:00.527 \| ESZ25 [CV-D] 1000 Volume #2 \| StartDateTimeForLoadingOrderFills: 2024-10-01 00:00:00 2025-10-12 19:11:01.397 \| ESZ25 [CV-D] 1000 Volume #2 \| Chart data loading complete. 2025-10-12 19:11:09.392 \| File >> Disconnect selected. 2025-10-12 19:11:09.427 \| Teton CME Routing \| Waiting for socket receive thread to end 2025-10-12 19:11:09.427 \| DTC Client socket (1) \| CloseSocket call. 2025-10-12 19:11:09.427 \| Teton CME Routing \| Disconnected. 2025-10-12 19:11:09.427 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:11:09.499 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2025-10-12 19:11:09.499 \| DTC Client socket (1) \| Closed. 2025-10-12 19:11:12.815 \| 2025-10-12 19:11:12.815 \| Teton CME Routing \| Firm: Dorman/Stage5 2025-10-12 19:11:12.815 \| Teton CME Routing \| Connecting to the server futurestrading14.sierracharts.com. Port 11093 2025-10-12 19:11:12.815 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2025-10-12 19:11:12.816 \| DTC Client socket (1) \| New receive buffer size: 0 2025-10-12 19:11:12.816 \| DTC Client socket (1) \| Connecting to IP: 208.185.224.130. 2025-10-12 19:11:12.887 \| Teton CME Routing \| Network connection to server complete. 2025-10-12 19:11:12.887 \| Teton CME Routing \| Starting socket receive thread. 2025-10-12 19:11:12.887 \| Teton CME Routing \| Sending encoding request to server: Binary VLS. Compression: none 2025-10-12 19:11:13.089 \| Teton CME Routing \| Setting DTC encoding to Binary VLS 2025-10-12 19:11:13.089 \| Teton CME Routing \| Sending logon request message. 2025-10-12 19:11:13.157 \| Teton CME Routing \| Received logon response. 2025-10-12 19:11:13.157 \| Teton CME Routing \| Server Name: SC DTC Server. Build=54268. 2025-10-12 19:11:13.157 \| Teton CME Routing \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:11:13.157 \| Teton CME Routing \| Successfully connected. Connected to SC DTC Protocol server. Service=cme_ilink3.trading\|SymbolSettings=cme_ilink_live.trading. 2025-10-12 19:11:13.157 \| Teton CME Routing \| Trading is supported. 2025-10-12 19:11:13.157 \| Teton CME Routing \| Order cancel and replace is supported. 2025-10-12 19:11:13.157 \| Teton CME Routing \| OCO Orders supported. 2025-10-12 19:11:13.157 \| Teton CME Routing \| Bracket Orders supported. 2025-10-12 19:11:13.157 \| Teton CME Routing \| MarketDepthIsSupported: 1 2025-10-12 19:11:13.157 \| Teton CME Routing \| Connected to server complete. 2025-10-12 19:11:13.157 \| No download requests in the queue to start downloads for. \| Number times message added: 3 2025-10-12 19:11:13.157 \| Updated verified funded futures trading account ending date to: 2025-11-11 23:11:13 2025-10-12 19:11:13.191 \| Teton CME Routing \| Performing query for most recent Order Activity Date-Time. 2025-10-12 19:11:13.201 \| Teton CME Routing \| Requesting historical order activity from server. Start date-time UTC: 2025-10-08 13:35:00.745377 2025-10-12 19:11:13.254 \| Updated verified funded futures trading account ending date to: 2025-11-11 23:11:13 2025-10-12 19:11:13.329 \| Using symbol data fast lookup vector 2025-10-12 19:11:13.329 \| Teton CME Routing \| Starting real-time market data updates for: ESZ25. ID: 1 2025-10-12 19:11:13.329 \| Teton CME Routing \| Subscribing to streaming market data in the service client is not supported. Symbol: ESZ25 2025-10-12 19:11:13.329 \| Teton CME Routing \| Requesting security definition data for: ESZ25. ID: 1 2025-10-12 19:11:13.329 \| No historical data client is currently set to download historical Intraday data for ESZ25. 2025-10-12 19:11:13.329 \| Real-time Intraday chart data file updates started for ESZ25 2025-10-12 19:11:13.329 \| Intraday chart data file opened for ESZ25 2025-10-12 19:11:13.402 \| Teton CME Routing \| Security Definition request has been rejected. Reason: Unsupported symbol: ESZ25. ID = 1 2025-10-12 19:11:13.408 \| Requesting market depth updates for: ESZ25 if supported. NumLevels=1400 2025-10-12 19:11:13.408 \| Separate subscription for market depth updates not supported. ESZ25 2025-10-12 19:11:28.334 \| Teton CME Routing \| Waiting for socket receive thread to end 2025-10-12 19:11:28.334 \| DTC Client socket (1) \| CloseSocket call. 2025-10-12 19:11:28.334 \| DTC Client socket (1) \| Max send buffers used during socket life: 3 2025-10-12 19:11:28.334 \| DTC Client socket (1) \| Max send buffer size during socket life: 236 2025-10-12 19:11:28.334 \| Teton CME Routing \| Disconnected. 2025-10-12 19:11:28.335 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:11:28.367 \| Checking for new symbol settings. Requested symbol settings MD5 for service code tradesimulation.dtctrading. Request ID: 2. 2025-10-12 19:11:28.367 \| Current selected Data/Trading service: Trading Evaluator 2025-10-12 19:11:28.404 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2025-10-12 19:11:28.404 \| DTC Client socket (1) \| Closed. 2025-10-12 19:11:29.009 \| Symbol settings MD5 received. Request ID: 2. 2025-10-12 19:11:29.009 \| Requested symbol settings for service code tradesimulation.dtctrading. Request ID: 3. 2025-10-12 19:11:29.864 \| Symbol settings received. Request ID: 3. 2025-10-12 19:11:29.903 \| Will reconnect to the server in 2.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. 2025-10-12 19:11:31.904 \| 2025-10-12 19:11:31.905 \| Trading Evaluator \| Connecting to the server tradesimulation2.sierracharts.com. Port 11096 2025-10-12 19:11:31.937 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2025-10-12 19:11:31.937 \| DTC Client socket (1) \| New receive buffer size: 0 2025-10-12 19:11:31.937 \| DTC Client socket (1) \| Connecting to IP: 64.152.155.17. 2025-10-12 19:11:32.021 \| Trading Evaluator \| Network connection to server complete. 2025-10-12 19:11:32.021 \| Trading Evaluator \| Starting socket receive thread. 2025-10-12 19:11:32.022 \| Trading Evaluator \| Sending encoding request to server: Binary VLS. Compression: none 2025-10-12 19:11:32.275 \| Trading Evaluator \| Setting DTC encoding to Binary VLS 2025-10-12 19:11:32.275 \| Trading Evaluator \| Sending logon request message. 2025-10-12 19:11:32.389 \| Trading Evaluator \| Received logon response. 2025-10-12 19:11:32.389 \| Trading Evaluator \| Server Name: SC DTC Server. Build=54251. 2025-10-12 19:11:32.389 \| Trading Evaluator \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:11:32.389 \| Trading Evaluator \| Successfully connected. Connected to SC DTC Protocol server. Service=tradesimulation.dtctrading\|SymbolSettings=tradingevaluatorserver.dtctrading. 2025-10-12 19:11:32.389 \| Trading Evaluator \| Trading is supported. 2025-10-12 19:11:32.389 \| Trading Evaluator \| Order cancel and replace is supported. 2025-10-12 19:11:32.389 \| Trading Evaluator \| OCO Orders supported. 2025-10-12 19:11:32.389 \| Trading Evaluator \| Bracket Orders supported. 2025-10-12 19:11:32.389 \| Trading Evaluator \| MarketDepthIsSupported: 1 2025-10-12 19:11:32.389 \| Trading Evaluator \| Connected to server complete. 2025-10-12 19:11:32.389 \| No download requests in the queue to start downloads for. \| Number times message added: 3 2025-10-12 19:11:32.422 \| Trading Evaluator \| Performing query for most recent Order Activity Date-Time. 2025-10-12 19:11:32.431 \| Trading Evaluator \| Requesting historical order activity from server. Start date-time UTC: 2025-10-08 13:35:00.745377 2025-10-12 19:11:32.476 \| Mapping ESZ25 to ESZ25. Service code: cme 2025-10-12 19:11:32.476 \| Using symbol data fast lookup vector 2025-10-12 19:11:32.476 \| Denali Data Feed \| Starting real-time market data updates for: ESZ25 (ESZ25). ID: 1 Service code: cme 2025-10-12 19:11:32.477 \| Denali Data Feed \| Connecting to the server ds26.sierracharts.com. Port 443 2025-10-12 19:11:32.477 \| Denali Data Feed \| Requesting security definition data for: ESZ25 (ESZ25). ID: 1 2025-10-12 19:11:32.477 \| Requesting market depth updates for: ESZ25 if supported. NumLevels=100 2025-10-12 19:11:32.477 \| Starting DelayedDownloadMonitoringTimer 2025-10-12 19:11:32.477 \| Starting HDTimeoutTimer 2025-10-12 19:11:32.477 \| Added historical Intraday data request for ESZ25 to the queue. 2025-10-12 19:11:32.477 \| Intraday data recording state for symbol ESZ25 is set to download 'Pending'. 2025-10-12 19:11:32.478 \| Triggering next historical data download in queue. 2025-10-12 19:11:32.500 \| DTC Client socket (2) \| Creating socket. 2025-10-12 19:11:32.500 \| DTC Client socket (2) \| New receive buffer size: 0 2025-10-12 19:11:32.500 \| DTC Client socket (2) \| Connecting to IP: 64.152.155.17. 2025-10-12 19:11:32.525 \| Delaying start of download for ESZ25. 2025-10-12 19:11:32.537 \| Trading Evaluator \| Received final trade activity snapshot. Count=15. TradeAccount=ES20250228 2025-10-12 19:11:32.560 \| Trace \| Basic security definition symbol settings fields ignored in primary service client. Symbol: ESZ25 2025-10-12 19:11:32.560 \| Trading Evaluator \| Setting external service identifier for symbol ESZ25 to 294973 2025-10-12 19:11:32.560 \| Trading Evaluator \| Received security definition for symbol ESZ25 2025-10-12 19:11:32.588 \| Denali Data Feed \| Network connection to server complete. 2025-10-12 19:11:32.588 \| Denali Data Feed \| Starting socket receive thread. 2025-10-12 19:11:32.588 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: standard 2025-10-12 19:11:32.678 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2025-10-12 19:11:32.678 \| Denali Data Feed \| Sending logon request message. 2025-10-12 19:11:32.777 \| ESZ25 [CV-D][M] 1000 Volume #2 \| StartDateTimeForLoadingOrderFills: 2024-10-01 00:00:00 2025-10-12 19:11:33.880 \| Denali Data Feed \| Received logon response. 2025-10-12 19:11:33.880 \| Denali Data Feed \| Server Name: SC Realtime Server. 2025-10-12 19:11:33.880 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:11:33.880 \| Denali Data Feed \| Successfully connected. 2025-10-12 19:11:33.880 \| Denali Data Feed \| Trading is not supported. 2025-10-12 19:11:33.880 \| Denali Data Feed \| MarketDepthIsSupported: 1 2025-10-12 19:11:33.880 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESZ25 -> ESZ25. Market Depth data restarted. 2025-10-12 19:11:34.055 \| Denali Data Feed \| Clearing market depth for ESZ25 2025-10-12 19:11:34.055 \| Denali Data Feed \| Setting external service identifier for symbol ESZ25 to 294973 2025-10-12 19:11:34.055 \| Denali Data Feed \| Received security definition for symbol ESZ25 2025-10-12 19:11:34.055 \| Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESZ25.2025-10-12.depth 2025-10-12 19:11:39.466 \| HD Request # 1 \| Downloading Intraday chart data for ESZ25 to the file ESZ25.scid. Service: cme 2025-10-12 19:11:39.466 \| HD Request # 1 \| Download start date-time: 2025-10-08 19:04:43.000000. File last date-time: 2025-10-08 19:04:43.246000 2025-10-12 19:11:39.466 \| HD Request # 1 \| Using server: ds28.sierracharts.com port 10150 2025-10-12 19:11:39.492 \| Socket (3) \| Creating socket. 2025-10-12 19:11:39.492 \| Socket (3) \| New receive buffer size: 0 2025-10-12 19:11:39.492 \| Socket (3) \| Connecting to IP: 67.214.125.5. 2025-10-12 19:11:39.676 \| HD Request # 1 \| Setting DTC encoding to Binary VLS 2025-10-12 19:11:39.676 \| HD Request # 1 \| Sending historical data logon request message. 2025-10-12 19:11:39.819 \| HD Request # 1 \| Requesting Intraday data. Start date-time: 2025-10-08 19:04:43. Record interval: 0. Symbol: ESZ25 2025-10-12 19:11:39.907 \| HD Request # 1 \| Decompressing data. 2025-10-12 19:11:40.008 \| HD Request # 1 \| Receiving Intraday data for ESZ25 starting at 2025-10-08 19:04:43.246000 2025-10-12 19:11:40.273 \| HD Request # 1 \| Timestamp of first Intraday data file record written: 2025-10-08 19:04:50.397000. 2025-10-12 19:11:46.492 \| Socket (3) \| CloseSocket call. 2025-10-12 19:11:46.492 \| Socket (3) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:11:46.493 \| Historical data download thread signaled to stop. 2025-10-12 19:11:46.493 \| HD Request # 1 \| Received 2845094 Intraday data records from 2025-10-08 19:04:43.246000 to 2025-10-12 19:11:43.134000 (4.0 days. Delay: 3.4 seconds) and wrote 2845093 records for ESZ25 2025-10-12 19:11:46.499 \| HD Request # 1 \| Add time&sales data \| Remembered last file record date-time: 2025-10-12 23:11:43.134000 2025-10-12 19:11:46.499 \| Added 11 Time and Sales records to Intraday data file for ESZ25 after download. 2025-10-12 19:11:46.499 \| HD Request # 1 \| Completion time: 7s. 2025-10-12 19:11:46.499 \| HD Request # 1 \| Intraday data download complete for ESZ25. Unique request ID: 1 2025-10-12 19:11:46.499 \| Removing historical data download ID 1. 2025-10-12 19:11:46.499 \| Real-time Intraday chart data file updates started for ESZ25 2025-10-12 19:11:46.499 \| Intraday chart data file opened for ESZ25 2025-10-12 19:11:46.499 \| HD Request # 1 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:11:46.499 \| 2025-10-12 19:11:46.499 \| No download requests in the queue to start downloads for. 2025-10-12 19:11:46.592 \| Socket (3) \| Socket gracefully closed by remote side. 2025-10-12 19:11:46.592 \| Socket (3) \| Closed. 2025-10-12 19:11:50.343 \| Opened cached Intraday file: C:\SierraChart\Data\ESZ25.scid. Thread ID: 19580 2025-10-12 19:12:18.660 \| ESZ25 [CV-D][M] 200 Volume #2 \| Reloading chart. 2025-10-12 19:12:18.666 \| Added historical Intraday data request for ESZ25 to the queue. 2025-10-12 19:12:18.666 \| Intraday data recording state for symbol ESZ25 is set to download 'Pending'. 2025-10-12 19:12:18.666 \| Triggering next historical data download in queue. 2025-10-12 19:12:18.673 \| ESZ25 [CV-D][M] 200 Volume #2 \| Performing continuous chart historical Daily data download for symbol ESZ25 starting at last date in file. 2025-10-12 19:12:18.673 \| Starting DelayedDownloadMonitoringTimer 2025-10-12 19:12:18.673 \| Starting HDTimeoutTimer 2025-10-12 19:12:18.673 \| Added historical Daily data request for ESZ25 to the queue. 2025-10-12 19:12:18.674 \| Triggering next historical data download in queue. 2025-10-12 19:12:18.682 \| ESZ25 [CV-D][M] 200 Volume #2 \| Waiting for historical downloads to complete with the IDs: 2, 3, 2025-10-12 19:12:18.684 \| HD Request # 2 \| Downloading Intraday chart data for ESZ25 to the file ESZ25.scid. Service: cme 2025-10-12 19:12:18.685 \| HD Request # 2 \| Download start date-time: 2025-10-12 19:12:18.000000. File last date-time: 2025-10-12 19:12:18.278000 2025-10-12 19:12:18.685 \| HD Request # 2 \| Using server: ds32.sierracharts.com port 10149 2025-10-12 19:12:18.686 \| HD Request # 3 \| Downloading Historical Daily chart data for ESZ25. Starting date: 2025-10-06. Service: tradingevaluator.dtctrading 2025-10-12 19:12:18.717 \| Socket (3) \| Creating socket. 2025-10-12 19:12:18.717 \| Socket (3) \| New receive buffer size: 0 2025-10-12 19:12:18.717 \| Socket (3) \| Connecting to IP: 69.39.70.248. 2025-10-12 19:12:18.900 \| HD Request # 2 \| Setting DTC encoding to Binary VLS 2025-10-12 19:12:18.900 \| HD Request # 2 \| Sending historical data logon request message. 2025-10-12 19:12:19.036 \| HD Request # 2 \| Requesting Intraday data. Start date-time: 2025-10-12 19:12:18. Record interval: 0. Symbol: ESZ25 2025-10-12 19:12:19.122 \| HD Request # 2 \| Decompressing data. 2025-10-12 19:12:19.142 \| HD Request # 3 \| Requesting historical Daily data for ESZ25 starting at 2025-10-05. SC External HD service. 2025-10-12 19:12:19.228 \| HD Request # 2 \| Receiving Intraday data for ESZ25 starting at 2025-10-12 18:12:14.580000 2025-10-12 19:12:19.515 \| HD Request # 3 \| Receiving historical Daily data for ESZ25 starting at 2025-10-06. 2025-10-12 19:12:19.515 \| HD Request # 3 \| Writing historical Daily data to the file ESZ25.dly. 2025-10-12 19:12:19.518 \| HD Request # 3 \| Bytes received: 364 2025-10-12 19:12:19.518 \| HD Request # 3 \| Received 6 Daily data records from 2025-10-06 00:00:00 to 2025-10-13 00:00:00 (8.0 days) and wrote 6 records for ESZ25 2025-10-12 19:12:19.518 \| HD Request # 3 \| Completion time: 1s. 2025-10-12 19:12:19.518 \| HD Request # 3 \| Daily data download complete for ESZ25. Unique request ID: 3 2025-10-12 19:12:19.518 \| Removing historical data download ID 3. 2025-10-12 19:12:19.518 \| 2025-10-12 19:12:19.518 \| No download requests in the queue to start downloads for. 2025-10-12 19:12:19.584 \| Socket (3) \| CloseSocket call. 2025-10-12 19:12:19.584 \| Socket (3) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:12:19.584 \| Historical data download thread signaled to stop. 2025-10-12 19:12:19.584 \| HD Request # 2 \| Timestamp of first Intraday data file record written: 2025-10-12 19:12:19.522000. 2025-10-12 19:12:19.585 \| HD Request # 2 \| Received 24492 Intraday data records from 2025-10-12 18:12:14.580000 to 2025-10-12 19:12:19.522000 (60.1 minutes. Delay: 0.1 seconds) and wrote 1 record for ESZ25 2025-10-12 19:12:19.590 \| HD Request # 2 \| Add time&sales data \| Remembered last file record date-time: 2025-10-12 23:12:19.522000 2025-10-12 19:12:19.590 \| HD Request # 2 \| Completion time: 1s. 2025-10-12 19:12:19.590 \| HD Request # 2 \| Intraday data download complete for ESZ25. Unique request ID: 2 2025-10-12 19:12:19.590 \| Removing historical data download ID 2. 2025-10-12 19:12:19.590 \| Real-time Intraday chart data file updates started for ESZ25 2025-10-12 19:12:19.590 \| Intraday chart data file opened for ESZ25 2025-10-12 19:12:19.590 \| HD Request # 2 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:12:19.590 \| 2025-10-12 19:12:19.590 \| No download requests in the queue to start downloads for. 2025-10-12 19:12:19.594 \| ESZ25 [CV][M] 200 Volume #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2025-10-12 19:12:19.594 \| ESZ25 [CV][M] 200 Volume #2 \| Reloading chart. 2025-10-12 19:12:19.674 \| Socket (3) \| Socket gracefully closed by remote side. 2025-10-12 19:12:19.674 \| Socket (3) \| Closed. 2025-10-12 19:12:19.910 \| ESZ25 [CV][M] 200 Volume #2 \| Reloading chart. 2025-10-12 19:12:20.590 \| Opened cached Intraday file: C:\SierraChart\Data\ESZ25.scid. Thread ID: 19580 2025-10-12 19:12:22.481 \| Loading market depth data. 2025-10-12 19:12:22.487 \| Loaded depth data records for ESZ25 2025-10-12 from 2025-10-12 19:11:33.889000 to 2025-10-12 19:12:19.522000. 2025-10-12 19:12:22.488 \| ESZ25 [CV][M] 200 Volume #2 \| StartDateTimeForLoadingOrderFills: 2024-10-05 00:00:00 2025-10-12 19:12:49.852 \| ESZ25 [CV][M] 200 Volume #2 \| Chart data loading complete. 2025-10-12 19:13:17.884 \| ESZ25[M] 50 Volume #8 \| Reloading chart. 2025-10-12 19:13:20.306 \| ESZ25[M] 50 Volume #8 \| Chart data loading complete. 2025-10-12 19:16:59.208 \| Trading Evaluator \| Waiting for socket receive thread to end 2025-10-12 19:16:59.208 \| DTC Client socket (1) \| CloseSocket call. 2025-10-12 19:16:59.208 \| DTC Client socket (1) \| Max send buffers used during socket life: 3 2025-10-12 19:16:59.208 \| DTC Client socket (1) \| Max send buffer size during socket life: 1424 2025-10-12 19:16:59.208 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:16:59.208 \| Denali Data Feed \| Waiting for socket receive thread to end 2025-10-12 19:16:59.208 \| DTC Client socket (2) \| CloseSocket call. 2025-10-12 19:16:59.208 \| Denali Data Feed \| Disconnected from the server. 2025-10-12 19:16:59.208 \| Trading Evaluator \| Disconnected. 2025-10-12 19:16:59.215 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:16:59.223 \| Checking for new symbol settings. Requested symbol settings MD5 for service code sc_futures_direct.dtc.trading. Request ID: 4. 2025-10-12 19:16:59.223 \| Current selected Data/Trading service: Teton CME Routing 2025-10-12 19:16:59.297 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2025-10-12 19:16:59.297 \| DTC Client socket (1) \| Closed. 2025-10-12 19:16:59.303 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2025-10-12 19:16:59.303 \| DTC Client socket (2) \| Closed. 2025-10-12 19:16:59.968 \| Symbol settings MD5 received. Request ID: 4. 2025-10-12 19:16:59.968 \| Requested symbol settings for service code sc_futures_direct.dtc.trading. Request ID: 5. 2025-10-12 19:17:00.929 \| Symbol settings received. Request ID: 5. 2025-10-12 19:17:02.795 \| Will reconnect to the server in 2.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. 2025-10-12 19:17:02.899 \| ESZ25_FUT_CME [CV][M] 200 Volume #2 \| Reloading chart. 2025-10-12 19:17:02.925 \| Added historical Intraday data request for ESZ25_FUT_CME to the queue. 2025-10-12 19:17:02.925 \| Triggering next historical data download in queue. 2025-10-12 19:17:02.931 \| ESZ25_FUT_CME [CV][M] 200 Volume #2 \| Performing continuous chart historical Daily data download for symbol ESZ25_FUT_CME starting at last date in file. 2025-10-12 19:17:02.931 \| Added historical Daily data request for ESZ25_FUT_CME to the queue. 2025-10-12 19:17:02.931 \| Triggering next historical data download in queue. 2025-10-12 19:17:02.939 \| ESZ25_FUT_CME [CV][M] 200 Volume #2 \| Waiting for historical downloads to complete with the IDs: 4, 5, 2025-10-12 19:17:02.940 \| Mapping ESZ25_FUT_CME to ESZ25. Service code: cme 2025-10-12 19:17:02.940 \| HD Request # 4 \| Downloading Intraday chart data for ESZ25_FUT_CME to the file ESZ25_FUT_CME.scid. Service: cme 2025-10-12 19:17:02.941 \| HD Request # 4 \| Download start date-time: 2025-10-10 16:59:59.000000. File last date-time: 2025-10-10 16:59:59.868001 2025-10-12 19:17:02.941 \| HD Request # 4 \| Using server: ds26.sierracharts.com port 10150 2025-10-12 19:17:02.941 \| HD Request # 5 \| Downloading Historical Daily chart data for ESZ25_FUT_CME. Starting date: 2025-10-07. Service: sc_futures_direct.dtc.trading 2025-10-12 19:17:02.941 \| Socket (1) \| Creating socket. 2025-10-12 19:17:02.941 \| Socket (1) \| New receive buffer size: 0 2025-10-12 19:17:02.941 \| Socket (1) \| Connecting to IP: 64.152.155.17. 2025-10-12 19:17:03.111 \| ESZ25_FUT_CME[M] 15 Min #1 \| Reloading chart. 2025-10-12 19:17:03.115 \| HD Request # 4 \| Setting DTC encoding to Binary VLS 2025-10-12 19:17:03.115 \| HD Request # 4 \| Sending historical data logon request message. 2025-10-12 19:17:03.115 \| ESZ25_FUT_CME[M] 50000 Volume #7 \| Reloading chart. 2025-10-12 19:17:03.122 \| ESZ25_FUT_CME[M] 50 Volume #8 \| Reloading chart. 2025-10-12 19:17:03.255 \| HD Request # 4 \| Requesting Intraday data. Start date-time: 2025-10-10 16:59:59. Record interval: 0. Symbol: ESZ25 2025-10-12 19:17:03.342 \| HD Request # 4 \| Decompressing data. 2025-10-12 19:17:03.370 \| HD Request # 5 \| Requesting historical Daily data for ESZ25 starting at 2025-10-06. SC External HD service. 2025-10-12 19:17:03.528 \| HD Request # 4 \| Receiving Intraday data for ESZ25_FUT_CME starting at 2025-10-10 16:59:59.037000 2025-10-12 19:17:03.652 \| HD Request # 5 \| Receiving historical Daily data for ESZ25_FUT_CME starting at 2025-10-07. 2025-10-12 19:17:03.652 \| HD Request # 5 \| Writing historical Daily data to the file ESZ25_FUT_CME.dly. 2025-10-12 19:17:03.655 \| HD Request # 5 \| Bytes received: 362 2025-10-12 19:17:03.655 \| HD Request # 5 \| Received 6 Daily data records from 2025-10-07 00:00:00 to 2025-10-13 00:00:00 (7.0 days) and wrote 5 records for ESZ25_FUT_CME 2025-10-12 19:17:03.655 \| HD Request # 5 \| Completion time: 1s. 2025-10-12 19:17:03.655 \| HD Request # 5 \| Daily data download complete for ESZ25_FUT_CME. Unique request ID: 5 2025-10-12 19:17:03.655 \| Removing historical data download ID 5. 2025-10-12 19:17:03.655 \| 2025-10-12 19:17:03.655 \| No download requests in the queue to start downloads for. 2025-10-12 19:17:03.783 \| HD Request # 4 \| Timestamp of first Intraday data file record written: 2025-10-12 18:00:00.000000. 2025-10-12 19:17:03.982 \| Socket (1) \| CloseSocket call. 2025-10-12 19:17:03.982 \| Socket (1) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:17:03.983 \| Historical data download thread signaled to stop. 2025-10-12 19:17:03.992 \| HD Request # 4 \| Received 44318 Intraday data records from 2025-10-10 16:59:59.037000 to 2025-10-12 19:17:04.146000 (2.1 days. Delay: -0.2 seconds) and wrote 44271 records for ESZ25_FUT_CME 2025-10-12 19:17:04.001 \| HD Request # 4 \| Completion time: 2s. 2025-10-12 19:17:04.001 \| HD Request # 4 \| Intraday data download complete for ESZ25_FUT_CME. Unique request ID: 4 2025-10-12 19:17:04.001 \| Removing historical data download ID 4. 2025-10-12 19:17:04.001 \| Real-time Intraday chart data file updates started for ESZ25_FUT_CME 2025-10-12 19:17:04.001 \| Intraday chart data file opened for ESZ25_FUT_CME 2025-10-12 19:17:04.001 \| HD Request # 4 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:17:04.001 \| 2025-10-12 19:17:04.001 \| No download requests in the queue to start downloads for. 2025-10-12 19:17:04.001 \| Historical data for ESZ25_FUT_CME is delayed because connection to main data feed is not present. Current data will be received upon connection. 2025-10-12 19:17:04.068 \| Socket (1) \| Socket gracefully closed by remote side. 2025-10-12 19:17:04.068 \| Socket (1) \| Closed. 2025-10-12 19:17:04.136 \| ESZ25_FUT_CME [CV][M] 200 Volume #2 \| Download is complete for all contract months in chart. Proceeding with data load. 2025-10-12 19:17:04.139 \| ESZ25_FUT_CME [CV][M] 200 Volume #2 \| Reloading chart. \| Number times message added: 1 2025-10-12 19:17:04.542 \| ESZ25_FUT_CME[M] 15 Min #1 \| Chart data loading complete. 2025-10-12 19:17:04.546 \| ESZ25_FUT_CME[M] 50000 Volume #7 \| Chart data loading complete. 2025-10-12 19:17:04.800 \| 2025-10-12 19:17:04.800 \| Teton CME Routing \| Firm: Dorman/Stage5 2025-10-12 19:17:04.801 \| Teton CME Routing \| Connecting to the server futurestrading14.sierracharts.com. Port 11093 2025-10-12 19:17:04.801 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2025-10-12 19:17:04.801 \| DTC Client socket (1) \| New receive buffer size: 0 2025-10-12 19:17:04.801 \| DTC Client socket (1) \| Connecting to IP: 208.185.224.130. 2025-10-12 19:17:04.884 \| Teton CME Routing \| Network connection to server complete. 2025-10-12 19:17:04.884 \| Teton CME Routing \| Starting socket receive thread. 2025-10-12 19:17:04.884 \| Teton CME Routing \| Sending encoding request to server: Binary VLS. Compression: none 2025-10-12 19:17:05.114 \| Teton CME Routing \| Setting DTC encoding to Binary VLS 2025-10-12 19:17:05.114 \| Teton CME Routing \| Sending logon request message. 2025-10-12 19:17:05.251 \| Teton CME Routing \| Received logon response. 2025-10-12 19:17:05.251 \| Teton CME Routing \| Server Name: SC DTC Server. Build=54268. 2025-10-12 19:17:05.251 \| Teton CME Routing \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:17:05.251 \| Teton CME Routing \| Successfully connected. Connected to SC DTC Protocol server. Service=cme_ilink3.trading\|SymbolSettings=cme_ilink_live.trading. 2025-10-12 19:17:05.251 \| Teton CME Routing \| Trading is supported. 2025-10-12 19:17:05.251 \| Teton CME Routing \| Order cancel and replace is supported. 2025-10-12 19:17:05.251 \| Teton CME Routing \| OCO Orders supported. 2025-10-12 19:17:05.251 \| Teton CME Routing \| Bracket Orders supported. 2025-10-12 19:17:05.251 \| Teton CME Routing \| MarketDepthIsSupported: 1 2025-10-12 19:17:05.251 \| Teton CME Routing \| Connected to server complete. 2025-10-12 19:17:05.252 \| No download requests in the queue to start downloads for. \| Number times message added: 3 2025-10-12 19:17:05.252 \| Teton CME Routing \| Performing query for most recent Order Activity Date-Time. 2025-10-12 19:17:05.259 \| Teton CME Routing \| Requesting historical order activity from server. Start date-time UTC: 2025-10-12 23:16:46.845954 2025-10-12 19:17:05.325 \| Updated verified funded futures trading account ending date to: 2025-11-11 23:17:05 2025-10-12 19:17:05.431 \| Mapping ESZ25_FUT_CME to ESZ25. Service code: cme 2025-10-12 19:17:05.431 \| Using symbol data fast lookup vector 2025-10-12 19:17:05.431 \| Denali Data Feed \| Starting real-time market data updates for: ESZ25_FUT_CME (ESZ25). ID: 1 Service code: cme 2025-10-12 19:17:05.431 \| Denali Data Feed \| Connecting to the server ds32.sierracharts.com. Port 443 2025-10-12 19:17:05.431 \| Denali Data Feed \| Requesting security definition data for: ESZ25_FUT_CME (ESZ25). ID: 1 2025-10-12 19:17:05.431 \| Requesting market depth updates for: ESZ25_FUT_CME if supported. NumLevels=100 2025-10-12 19:17:05.431 \| Added historical Intraday data request for ESZ25_FUT_CME to the queue. 2025-10-12 19:17:05.431 \| Intraday data recording state for symbol ESZ25_FUT_CME is set to download 'Pending'. 2025-10-12 19:17:05.431 \| Triggering next historical data download in queue. 2025-10-12 19:17:05.431 \| Delaying start of download for ESZ25_FUT_CME. 2025-10-12 19:17:05.431 \| DTC Client socket (2) \| Creating socket. 2025-10-12 19:17:05.431 \| DTC Client socket (2) \| New receive buffer size: 0 2025-10-12 19:17:05.431 \| DTC Client socket (2) \| Connecting to IP: 69.39.70.248. 2025-10-12 19:17:05.504 \| Trace \| Basic security definition symbol settings fields ignored in primary service client. Symbol: ESZ25_FUT_CME 2025-10-12 19:17:05.504 \| Teton CME Routing \| Setting external service identifier for symbol ESZ25_FUT_CME to 294973 2025-10-12 19:17:05.504 \| Teton CME Routing \| Received security definition for symbol ESZ25_FUT_CME 2025-10-12 19:17:05.519 \| Denali Data Feed \| Network connection to server complete. 2025-10-12 19:17:05.519 \| Denali Data Feed \| Starting socket receive thread. 2025-10-12 19:17:05.519 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: standard 2025-10-12 19:17:05.630 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2025-10-12 19:17:05.630 \| Denali Data Feed \| Sending logon request message. 2025-10-12 19:17:05.775 \| ESZ25_FUT_CME[M] 50 Volume #8 \| Chart data loading complete. 2025-10-12 19:17:06.193 \| Denali Data Feed \| Received logon response. 2025-10-12 19:17:06.193 \| Denali Data Feed \| Server Name: SC Realtime Server. 2025-10-12 19:17:06.193 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:17:06.193 \| Denali Data Feed \| Successfully connected. 2025-10-12 19:17:06.193 \| Denali Data Feed \| Trading is not supported. 2025-10-12 19:17:06.193 \| Denali Data Feed \| MarketDepthIsSupported: 1 2025-10-12 19:17:06.193 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESZ25_FUT_CME -> ESZ25. Market Depth data restarted. 2025-10-12 19:17:06.380 \| Denali Data Feed \| Clearing market depth for ESZ25_FUT_CME 2025-10-12 19:17:06.380 \| Denali Data Feed \| Setting external service identifier for symbol ESZ25_FUT_CME to 294973 2025-10-12 19:17:06.380 \| Denali Data Feed \| Received security definition for symbol ESZ25_FUT_CME 2025-10-12 19:17:06.380 \| Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESZ25_FUT_CME.2025-10-12.depth 2025-10-12 19:17:07.137 \| Loading market depth data. 2025-10-12 19:17:07.144 \| Enabling compression for file: C:\SierraChart\Data\MarketDepthData\ESZ25_FUT_CME.2025-10-10.depth 2025-10-12 19:17:07.172 \| Loaded depth data records for ESZ25_FUT_CME 2025-10-10 from 00:00:00.000000 to 00:00:00.000000. 2025-10-12 19:17:07.186 \| Loaded depth data records for ESZ25_FUT_CME 2025-10-11 from 2025-10-11 08:48:12.460667 to 2025-10-11 16:34:03.211373. 2025-10-12 19:17:07.190 \| Loaded depth data records for ESZ25_FUT_CME 2025-10-12 from 00:00:00.000000 to 00:00:00.000000. 2025-10-12 19:17:11.186 \| ESZ25_FUT_CME [CV][M] 200 Volume #2 \| StartDateTimeForLoadingOrderFills: 2024-10-05 00:00:00 2025-10-12 19:17:39.094 \| ESZ25_FUT_CME [CV][M] 200 Volume #2 \| Chart data loading complete. 2025-10-12 19:17:39.128 \| HD Request # 6 \| Downloading Intraday chart data for ESZ25_FUT_CME to the file ESZ25_FUT_CME.scid. Service: cme 2025-10-12 19:17:39.128 \| HD Request # 6 \| Download start date-time: 2025-10-12 19:17:04.000000. File last date-time: 2025-10-12 19:17:04.146000 2025-10-12 19:17:39.128 \| HD Request # 6 \| Using server: ds28.sierracharts.com port 10149 2025-10-12 19:17:39.128 \| Socket (3) \| Creating socket. 2025-10-12 19:17:39.128 \| Socket (3) \| New receive buffer size: 0 2025-10-12 19:17:39.128 \| Socket (3) \| Connecting to IP: 67.214.125.5. 2025-10-12 19:17:39.314 \| HD Request # 6 \| Setting DTC encoding to Binary VLS 2025-10-12 19:17:39.314 \| HD Request # 6 \| Sending historical data logon request message. 2025-10-12 19:17:39.456 \| HD Request # 6 \| Requesting Intraday data. Start date-time: 2025-10-12 19:17:04. Record interval: 0. Symbol: ESZ25 2025-10-12 19:17:39.551 \| HD Request # 6 \| Decompressing data. 2025-10-12 19:17:39.647 \| HD Request # 6 \| Receiving Intraday data for ESZ25_FUT_CME starting at 2025-10-12 19:17:04.146000 2025-10-12 19:17:39.647 \| Socket (3) \| CloseSocket call. 2025-10-12 19:17:39.647 \| Socket (3) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:17:39.742 \| Socket (3) \| Socket gracefully closed by remote side. 2025-10-12 19:17:39.742 \| Socket (3) \| Closed. 2025-10-12 19:18:07.420 \| Historical data download thread signaled to stop. 2025-10-12 19:18:07.420 \| HD Request # 6 \| Timestamp of first Intraday data file record written: 2025-10-12 19:17:04.484000. 2025-10-12 19:18:07.420 \| HD Request # 6 \| Received 139 Intraday data records from 2025-10-12 19:17:04.146000 to 2025-10-12 19:17:39.748001 (35.6 seconds. Delay: 27.7 seconds) and wrote 138 records for ESZ25_FUT_CME 2025-10-12 19:18:07.425 \| HD Request # 6 \| Add time&sales data \| Remembered last file record date-time: 2025-10-12 23:17:39.748001 2025-10-12 19:18:07.425 \| Added 230 Time and Sales records to Intraday data file for ESZ25_FUT_CME after download. 2025-10-12 19:18:07.425 \| HD Request # 6 \| Completion time: 28s. 2025-10-12 19:18:07.425 \| HD Request # 6 \| Intraday data download complete for ESZ25_FUT_CME. Unique request ID: 6 2025-10-12 19:18:07.425 \| Removing historical data download ID 6. 2025-10-12 19:18:07.425 \| Real-time Intraday chart data file updates started for ESZ25_FUT_CME 2025-10-12 19:18:07.425 \| Intraday chart data file opened for ESZ25_FUT_CME 2025-10-12 19:18:07.425 \| HD Request # 6 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:18:07.425 \| 2025-10-12 19:18:07.425 \| No download requests in the queue to start downloads for. 2025-10-12 19:18:09.052 \| Opened cached Intraday file: C:\SierraChart\Data\ESZ25_FUT_CME.scid. Thread ID: 19580 2025-10-12 19:21:38.605 \| Source file does not exist when saving backup of C:\SierraChart\Data\1con_2ptSL_3ptTP.twconfig. No backup made. \| Number times message added: 1 2025-10-12 19:31:01.034 \| Teton CME Routing \| Waiting for socket receive thread to end 2025-10-12 19:31:01.034 \| DTC Client socket (1) \| CloseSocket call. 2025-10-12 19:31:01.034 \| DTC Client socket (1) \| Max send buffers used during socket life: 3 2025-10-12 19:31:01.034 \| DTC Client socket (1) \| Max send buffer size during socket life: 627 2025-10-12 19:31:01.035 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:31:01.035 \| Denali Data Feed \| Waiting for socket receive thread to end 2025-10-12 19:31:01.035 \| DTC Client socket (2) \| CloseSocket call. 2025-10-12 19:31:01.035 \| Denali Data Feed \| Disconnected from the server. 2025-10-12 19:31:01.035 \| Teton CME Routing \| Disconnected. 2025-10-12 19:31:01.035 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:31:01.064 \| Checking for new symbol settings. Requested symbol settings MD5 for service code tradesimulation.dtctrading. Request ID: 6. 2025-10-12 19:31:01.064 \| Current selected Data/Trading service: Trading Evaluator 2025-10-12 19:31:01.110 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2025-10-12 19:31:01.110 \| DTC Client socket (1) \| Closed. 2025-10-12 19:31:01.257 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2025-10-12 19:31:01.257 \| DTC Client socket (2) \| Closed. 2025-10-12 19:31:01.891 \| Symbol settings MD5 received. Request ID: 6. 2025-10-12 19:31:01.891 \| Requested symbol settings for service code tradesimulation.dtctrading. Request ID: 7. 2025-10-12 19:31:02.718 \| Will reconnect to the server in 2.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. 2025-10-12 19:31:02.752 \| Symbol settings received. Request ID: 7. 2025-10-12 19:31:02.827 \| ESZ25 [CV][M] 200 Volume #2 \| Reloading chart. 2025-10-12 19:31:03.048 \| ESZ25[M] 50000 Volume #7 \| Reloading chart. 2025-10-12 19:31:03.051 \| ESZ25[M] 15 Min #1 \| Reloading chart. 2025-10-12 19:31:03.057 \| ESZ25[M] 50 Volume #8 \| Reloading chart. 2025-10-12 19:31:03.143 \| Mapping ESZ25 to ESZ25. Service code: cme 2025-10-12 19:31:03.143 \| Added historical Intraday data request for ESZ25 to the queue. 2025-10-12 19:31:03.143 \| Intraday data recording state for symbol ESZ25 is set to download 'Pending'. 2025-10-12 19:31:03.143 \| Triggering next historical data download in queue. 2025-10-12 19:31:03.143 \| HD Request # 7 \| Downloading Intraday chart data for ESZ25 to the file ESZ25.scid. Service: cme 2025-10-12 19:31:03.144 \| HD Request # 7 \| Download start date-time: 2025-10-12 19:16:58.000000. File last date-time: 2025-10-12 19:16:58.889000 2025-10-12 19:31:03.144 \| HD Request # 7 \| Using server: ds32.sierracharts.com port 10150 2025-10-12 19:31:03.144 \| Socket (1) \| Creating socket. 2025-10-12 19:31:03.144 \| Socket (1) \| New receive buffer size: 0 2025-10-12 19:31:03.144 \| Socket (1) \| Connecting to IP: 69.39.70.248. 2025-10-12 19:31:03.324 \| HD Request # 7 \| Setting DTC encoding to Binary VLS 2025-10-12 19:31:03.324 \| HD Request # 7 \| Sending historical data logon request message. 2025-10-12 19:31:03.452 \| HD Request # 7 \| Requesting Intraday data. Start date-time: 2025-10-12 19:16:58. Record interval: 0. Symbol: ESZ25 2025-10-12 19:31:03.542 \| HD Request # 7 \| Decompressing data. 2025-10-12 19:31:03.647 \| HD Request # 7 \| Receiving Intraday data for ESZ25 starting at 2025-10-12 19:16:58.437000 2025-10-12 19:31:03.734 \| Socket (1) \| CloseSocket call. 2025-10-12 19:31:03.734 \| Socket (1) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:31:03.735 \| Historical data download thread signaled to stop. 2025-10-12 19:31:03.735 \| HD Request # 7 \| Timestamp of first Intraday data file record written: 2025-10-12 19:16:59.465000. 2025-10-12 19:31:03.735 \| HD Request # 7 \| Received 5930 Intraday data records from 2025-10-12 19:16:58.437000 to 2025-10-12 19:31:00.159000 (14.0 minutes. Delay: 3.6 seconds) and wrote 5928 records for ESZ25 2025-10-12 19:31:03.735 \| HD Request # 7 \| Completion time: 0s. 2025-10-12 19:31:03.735 \| HD Request # 7 \| Intraday data download complete for ESZ25. Unique request ID: 7 2025-10-12 19:31:03.735 \| Removing historical data download ID 7. 2025-10-12 19:31:03.735 \| Real-time Intraday chart data file updates started for ESZ25 2025-10-12 19:31:03.735 \| Intraday chart data file opened for ESZ25 2025-10-12 19:31:03.735 \| HD Request # 7 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:31:03.735 \| 2025-10-12 19:31:03.735 \| No download requests in the queue to start downloads for. 2025-10-12 19:31:03.735 \| Historical data for ESZ25 is delayed because connection to main data feed is not present. Current data will be received upon connection. 2025-10-12 19:31:03.829 \| Socket (1) \| Socket gracefully closed by remote side. 2025-10-12 19:31:03.829 \| Socket (1) \| Closed. 2025-10-12 19:31:04.052 \| ESZ25[M] 15 Min #1 \| Chart data loading complete. 2025-10-12 19:31:04.176 \| ESZ25[M] 50000 Volume #7 \| Chart data loading complete. 2025-10-12 19:31:04.725 \| 2025-10-12 19:31:04.726 \| Trading Evaluator \| Connecting to the server tradesimulation2.sierracharts.com. Port 11096 2025-10-12 19:31:04.726 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2025-10-12 19:31:04.726 \| DTC Client socket (1) \| New receive buffer size: 0 2025-10-12 19:31:04.726 \| DTC Client socket (1) \| Connecting to IP: 64.152.155.17. 2025-10-12 19:31:04.812 \| Trading Evaluator \| Network connection to server complete. 2025-10-12 19:31:04.812 \| Trading Evaluator \| Starting socket receive thread. 2025-10-12 19:31:04.812 \| Trading Evaluator \| Sending encoding request to server: Binary VLS. Compression: none 2025-10-12 19:31:05.063 \| Trading Evaluator \| Setting DTC encoding to Binary VLS 2025-10-12 19:31:05.063 \| Trading Evaluator \| Sending logon request message. 2025-10-12 19:31:05.172 \| Trading Evaluator \| Received logon response. 2025-10-12 19:31:05.172 \| Trading Evaluator \| Server Name: SC DTC Server. Build=54251. 2025-10-12 19:31:05.172 \| Trading Evaluator \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:31:05.172 \| Trading Evaluator \| Successfully connected. Connected to SC DTC Protocol server. Service=tradesimulation.dtctrading\|SymbolSettings=tradingevaluatorserver.dtctrading. 2025-10-12 19:31:05.172 \| Trading Evaluator \| Trading is supported. 2025-10-12 19:31:05.172 \| Trading Evaluator \| Order cancel and replace is supported. 2025-10-12 19:31:05.172 \| Trading Evaluator \| OCO Orders supported. 2025-10-12 19:31:05.172 \| Trading Evaluator \| Bracket Orders supported. 2025-10-12 19:31:05.172 \| Trading Evaluator \| MarketDepthIsSupported: 1 2025-10-12 19:31:05.172 \| Trading Evaluator \| Connected to server complete. 2025-10-12 19:31:05.173 \| No download requests in the queue to start downloads for. \| Number times message added: 3 2025-10-12 19:31:05.173 \| Trading Evaluator \| Performing query for most recent Order Activity Date-Time. 2025-10-12 19:31:05.179 \| Trading Evaluator \| Requesting historical order activity from server. Start date-time UTC: 2025-10-12 23:16:46.845954 2025-10-12 19:31:05.265 \| Trading Evaluator \| Received final trade activity snapshot. Count=11. TradeAccount=ES20250228 2025-10-12 19:31:05.333 \| Mapping ESZ25 to ESZ25. Service code: cme 2025-10-12 19:31:05.333 \| Using symbol data fast lookup vector 2025-10-12 19:31:05.333 \| Denali Data Feed \| Starting real-time market data updates for: ESZ25 (ESZ25). ID: 1 Service code: cme 2025-10-12 19:31:05.333 \| Denali Data Feed \| Connecting to the server ds27.sierracharts.com. Port 10048 2025-10-12 19:31:05.333 \| Denali Data Feed \| Requesting security definition data for: ESZ25 (ESZ25). ID: 1 2025-10-12 19:31:05.333 \| Requesting market depth updates for: ESZ25 if supported. NumLevels=100 2025-10-12 19:31:05.333 \| Added historical Intraday data request for ESZ25 to the queue. 2025-10-12 19:31:05.333 \| Intraday data recording state for symbol ESZ25 is set to download 'Pending'. 2025-10-12 19:31:05.333 \| Triggering next historical data download in queue. 2025-10-12 19:31:05.333 \| Delaying start of download for ESZ25. 2025-10-12 19:31:05.396 \| DTC Client socket (2) \| Creating socket. 2025-10-12 19:31:05.396 \| DTC Client socket (2) \| New receive buffer size: 0 2025-10-12 19:31:05.396 \| DTC Client socket (2) \| Connecting to IP: 216.200.108.154. 2025-10-12 19:31:05.523 \| ESZ25[M] 50 Volume #8 \| Chart data loading complete. 2025-10-12 19:31:05.523 \| Denali Data Feed \| Network connection to server complete. 2025-10-12 19:31:05.523 \| Denali Data Feed \| Starting socket receive thread. 2025-10-12 19:31:05.523 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: standard 2025-10-12 19:31:05.524 \| Trace \| Basic security definition symbol settings fields ignored in primary service client. Symbol: ESZ25 2025-10-12 19:31:05.524 \| Trading Evaluator \| Setting external service identifier for symbol ESZ25 to 294973 2025-10-12 19:31:05.524 \| Trading Evaluator \| Received security definition for symbol ESZ25 2025-10-12 19:31:05.624 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2025-10-12 19:31:05.624 \| Denali Data Feed \| Sending logon request message. 2025-10-12 19:31:05.821 \| Loading market depth data. 2025-10-12 19:31:05.827 \| Enabling compression for file: C:\SierraChart\Data\MarketDepthData\ESZ25.2025-10-12.depth 2025-10-12 19:31:05.832 \| Loaded depth data records for ESZ25 2025-10-12 from 2025-10-12 19:11:33.889000 to 2025-10-12 19:16:58.889000. 2025-10-12 19:31:05.833 \| ESZ25 [CV][M] 200 Volume #2 \| StartDateTimeForLoadingOrderFills: 2024-10-05 00:00:00 2025-10-12 19:31:32.795 \| ESZ25 [CV][M] 200 Volume #2 \| Chart data loading complete. 2025-10-12 19:31:58.719 \| HD Request # 8 \| Downloading Intraday chart data for ESZ25 to the file ESZ25.scid. Service: cme 2025-10-12 19:31:58.719 \| HD Request # 8 \| Download start date-time: 2025-10-12 19:31:00.000000. File last date-time: 2025-10-12 19:31:00.159000 2025-10-12 19:31:58.720 \| HD Request # 8 \| Using server: ds26.sierracharts.com port 10149 2025-10-12 19:31:58.720 \| Socket (3) \| Creating socket. 2025-10-12 19:31:58.720 \| Socket (3) \| New receive buffer size: 0 2025-10-12 19:31:58.720 \| Socket (3) \| Connecting to IP: 64.152.155.17. 2025-10-12 19:31:58.722 \| Denali Data Feed \| Received logon response. 2025-10-12 19:31:58.722 \| Denali Data Feed \| Server Name: SC Realtime Server. 2025-10-12 19:31:58.722 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:31:58.722 \| Denali Data Feed \| Successfully connected. 2025-10-12 19:31:58.722 \| Denali Data Feed \| Trading is not supported. 2025-10-12 19:31:58.722 \| Denali Data Feed \| MarketDepthIsSupported: 1 2025-10-12 19:31:58.722 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESZ25 -> ESZ25. Market Depth data restarted. 2025-10-12 19:31:58.885 \| HD Request # 8 \| Setting DTC encoding to Binary VLS 2025-10-12 19:31:58.885 \| HD Request # 8 \| Sending historical data logon request message. 2025-10-12 19:31:58.898 \| Denali Data Feed \| Clearing market depth for ESZ25 2025-10-12 19:31:58.899 \| Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESZ25.2025-10-12.depth 2025-10-12 19:31:58.899 \| Denali Data Feed \| Setting external service identifier for symbol ESZ25 to 294973 2025-10-12 19:31:58.899 \| Denali Data Feed \| Received security definition for symbol ESZ25 2025-10-12 19:31:59.014 \| HD Request # 8 \| Requesting Intraday data. Start date-time: 2025-10-12 19:31:00. Record interval: 0. Symbol: ESZ25 2025-10-12 19:31:59.098 \| HD Request # 8 \| Decompressing data. 2025-10-12 19:31:59.182 \| HD Request # 8 \| Receiving Intraday data for ESZ25 starting at 2025-10-12 19:31:00.070000 2025-10-12 19:31:59.182 \| Socket (3) \| CloseSocket call. 2025-10-12 19:31:59.182 \| Socket (3) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:31:59.271 \| Socket (3) \| Socket gracefully closed by remote side. 2025-10-12 19:31:59.271 \| Socket (3) \| Closed. 2025-10-12 19:31:59.355 \| Historical data download thread signaled to stop. 2025-10-12 19:31:59.355 \| HD Request # 8 \| Timestamp of first Intraday data file record written: 2025-10-12 19:31:00.263000. 2025-10-12 19:31:59.355 \| HD Request # 8 \| Received 475 Intraday data records from 2025-10-12 19:31:00.070000 to 2025-10-12 19:31:56.334001 (56.3 seconds. Delay: 3.0 seconds) and wrote 466 records for ESZ25 2025-10-12 19:31:59.360 \| HD Request # 8 \| Add time&sales data \| Remembered last file record date-time: 2025-10-12 23:31:56.334001 2025-10-12 19:31:59.360 \| HD Request # 8 \| Completion time: 1s. 2025-10-12 19:31:59.360 \| HD Request # 8 \| Intraday data download complete for ESZ25. Unique request ID: 8 2025-10-12 19:31:59.360 \| Removing historical data download ID 8. 2025-10-12 19:31:59.360 \| Real-time Intraday chart data file updates started for ESZ25 2025-10-12 19:31:59.360 \| Intraday chart data file opened for ESZ25 2025-10-12 19:31:59.360 \| HD Request # 8 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:31:59.360 \| 2025-10-12 19:31:59.360 \| No download requests in the queue to start downloads for. 2025-10-12 19:31:59.360 \| Initiating new historical data download for ESZ25 to get the latest data since the download was started while not connected to primary service. 2025-10-12 19:31:59.360 \| Added historical Intraday data request for ESZ25 to the queue. 2025-10-12 19:31:59.360 \| Intraday data recording state for symbol ESZ25 is set to download 'Pending'. 2025-10-12 19:31:59.360 \| Triggering next historical data download in queue. 2025-10-12 19:31:59.363 \| HD Request # 9 \| Downloading Intraday chart data for ESZ25 to the file ESZ25.scid. Service: cme 2025-10-12 19:31:59.363 \| HD Request # 9 \| Download start date-time: 2025-10-12 19:31:56.000000. File last date-time: 2025-10-12 19:31:56.334001 2025-10-12 19:31:59.363 \| HD Request # 9 \| Using server: ds28.sierracharts.com port 10150 2025-10-12 19:31:59.363 \| Socket (3) \| Creating socket. 2025-10-12 19:31:59.363 \| Socket (3) \| New receive buffer size: 0 2025-10-12 19:31:59.363 \| Socket (3) \| Connecting to IP: 67.214.125.5. 2025-10-12 19:31:59.549 \| HD Request # 9 \| Setting DTC encoding to Binary VLS 2025-10-12 19:31:59.549 \| HD Request # 9 \| Sending historical data logon request message. 2025-10-12 19:31:59.684 \| HD Request # 9 \| Requesting Intraday data. Start date-time: 2025-10-12 19:31:56. Record interval: 0. Symbol: ESZ25 2025-10-12 19:31:59.777 \| HD Request # 9 \| Decompressing data. 2025-10-12 19:31:59.870 \| HD Request # 9 \| Receiving Intraday data for ESZ25 starting at 2025-10-12 19:31:56.334000 2025-10-12 19:31:59.870 \| Socket (3) \| CloseSocket call. 2025-10-12 19:31:59.870 \| Socket (3) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:31:59.962 \| Historical data download thread signaled to stop. 2025-10-12 19:31:59.962 \| HD Request # 9 \| Timestamp of first Intraday data file record written: 2025-10-12 19:31:56.764000. 2025-10-12 19:31:59.962 \| HD Request # 9 \| Received 30 Intraday data records from 2025-10-12 19:31:56.334000 to 2025-10-12 19:31:59.041002 (2.7 seconds. Delay: 0.9 seconds) and wrote 28 records for ESZ25 2025-10-12 19:31:59.969 \| HD Request # 9 \| Add time&sales data \| Remembered last file record date-time: 2025-10-12 23:31:59.041002 2025-10-12 19:31:59.969 \| Added 8 Time and Sales records to Intraday data file for ESZ25 after download. 2025-10-12 19:31:59.969 \| HD Request # 9 \| Completion time: 0s. 2025-10-12 19:31:59.969 \| HD Request # 9 \| Intraday data download complete for ESZ25. Unique request ID: 9 2025-10-12 19:31:59.969 \| Removing historical data download ID 9. 2025-10-12 19:31:59.969 \| Real-time Intraday chart data file updates started for ESZ25 2025-10-12 19:31:59.969 \| Intraday chart data file opened for ESZ25 2025-10-12 19:31:59.969 \| HD Request # 9 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:31:59.969 \| 2025-10-12 19:31:59.969 \| No download requests in the queue to start downloads for. 2025-10-12 19:32:00.005 \| Socket (3) \| Socket gracefully closed by remote side. 2025-10-12 19:32:00.005 \| Socket (3) \| Closed. 2025-10-12 19:32:01.033 \| Opened cached Intraday file: C:\SierraChart\Data\ESZ25.scid. Thread ID: 19580 2025-10-12 19:32:08.722 \| Denali Data Feed \| Server has requested a logoff. Reason: No heartbeat messages received for 63.0 seconds. Stopping connection. 2025-10-12 19:32:08.722 \| Denali Data Feed \| Waiting for socket receive thread to end 2025-10-12 19:32:08.722 \| DTC Client socket (2) \| CloseSocket call. 2025-10-12 19:32:08.722 \| Denali Data Feed \| Disconnected from the server. 2025-10-12 19:32:08.722 \| Denali Data Feed \| Data feed disconnected. Will reconnect in 3 seconds. 2025-10-12 19:32:08.722 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:32:08.797 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2025-10-12 19:32:08.798 \| DTC Client socket (2) \| Closed. 2025-10-12 19:32:11.727 \| Denali Data Feed \| Connecting to the server ds32-2.sierracharts.com. Port 443 2025-10-12 19:32:11.766 \| DTC Client socket (2) \| Creating socket. 2025-10-12 19:32:11.766 \| DTC Client socket (2) \| New receive buffer size: 0 2025-10-12 19:32:11.766 \| DTC Client socket (2) \| Connecting to IP: 69.39.70.249. 2025-10-12 19:32:11.855 \| Denali Data Feed \| Network connection to server complete. 2025-10-12 19:32:11.855 \| Denali Data Feed \| Starting socket receive thread. 2025-10-12 19:32:11.855 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: standard 2025-10-12 19:32:11.969 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2025-10-12 19:32:11.969 \| Denali Data Feed \| Sending logon request message. 2025-10-12 19:32:12.534 \| Denali Data Feed \| Received logon response. 2025-10-12 19:32:12.534 \| Denali Data Feed \| Server Name: SC Realtime Server. 2025-10-12 19:32:12.534 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:32:12.534 \| Denali Data Feed \| Successfully connected. 2025-10-12 19:32:12.534 \| Denali Data Feed \| Trading is not supported. 2025-10-12 19:32:12.534 \| Denali Data Feed \| MarketDepthIsSupported: 1 2025-10-12 19:32:12.534 \| Added historical Intraday data request for ESZ25 to the queue. 2025-10-12 19:32:12.534 \| Intraday data recording state for symbol ESZ25 is set to download 'Pending'. 2025-10-12 19:32:12.534 \| Triggering next historical data download in queue. 2025-10-12 19:32:12.534 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESZ25 -> ESZ25. Market Depth data restarted. 2025-10-12 19:32:12.534 \| HD Request # 10 \| Downloading Intraday chart data for ESZ25 to the file ESZ25.scid. Service: cme 2025-10-12 19:32:12.540 \| HD Request # 10 \| Download start date-time: 2025-10-12 19:32:08.000000. File last date-time: 2025-10-12 19:32:08.697000 2025-10-12 19:32:12.543 \| HD Request # 10 \| Using server: ds32.sierracharts.com port 10149 2025-10-12 19:32:12.544 \| Socket (3) \| Creating socket. 2025-10-12 19:32:12.544 \| Socket (3) \| New receive buffer size: 0 2025-10-12 19:32:12.544 \| Socket (3) \| Connecting to IP: 69.39.70.248. 2025-10-12 19:32:12.785 \| Denali Data Feed \| Clearing market depth for ESZ25 2025-10-12 19:32:12.785 \| Denali Data Feed \| Setting external service identifier for symbol ESZ25 to 294973 2025-10-12 19:32:12.785 \| Denali Data Feed \| Received security definition for symbol ESZ25 2025-10-12 19:32:12.808 \| HD Request # 10 \| Setting DTC encoding to Binary VLS 2025-10-12 19:32:12.808 \| HD Request # 10 \| Sending historical data logon request message. 2025-10-12 19:32:12.946 \| HD Request # 10 \| Requesting Intraday data. Start date-time: 2025-10-12 19:32:08. Record interval: 0. Symbol: ESZ25 2025-10-12 19:32:13.048 \| HD Request # 10 \| Decompressing data. 2025-10-12 19:32:13.136 \| HD Request # 10 \| Receiving Intraday data for ESZ25 starting at 2025-10-12 19:32:08.567000 2025-10-12 19:32:13.136 \| Socket (3) \| CloseSocket call. 2025-10-12 19:32:13.136 \| Socket (3) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:32:13.137 \| Historical data download thread signaled to stop. 2025-10-12 19:32:13.137 \| HD Request # 10 \| Timestamp of first Intraday data file record written: 2025-10-12 19:32:09.614000. 2025-10-12 19:32:13.137 \| HD Request # 10 \| Received 13 Intraday data records from 2025-10-12 19:32:08.567000 to 2025-10-12 19:32:11.904001 (3.3 seconds. Delay: 1.2 seconds) and wrote 7 records for ESZ25 2025-10-12 19:32:13.143 \| HD Request # 10 \| Add time&sales data \| Remembered last file record date-time: 2025-10-12 23:32:11.904001 2025-10-12 19:32:13.143 \| HD Request # 10 \| Completion time: 1s. 2025-10-12 19:32:13.143 \| HD Request # 10 \| Intraday data download complete for ESZ25. Unique request ID: 10 2025-10-12 19:32:13.143 \| Removing historical data download ID 10. 2025-10-12 19:32:13.143 \| Real-time Intraday chart data file updates started for ESZ25 2025-10-12 19:32:13.143 \| Intraday chart data file opened for ESZ25 2025-10-12 19:32:13.143 \| HD Request # 10 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:32:13.143 \| 2025-10-12 19:32:13.143 \| No download requests in the queue to start downloads for. 2025-10-12 19:32:13.255 \| Socket (3) \| Socket gracefully closed by remote side. 2025-10-12 19:32:13.255 \| Socket (3) \| Closed. 2025-10-12 19:32:16.158 \| Opened cached Intraday file: C:\SierraChart\Data\ESZ25.scid. Thread ID: 19580 2025-10-12 19:33:44.910 \| Trading Evaluator \| Waiting for socket receive thread to end 2025-10-12 19:33:44.911 \| DTC Client socket (1) \| CloseSocket call. 2025-10-12 19:33:44.911 \| DTC Client socket (1) \| Max send buffers used during socket life: 3 2025-10-12 19:33:44.911 \| DTC Client socket (1) \| Max send buffer size during socket life: 257 2025-10-12 19:33:44.911 \| DTC Client socket (1) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:33:44.911 \| Denali Data Feed \| Waiting for socket receive thread to end 2025-10-12 19:33:44.911 \| DTC Client socket (2) \| CloseSocket call. 2025-10-12 19:33:44.911 \| Denali Data Feed \| Disconnected from the server. 2025-10-12 19:33:44.911 \| Trading Evaluator \| Disconnected. 2025-10-12 19:33:44.912 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:33:44.949 \| Checking for new symbol settings. Requested symbol settings MD5 for service code sc_futures_direct.dtc.trading. Request ID: 8. 2025-10-12 19:33:44.949 \| Current selected Data/Trading service: Teton CME Routing 2025-10-12 19:33:44.995 \| DTC Client socket (1) \| Socket gracefully closed by remote side. 2025-10-12 19:33:44.995 \| DTC Client socket (1) \| Closed. 2025-10-12 19:33:45.140 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2025-10-12 19:33:45.140 \| DTC Client socket (2) \| Closed. 2025-10-12 19:33:45.672 \| Symbol settings MD5 received. Request ID: 8. 2025-10-12 19:33:45.672 \| Requested symbol settings for service code sc_futures_direct.dtc.trading. Request ID: 9. 2025-10-12 19:33:46.608 \| Symbol settings received. Request ID: 9. 2025-10-12 19:33:47.904 \| Will reconnect to the server in 2.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. 2025-10-12 19:33:48.044 \| ESZ25_FUT_CME [CV][M] 200 Volume #2 \| Reloading chart. 2025-10-12 19:33:48.194 \| ESZ25_FUT_CME[M] 15 Min #1 \| Reloading chart. 2025-10-12 19:33:48.196 \| ESZ25_FUT_CME[M] 50000 Volume #7 \| Reloading chart. 2025-10-12 19:33:48.202 \| ESZ25_FUT_CME[M] 50 Volume #8 \| Reloading chart. 2025-10-12 19:33:48.364 \| Mapping ESZ25_FUT_CME to ESZ25. Service code: cme 2025-10-12 19:33:48.364 \| Added historical Intraday data request for ESZ25_FUT_CME to the queue. 2025-10-12 19:33:48.364 \| Intraday data recording state for symbol ESZ25_FUT_CME is set to download 'Pending'. 2025-10-12 19:33:48.364 \| Triggering next historical data download in queue. 2025-10-12 19:33:48.365 \| HD Request # 11 \| Downloading Intraday chart data for ESZ25_FUT_CME to the file ESZ25_FUT_CME.scid. Service: cme 2025-10-12 19:33:48.365 \| HD Request # 11 \| Download start date-time: 2025-10-12 19:31:01.000000. File last date-time: 2025-10-12 19:31:01.080000 2025-10-12 19:33:48.365 \| HD Request # 11 \| Using server: ds26.sierracharts.com port 10150 2025-10-12 19:33:48.365 \| Socket (1) \| Creating socket. 2025-10-12 19:33:48.365 \| Socket (1) \| New receive buffer size: 0 2025-10-12 19:33:48.365 \| Socket (1) \| Connecting to IP: 64.152.155.17. 2025-10-12 19:33:48.548 \| HD Request # 11 \| Setting DTC encoding to Binary VLS 2025-10-12 19:33:48.548 \| HD Request # 11 \| Sending historical data logon request message. 2025-10-12 19:33:48.694 \| HD Request # 11 \| Requesting Intraday data. Start date-time: 2025-10-12 19:31:01. Record interval: 0. Symbol: ESZ25 2025-10-12 19:33:48.780 \| HD Request # 11 \| Decompressing data. 2025-10-12 19:33:48.865 \| HD Request # 11 \| Receiving Intraday data for ESZ25_FUT_CME starting at 2025-10-12 19:31:01.006000 2025-10-12 19:33:48.865 \| Socket (1) \| CloseSocket call. 2025-10-12 19:33:48.866 \| Socket (1) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:33:48.866 \| Historical data download thread signaled to stop. 2025-10-12 19:33:48.866 \| HD Request # 11 \| Timestamp of first Intraday data file record written: 2025-10-12 19:31:01.464000. 2025-10-12 19:33:48.866 \| HD Request # 11 \| Received 1058 Intraday data records from 2025-10-12 19:31:01.006000 to 2025-10-12 19:33:48.722001 (2.8 minutes. Delay: 0.1 seconds) and wrote 1051 records for ESZ25_FUT_CME 2025-10-12 19:33:48.867 \| HD Request # 11 \| Completion time: 0s. 2025-10-12 19:33:48.867 \| HD Request # 11 \| Intraday data download complete for ESZ25_FUT_CME. Unique request ID: 11 2025-10-12 19:33:48.867 \| Removing historical data download ID 11. 2025-10-12 19:33:48.867 \| Real-time Intraday chart data file updates started for ESZ25_FUT_CME 2025-10-12 19:33:48.867 \| Intraday chart data file opened for ESZ25_FUT_CME 2025-10-12 19:33:48.867 \| HD Request # 11 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:33:48.867 \| 2025-10-12 19:33:48.867 \| No download requests in the queue to start downloads for. 2025-10-12 19:33:48.867 \| Historical data for ESZ25_FUT_CME is delayed because connection to main data feed is not present. Current data will be received upon connection. 2025-10-12 19:33:48.951 \| Socket (1) \| Socket gracefully closed by remote side. 2025-10-12 19:33:48.951 \| Socket (1) \| Closed. 2025-10-12 19:33:49.189 \| ESZ25_FUT_CME[M] 15 Min #1 \| Chart data loading complete. 2025-10-12 19:33:49.318 \| ESZ25_FUT_CME[M] 50000 Volume #7 \| Chart data loading complete. 2025-10-12 19:33:49.907 \| 2025-10-12 19:33:49.907 \| Teton CME Routing \| Firm: Dorman/Stage5 2025-10-12 19:33:49.908 \| Teton CME Routing \| Connecting to the server futurestrading14.sierracharts.com. Port 11093 2025-10-12 19:33:49.908 \| DTC Client socket (1) \| Creating socket. Using TLS 1.2. 2025-10-12 19:33:49.909 \| DTC Client socket (1) \| New receive buffer size: 0 2025-10-12 19:33:49.909 \| DTC Client socket (1) \| Connecting to IP: 208.185.224.130. 2025-10-12 19:33:49.982 \| Teton CME Routing \| Network connection to server complete. 2025-10-12 19:33:49.982 \| Teton CME Routing \| Starting socket receive thread. 2025-10-12 19:33:49.982 \| Teton CME Routing \| Sending encoding request to server: Binary VLS. Compression: none 2025-10-12 19:33:50.209 \| Teton CME Routing \| Setting DTC encoding to Binary VLS 2025-10-12 19:33:50.209 \| Teton CME Routing \| Sending logon request message. 2025-10-12 19:33:50.356 \| Teton CME Routing \| Received logon response. 2025-10-12 19:33:50.356 \| Teton CME Routing \| Server Name: SC DTC Server. Build=54268. 2025-10-12 19:33:50.356 \| Teton CME Routing \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:33:50.356 \| Teton CME Routing \| Successfully connected. Connected to SC DTC Protocol server. Service=cme_ilink3.trading\|SymbolSettings=cme_ilink_live.trading. 2025-10-12 19:33:50.356 \| Teton CME Routing \| Trading is supported. 2025-10-12 19:33:50.356 \| Teton CME Routing \| Order cancel and replace is supported. 2025-10-12 19:33:50.356 \| Teton CME Routing \| OCO Orders supported. 2025-10-12 19:33:50.356 \| Teton CME Routing \| Bracket Orders supported. 2025-10-12 19:33:50.356 \| Teton CME Routing \| MarketDepthIsSupported: 1 2025-10-12 19:33:50.356 \| Teton CME Routing \| Connected to server complete. 2025-10-12 19:33:50.356 \| No download requests in the queue to start downloads for. \| Number times message added: 3 2025-10-12 19:33:50.357 \| Teton CME Routing \| Performing query for most recent Order Activity Date-Time. 2025-10-12 19:33:50.364 \| Teton CME Routing \| Requesting historical order activity from server. Start date-time UTC: 2025-10-12 23:16:47.019616 2025-10-12 19:33:50.432 \| Updated verified funded futures trading account ending date to: 2025-11-11 23:33:50 2025-10-12 19:33:50.513 \| Teton CME Routing \| Received final trade activity snapshot. Count=40. TradeAccount=1804A 2025-10-12 19:33:50.666 \| ESZ25_FUT_CME[M] 50 Volume #8 \| Chart data loading complete. 2025-10-12 19:33:50.668 \| Mapping ESZ25_FUT_CME to ESZ25. Service code: cme 2025-10-12 19:33:50.668 \| Using symbol data fast lookup vector 2025-10-12 19:33:50.668 \| Denali Data Feed \| Starting real-time market data updates for: ESZ25_FUT_CME (ESZ25). ID: 1 Service code: cme 2025-10-12 19:33:50.668 \| Denali Data Feed \| Connecting to the server ds26-2.sierracharts.com. Port 10048 2025-10-12 19:33:50.668 \| Denali Data Feed \| Requesting security definition data for: ESZ25_FUT_CME (ESZ25). ID: 1 2025-10-12 19:33:50.668 \| Requesting market depth updates for: ESZ25_FUT_CME if supported. NumLevels=100 2025-10-12 19:33:50.668 \| Added historical Intraday data request for ESZ25_FUT_CME to the queue. 2025-10-12 19:33:50.668 \| Intraday data recording state for symbol ESZ25_FUT_CME is set to download 'Pending'. 2025-10-12 19:33:50.668 \| Triggering next historical data download in queue. 2025-10-12 19:33:50.668 \| Delaying start of download for ESZ25_FUT_CME. 2025-10-12 19:33:50.710 \| DTC Client socket (2) \| Creating socket. 2025-10-12 19:33:50.710 \| DTC Client socket (2) \| New receive buffer size: 0 2025-10-12 19:33:50.710 \| DTC Client socket (2) \| Connecting to IP: 64.152.155.18. 2025-10-12 19:33:50.739 \| Trace \| Basic security definition symbol settings fields ignored in primary service client. Symbol: ESZ25_FUT_CME 2025-10-12 19:33:50.739 \| Teton CME Routing \| Setting external service identifier for symbol ESZ25_FUT_CME to 294973 2025-10-12 19:33:50.739 \| Teton CME Routing \| Received security definition for symbol ESZ25_FUT_CME 2025-10-12 19:33:50.801 \| Denali Data Feed \| Network connection to server complete. 2025-10-12 19:33:50.801 \| Denali Data Feed \| Starting socket receive thread. 2025-10-12 19:33:50.801 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: standard 2025-10-12 19:33:50.891 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2025-10-12 19:33:50.891 \| Denali Data Feed \| Sending logon request message. 2025-10-12 19:33:51.032 \| Loading market depth data. 2025-10-12 19:33:51.039 \| Loaded depth data records for ESZ25_FUT_CME 2025-10-10 from 00:00:00.000000 to 00:00:00.000000. 2025-10-12 19:33:51.044 \| Loaded depth data records for ESZ25_FUT_CME 2025-10-11 from 2025-10-11 08:48:12.460667 to 2025-10-11 16:34:03.211373. 2025-10-12 19:33:51.044 \| Enabling compression for file: C:\SierraChart\Data\MarketDepthData\ESZ25_FUT_CME.2025-10-12.depth 2025-10-12 19:33:51.055 \| Loaded depth data records for ESZ25_FUT_CME 2025-10-12 from 2025-10-12 19:17:06.524000 to 2025-10-12 19:31:01.080000. 2025-10-12 19:33:51.056 \| ESZ25_FUT_CME [CV][M] 200 Volume #2 \| StartDateTimeForLoadingOrderFills: 2024-10-05 00:00:00 2025-10-12 19:34:16.604 \| ESZ25_FUT_CME [CV][M] 200 Volume #2 \| Chart data loading complete. 2025-10-12 19:34:43.717 \| HD Request # 12 \| Downloading Intraday chart data for ESZ25_FUT_CME to the file ESZ25_FUT_CME.scid. Service: cme 2025-10-12 19:34:43.718 \| HD Request # 12 \| Download start date-time: 2025-10-12 19:33:48.000000. File last date-time: 2025-10-12 19:33:48.722001 2025-10-12 19:34:43.718 \| HD Request # 12 \| Using server: ds28.sierracharts.com port 10149 2025-10-12 19:34:43.718 \| Socket (3) \| Creating socket. 2025-10-12 19:34:43.718 \| Socket (3) \| New receive buffer size: 0 2025-10-12 19:34:43.718 \| Socket (3) \| Connecting to IP: 67.214.125.5. 2025-10-12 19:34:43.720 \| Denali Data Feed \| Received logon response. 2025-10-12 19:34:43.720 \| Denali Data Feed \| Server Name: SC Realtime Server. 2025-10-12 19:34:43.720 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:34:43.720 \| Denali Data Feed \| Successfully connected. 2025-10-12 19:34:43.720 \| Denali Data Feed \| Trading is not supported. 2025-10-12 19:34:43.720 \| Denali Data Feed \| MarketDepthIsSupported: 1 2025-10-12 19:34:43.720 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESZ25_FUT_CME -> ESZ25. Market Depth data restarted. 2025-10-12 19:34:43.910 \| HD Request # 12 \| Setting DTC encoding to Binary VLS 2025-10-12 19:34:43.910 \| HD Request # 12 \| Sending historical data logon request message. 2025-10-12 19:34:44.040 \| HD Request # 12 \| Requesting Intraday data. Start date-time: 2025-10-12 19:33:48. Record interval: 0. Symbol: ESZ25 2025-10-12 19:34:44.054 \| Denali Data Feed \| Clearing market depth for ESZ25_FUT_CME 2025-10-12 19:34:44.054 \| Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESZ25_FUT_CME.2025-10-12.depth 2025-10-12 19:34:44.054 \| Denali Data Feed \| Setting external service identifier for symbol ESZ25_FUT_CME to 294973 2025-10-12 19:34:44.054 \| Denali Data Feed \| Received security definition for symbol ESZ25_FUT_CME 2025-10-12 19:34:44.135 \| HD Request # 12 \| Decompressing data. 2025-10-12 19:34:44.228 \| HD Request # 12 \| Receiving Intraday data for ESZ25_FUT_CME starting at 2025-10-12 19:33:48.271000 2025-10-12 19:34:44.228 \| Socket (3) \| CloseSocket call. 2025-10-12 19:34:44.228 \| Socket (3) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:34:44.283 \| Historical data download thread signaled to stop. 2025-10-12 19:34:44.283 \| HD Request # 12 \| Timestamp of first Intraday data file record written: 2025-10-12 19:33:48.794000. 2025-10-12 19:34:44.283 \| HD Request # 12 \| Received 312 Intraday data records from 2025-10-12 19:33:48.271000 to 2025-10-12 19:34:43.159003 (54.9 seconds. Delay: 1.1 seconds) and wrote 302 records for ESZ25_FUT_CME 2025-10-12 19:34:44.288 \| HD Request # 12 \| Add time&sales data \| Remembered last file record date-time: 2025-10-12 23:34:43.159003 2025-10-12 19:34:44.288 \| HD Request # 12 \| Completion time: 1s. 2025-10-12 19:34:44.288 \| HD Request # 12 \| Intraday data download complete for ESZ25_FUT_CME. Unique request ID: 12 2025-10-12 19:34:44.288 \| Removing historical data download ID 12. 2025-10-12 19:34:44.288 \| Real-time Intraday chart data file updates started for ESZ25_FUT_CME 2025-10-12 19:34:44.288 \| Intraday chart data file opened for ESZ25_FUT_CME 2025-10-12 19:34:44.288 \| HD Request # 12 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:34:44.288 \| 2025-10-12 19:34:44.288 \| No download requests in the queue to start downloads for. 2025-10-12 19:34:44.288 \| Initiating new historical data download for ESZ25_FUT_CME to get the latest data since the download was started while not connected to primary service. 2025-10-12 19:34:44.288 \| Added historical Intraday data request for ESZ25_FUT_CME to the queue. 2025-10-12 19:34:44.288 \| Intraday data recording state for symbol ESZ25_FUT_CME is set to download 'Pending'. 2025-10-12 19:34:44.288 \| Triggering next historical data download in queue. 2025-10-12 19:34:44.289 \| HD Request # 13 \| Downloading Intraday chart data for ESZ25_FUT_CME to the file ESZ25_FUT_CME.scid. Service: cme 2025-10-12 19:34:44.289 \| HD Request # 13 \| Download start date-time: 2025-10-12 19:34:43.000000. File last date-time: 2025-10-12 19:34:43.159003 2025-10-12 19:34:44.289 \| HD Request # 13 \| Using server: ds32.sierracharts.com port 10150 2025-10-12 19:34:44.289 \| Socket (5) \| Creating socket. 2025-10-12 19:34:44.289 \| Socket (5) \| New receive buffer size: 0 2025-10-12 19:34:44.289 \| Socket (5) \| Connecting to IP: 69.39.70.248. 2025-10-12 19:34:44.321 \| Socket (3) \| Socket gracefully closed by remote side. 2025-10-12 19:34:44.321 \| Socket (3) \| Closed. 2025-10-12 19:34:44.484 \| HD Request # 13 \| Setting DTC encoding to Binary VLS 2025-10-12 19:34:44.484 \| HD Request # 13 \| Sending historical data logon request message. 2025-10-12 19:34:44.625 \| HD Request # 13 \| Requesting Intraday data. Start date-time: 2025-10-12 19:34:43. Record interval: 0. Symbol: ESZ25 2025-10-12 19:34:44.714 \| HD Request # 13 \| Decompressing data. 2025-10-12 19:34:44.801 \| HD Request # 13 \| Receiving Intraday data for ESZ25_FUT_CME starting at 2025-10-12 19:34:43.159000 2025-10-12 19:34:44.801 \| Socket (5) \| CloseSocket call. 2025-10-12 19:34:44.801 \| Socket (5) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:34:44.864 \| Historical data download thread signaled to stop. 2025-10-12 19:34:44.864 \| HD Request # 13 \| Received 4 Intraday data records from 2025-10-12 19:34:43.159000 to 2025-10-12 19:34:43.159003 (0.0 seconds. Delay: 1.7 seconds) and wrote 0 records for ESZ25_FUT_CME 2025-10-12 19:34:44.864 \| HD Request # 13 \| Add time&sales data \| Remembered last file record date-time: 2025-10-12 23:34:43.159003 2025-10-12 19:34:44.864 \| HD Request # 13 \| Completion time: 0s. 2025-10-12 19:34:44.864 \| HD Request # 13 \| Intraday data download complete for ESZ25_FUT_CME. Unique request ID: 13 2025-10-12 19:34:44.864 \| Removing historical data download ID 13. 2025-10-12 19:34:44.864 \| Real-time Intraday chart data file updates started for ESZ25_FUT_CME 2025-10-12 19:34:44.864 \| Intraday chart data file opened for ESZ25_FUT_CME 2025-10-12 19:34:44.864 \| HD Request # 13 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:34:44.864 \| 2025-10-12 19:34:44.864 \| No download requests in the queue to start downloads for. 2025-10-12 19:34:44.897 \| Socket (5) \| Socket gracefully closed by remote side. 2025-10-12 19:34:44.897 \| Socket (5) \| Closed. 2025-10-12 19:34:47.473 \| Opened cached Intraday file: C:\SierraChart\Data\ESZ25_FUT_CME.scid. Thread ID: 19580 2025-10-12 19:35:03.347 \| Denali Data Feed \| Server has requested a logoff. Reason: No heartbeat messages received for 72.3 seconds. Stopping connection. 2025-10-12 19:35:03.347 \| Denali Data Feed \| Waiting for socket receive thread to end 2025-10-12 19:35:03.348 \| DTC Client socket (2) \| CloseSocket call. 2025-10-12 19:35:03.348 \| DTC Client socket (2) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:35:03.348 \| Denali Data Feed \| Disconnected from the server. 2025-10-12 19:35:03.348 \| Denali Data Feed \| Data feed disconnected. Will reconnect in 3 seconds. 2025-10-12 19:35:03.374 \| DTC Client socket (2) \| Socket gracefully closed by remote side. 2025-10-12 19:35:03.374 \| DTC Client socket (2) \| Closed. 2025-10-12 19:35:06.341 \| Denali Data Feed \| Connecting to the server ds28-2.sierracharts.com. Port 443 2025-10-12 19:35:06.397 \| DTC Client socket (2) \| Creating socket. 2025-10-12 19:35:06.397 \| DTC Client socket (2) \| New receive buffer size: 0 2025-10-12 19:35:06.397 \| DTC Client socket (2) \| Connecting to IP: 67.214.125.6. 2025-10-12 19:35:06.485 \| Denali Data Feed \| Network connection to server complete. 2025-10-12 19:35:06.485 \| Denali Data Feed \| Starting socket receive thread. 2025-10-12 19:35:06.485 \| Denali Data Feed \| Sending encoding request to server: Binary VLS. Compression: standard 2025-10-12 19:35:06.592 \| Denali Data Feed \| Setting DTC encoding to Binary VLS 2025-10-12 19:35:06.592 \| Denali Data Feed \| Sending logon request message. 2025-10-12 19:35:07.156 \| Denali Data Feed \| Received logon response. 2025-10-12 19:35:07.156 \| Denali Data Feed \| Server Name: SC Realtime Server. 2025-10-12 19:35:07.156 \| Denali Data Feed \| Server protocol version: 8. Client protocol version: 8 2025-10-12 19:35:07.156 \| Denali Data Feed \| Successfully connected. 2025-10-12 19:35:07.156 \| Denali Data Feed \| Trading is not supported. 2025-10-12 19:35:07.156 \| Denali Data Feed \| MarketDepthIsSupported: 1 2025-10-12 19:35:07.157 \| Added historical Intraday data request for ESZ25_FUT_CME to the queue. 2025-10-12 19:35:07.157 \| Intraday data recording state for symbol ESZ25_FUT_CME is set to download 'Pending'. 2025-10-12 19:35:07.157 \| Triggering next historical data download in queue. 2025-10-12 19:35:07.157 \| Denali Data Feed \| Restarting real-time data updates for symbol: ESZ25_FUT_CME -> ESZ25. Market Depth data restarted. 2025-10-12 19:35:07.157 \| HD Request # 14 \| Downloading Intraday chart data for ESZ25_FUT_CME to the file ESZ25_FUT_CME.scid. Service: cme 2025-10-12 19:35:07.162 \| HD Request # 14 \| Download start date-time: 2025-10-12 19:35:03.000000. File last date-time: 2025-10-12 19:35:03.653005 2025-10-12 19:35:07.164 \| HD Request # 14 \| Using server: ds26.sierracharts.com port 10149 2025-10-12 19:35:07.166 \| Socket (3) \| Creating socket. 2025-10-12 19:35:07.166 \| Socket (3) \| New receive buffer size: 0 2025-10-12 19:35:07.166 \| Socket (3) \| Connecting to IP: 64.152.155.17. 2025-10-12 19:35:07.361 \| HD Request # 14 \| Setting DTC encoding to Binary VLS 2025-10-12 19:35:07.361 \| HD Request # 14 \| Sending historical data logon request message. 2025-10-12 19:35:07.423 \| Denali Data Feed \| Clearing market depth for ESZ25_FUT_CME 2025-10-12 19:35:07.426 \| Denali Data Feed \| Setting external service identifier for symbol ESZ25_FUT_CME to 294973 2025-10-12 19:35:07.426 \| Denali Data Feed \| Received security definition for symbol ESZ25_FUT_CME 2025-10-12 19:35:07.481 \| HD Request # 14 \| Requesting Intraday data. Start date-time: 2025-10-12 19:35:03. Record interval: 0. Symbol: ESZ25 2025-10-12 19:35:07.567 \| HD Request # 14 \| Decompressing data. 2025-10-12 19:35:07.662 \| HD Request # 14 \| Receiving Intraday data for ESZ25_FUT_CME starting at 2025-10-12 19:35:03.009000 2025-10-12 19:35:07.662 \| Socket (3) \| CloseSocket call. 2025-10-12 19:35:07.662 \| Socket (3) \| Shutdown started. Waiting for graceful close. 2025-10-12 19:35:07.740 \| Historical data download thread signaled to stop. 2025-10-12 19:35:07.740 \| HD Request # 14 \| Timestamp of first Intraday data file record written: 2025-10-12 19:35:03.767000. 2025-10-12 19:35:07.740 \| HD Request # 14 \| Received 73 Intraday data records from 2025-10-12 19:35:03.009000 to 2025-10-12 19:35:04.557002 (1.5 seconds. Delay: 3.2 seconds) and wrote 31 records for ESZ25_FUT_CME 2025-10-12 19:35:07.746 \| HD Request # 14 \| Add time&sales data \| Remembered last file record date-time: 2025-10-12 23:35:04.557002 2025-10-12 19:35:07.746 \| Added 8 Time and Sales records to Intraday data file for ESZ25_FUT_CME after download. 2025-10-12 19:35:07.746 \| HD Request # 14 \| Completion time: 0s. 2025-10-12 19:35:07.746 \| HD Request # 14 \| Intraday data download complete for ESZ25_FUT_CME. Unique request ID: 14 2025-10-12 19:35:07.746 \| Removing historical data download ID 14. 2025-10-12 19:35:07.746 \| Real-time Intraday chart data file updates started for ESZ25_FUT_CME 2025-10-12 19:35:07.746 \| Intraday chart data file opened for ESZ25_FUT_CME 2025-10-12 19:35:07.746 \| HD Request # 14 \| Enabling Intraday chart updating for symbol. 2025-10-12 19:35:07.746 \| 2025-10-12 19:35:07.746 \| No download requests in the queue to start downloads for. 2025-10-12 19:35:07.749 \| Socket (3) \| Socket gracefully closed by remote side. 2025-10-12 19:35:07.749 \| Socket (3) \| Closed. 2025-10-12 19:35:12.706 \| Opened cached Intraday file: C:\SierraChart\Data\ESZ25_FUT_CME.scid. Thread ID: 19580 Trade Log (empty) Symbol Account Daily Profit/Loss (C) Open Profit/Loss Net Profit/Loss Profit/Loss (C) Total Trades Total FlatToFlat Trades Total Quantity Filled Thanks for the help.

[2025-10-13 15:03:37] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 21166
The Message Log is not helpful in this case. You need to examine the Trade Activity Log for the order that is filling immediately (what seems like what is happening): Trade Activity Log: Viewing Historical Trade Activity Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

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