Support Board
Date/Time: Tue, 14 Oct 2025 20:16:55 +0000
DOM (and MBO) missing live / DOM available in replay only
View Count: 41
| [2025-10-14 14:03:24] |
| Gui - Posts: 8 |
|
Hello, I have package 12 with Denali subscription. I am looking at MNQZ25-CME. DOM and MBO are not available live. DOM is available in replay (I am aware that MBO is not available for replay). https://www.sierrachart.com/image.php?Image=1760450370328.png https://www.sierrachart.com/image.php?Image=1760450420575.png This is my log: 2025-10-14 10:00:55.715 | SC Data | Disconnected. 2025-10-14 10:00:55.791 | DTC Client socket (2) | Socket gracefully closed by remote side. 2025-10-14 10:00:55.791 | DTC Client socket (2) | Closed. 2025-10-14 10:00:55.807 | DTC Client socket (1) | Socket gracefully closed by remote side. 2025-10-14 10:00:55.807 | DTC Client socket (1) | Closed. 2025-10-14 10:01:06.419 | 2025-10-14 10:01:06.419 | SC Data | Connection to server complete. 2025-10-14 10:01:06.420 | No download requests in the queue to start downloads for. | Number times message added: 3 2025-10-14 10:01:06.455 | Mapping MNQZ99-CME to MNQZ99. Service code: cme 2025-10-14 10:01:06.455 | Using symbol data fast lookup vector 2025-10-14 10:01:06.456 | Denali Data Feed | Starting real-time market data updates for: MNQZ99-CME (MNQZ99). ID: 1 Service code: cme 2025-10-14 10:01:06.456 | Denali Data Feed | Connecting to the server ds28.sierracharts.com. Port 443 2025-10-14 10:01:06.456 | Denali Data Feed | Requesting security definition data for: MNQZ99-CME (MNQZ99). ID: 1 2025-10-14 10:01:06.456 | Mapping MNQZ25-CME to MNQZ25. Service code: cme 2025-10-14 10:01:06.456 | Denali Data Feed | Starting real-time market data updates for: MNQZ25-CME (MNQZ25). ID: 2 Service code: cme 2025-10-14 10:01:06.456 | Denali Data Feed | Requesting security definition data for: MNQZ25-CME (MNQZ25). ID: 2 2025-10-14 10:01:06.456 | Added historical Intraday data request for MNQZ25-CME to the queue. 2025-10-14 10:01:06.456 | Intraday data recording state for symbol MNQZ25-CME is set to download 'Pending'. 2025-10-14 10:01:06.456 | Triggering next historical data download in queue. 2025-10-14 10:01:06.459 | Delaying start of download for MNQZ25-CME. 2025-10-14 10:01:06.487 | DTC Client socket (1) | Creating socket. 2025-10-14 10:01:06.487 | DTC Client socket (1) | New receive buffer size: 0 2025-10-14 10:01:06.487 | DTC Client socket (1) | Connecting to IP: 67.214.125.5. 2025-10-14 10:01:06.507 | Denali Data Feed | Network connection to server complete. 2025-10-14 10:01:06.507 | Denali Data Feed | Starting socket receive thread. 2025-10-14 10:01:06.507 | Denali Data Feed | Sending encoding request to server: Binary VLS. Compression: standard 2025-10-14 10:01:06.550 | Denali Data Feed | Setting DTC encoding to Binary VLS 2025-10-14 10:01:06.550 | Denali Data Feed | Sending logon request message. 2025-10-14 10:01:07.052 | Denali Data Feed | Received logon response. 2025-10-14 10:01:07.052 | Denali Data Feed | Server Name: SC Realtime Server. 2025-10-14 10:01:07.052 | Denali Data Feed | Server protocol version: 8. Client protocol version: 8 2025-10-14 10:01:07.052 | Denali Data Feed | Successfully connected. 2025-10-14 10:01:07.052 | Denali Data Feed | Trading is not supported. 2025-10-14 10:01:07.052 | Denali Data Feed | MarketDepthIsSupported: 1 2025-10-14 10:01:07.052 | Denali Data Feed | Restarting real-time data updates for symbol: MNQZ25-CME -> MNQZ25 2025-10-14 10:01:07.052 | Denali Data Feed | Restarting real-time data updates for symbol: MNQZ99-CME -> MNQZ99 2025-10-14 10:01:07.180 | Added historical Market Depth data request for MNQZ25-CME to the queue. 2025-10-14 10:01:07.180 | Market depth data recording state for symbol MNQZ25-CME is set to download 'Pending'. 2025-10-14 10:01:07.180 | Triggering next historical data download in queue. 2025-10-14 10:01:07.180 | Historical Market Depth data request, start 00:00:00.000 , for MNQZ25-CME is discarded because a matching download is already pending and the new one is not for earlier data. 2025-10-14 10:01:07.180 | Added historical Market Depth data request for MNQZ99-CME to the queue. 2025-10-14 10:01:07.180 | Market depth data recording state for symbol MNQZ99-CME is set to download 'Pending'. 2025-10-14 10:01:07.180 | Historical Market Depth data request, start 00:00:00.000 , for MNQZ99-CME is discarded because a matching download is already pending and the new one is not for earlier data. 2025-10-14 10:01:07.180 | Historical Market Depth data request, start 00:00:00.000 , for MNQZ25-CME is discarded because a matching download is already pending and the new one is not for earlier data. | Number times message added: 178 2025-10-14 10:01:07.181 | Denali Data Feed | Setting external service identifier for symbol MNQZ25-CME to 42001149 2025-10-14 10:01:07.181 | Denali Data Feed | Received security definition for symbol MNQZ25-CME 2025-10-14 10:01:07.181 | Denali Data Feed | Real-time data for symbol MNQZ99-CME is currently unavailable. 2025-10-14 10:01:07.181 | Denali Data Feed | Received security definition for symbol MNQZ99-CME 2025-10-14 10:01:07.181 | Historical Market Depth data request, start 00:00:00.000 , for MNQZ25-CME is discarded because a matching download is already pending and the new one is not for earlier data. | Number times message added: 10 2025-10-14 10:01:07.181 | HD Request # 18 | Downloading Market Depth data for MNQZ25-CME. Service: cme.marketdepth. 2025-10-14 10:01:07.184 | HD Request # 18 | Download start date-time: 2025-10-14 10:00:55.707184. 2025-10-14 10:01:07.185 | HD Request # 18 | Using server: ds32.sierracharts.com port 10150 2025-10-14 10:01:07.209 | Socket (2) | Creating socket. 2025-10-14 10:01:07.209 | Socket (2) | New receive buffer size: 0 2025-10-14 10:01:07.209 | Socket (2) | Connecting to IP: 69.39.70.248. 2025-10-14 10:01:07.250 | HD Request # 18 | Setting DTC encoding to Binary VLS 2025-10-14 10:01:07.250 | HD Request # 18 | Sending historical data logon request message. 2025-10-14 10:01:07.306 | HD Request # 18 | Requesting market depth data. Start date-time: 2025-10-14 10:00:55. Symbol: MNQZ25 2025-10-14 10:01:07.324 | HD Request # 18 | Decompressing data. 2025-10-14 10:01:07.352 | HD Request # 18 | Receiving market depth data for MNQZ25-CME starting at 2025-10-14 10:00:55.721000 2025-10-14 10:01:07.433 | Socket (2) | CloseSocket call. 2025-10-14 10:01:07.433 | Socket (2) | Shutdown started. Waiting for graceful close. 2025-10-14 10:01:07.435 | Historical data download thread signaled to stop. 2025-10-14 10:01:07.436 | HD Request # 18 | Timestamp of first market depth data file record written: 2025-10-14 10:00:55.721000. 2025-10-14 10:01:07.436 | HD Request # 18 | Received 20459 Market Depth data records from 2025-10-14 10:00:55.721000 to 2025-10-14 10:01:05.165000 (9.4 seconds. Delay: 2.3 seconds) and wrote 20459 records for MNQZ25-CME 2025-10-14 10:01:07.437 | HD Request # 18 | Completion time: 0s. 2025-10-14 10:01:07.437 | HD Request # 18 | Market Depth data download complete for MNQZ25-CME. Unique request ID: 681 2025-10-14 10:01:07.437 | Removing historical data download ID 681. 2025-10-14 10:01:07.437 | Real-time market depth file updates started for MNQZ25-CME 2025-10-14 10:01:07.437 | Opened cached Depth file: C:\SC\Data\MarketDepthData\MNQZ25-CME.2025-10-14.depth 2025-10-14 10:01:07.437 | MNQZ25-CME[M]/MNQZ99-CME[M] 10 Sec #4 | Flagging to reload Intraday data on market depth download completion. 2025-10-14 10:01:07.437 | 2025-10-14 10:01:07.437 | Triggering next historical data download in queue. 2025-10-14 10:01:07.437 | HD Request # 19 | Downloading Market Depth data for MNQZ99-CME. Service: cme.marketdepth. 2025-10-14 10:01:07.438 | HD Request # 19 | Download start date-time: 2025-10-14 10:00:55.706947. 2025-10-14 10:01:07.438 | HD Request # 19 | Error downloading historical Market Depth data for MNQZ99-CME. Not downloading depth data earlier than 1 year ago 2025-10-14 10:01:07.438 | Historical data download thread signaled to stop. 2025-10-14 10:01:07.438 | HD Request # 19 | Received 0 Market Depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds and wrote 0 records for MNQZ99-CME 2025-10-14 10:01:07.438 | HD Request # 19 | Completion time: 0s. 2025-10-14 10:01:07.438 | HD Request # 19 | Market Depth data download complete for MNQZ99-CME. Unique request ID: 683 2025-10-14 10:01:07.438 | Removing historical data download ID 683. 2025-10-14 10:01:07.438 | Real-time market depth file updates started for MNQZ99-CME 2025-10-14 10:01:07.438 | Opened cached Depth file: C:\SC\Data\MarketDepthData\MNQZ99-CME.2025-10-14.depth 2025-10-14 10:01:07.438 | 2025-10-14 10:01:07.438 | No download requests in the queue to start downloads for. 2025-10-14 10:01:07.450 | Socket (2) | Socket gracefully closed by remote side. 2025-10-14 10:01:07.450 | Socket (2) | Closed. 2025-10-14 10:01:07.458 | Opened cached Depth file: C:\SC\Data\MarketDepthData\MNQZ25-CME.2025-10-14.depth 2025-10-14 10:01:07.463 | MNQZ25-CME[M]/MNQZ99-CME[M] 10 Sec #4 | Reloading chart. 2025-10-14 10:01:07.509 | MNQZ25-CME[M]/MNQZ99-CME[M] 10 Sec #4 | StartDateTimeForLoadingOrderFills: 00:00:00 2025-10-14 10:01:07.516 | MNQZ25-CME[M]/MNQZ99-CME[M] 10 Sec #4 | Chart data loading complete. 2025-10-14 10:01:11.413 | Requesting market depth updates for: MNQZ25-CME if supported. NumLevels=1400 2025-10-14 10:01:11.423 | Denali Data Feed (Market Orders Data) | Connecting to the server ds28.sierracharts.com. Port 10060 2025-10-14 10:01:11.423 | Requesting market depth updates for: MNQZ99-CME if supported. NumLevels=1400 2025-10-14 10:01:11.425 | DTC Client socket (2) | Creating socket. 2025-10-14 10:01:11.425 | DTC Client socket (2) | New receive buffer size: 0 2025-10-14 10:01:11.425 | DTC Client socket (2) | Connecting to IP: 67.214.125.5. 2025-10-14 10:01:11.443 | Denali Data Feed (Market Orders Data) | Network connection to server complete. 2025-10-14 10:01:11.443 | Denali Data Feed (Market Orders Data) | Starting socket receive thread. 2025-10-14 10:01:11.443 | Denali Data Feed (Market Orders Data) | Sending encoding request to server: Binary VLS. Compression: standard 2025-10-14 10:01:11.488 | Denali Data Feed (Market Orders Data) | Setting DTC encoding to Binary VLS 2025-10-14 10:01:11.488 | Denali Data Feed (Market Orders Data) | Sending logon request message. 2025-10-14 10:01:11.524 | Denali Data Feed | Clearing market depth for MNQZ25-CME 2025-10-14 10:01:11.528 | Denali Data Feed | Clearing market depth for MNQZ99-CME 2025-10-14 10:01:11.530 | Opened cached Depth file: C:\SC\Data\MarketDepthData\MNQZ99-CME.2025-10-14.depth 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Received logon response. 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Server Name: SC Realtime Server. 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Server protocol version: 8. Client protocol version: 8 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Successfully connected. 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Trading is not supported. 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | MarketDepthIsSupported: 1 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Starting market orders updates for: MNQZ25. MinimumMarketByOrderQuantity: 0. Service code: cme 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Restarting market orders data for symbol: MNQZ25-CME -> MNQZ25 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Starting market orders updates for: MNQZ99. MinimumMarketByOrderQuantity: 0. Service code: cme 2025-10-14 10:01:11.613 | Denali Data Feed (Market Orders Data) | Restarting market orders data for symbol: MNQZ99-CME -> MNQZ99 2025-10-14 10:01:11.757 | Denali Data Feed (Market Orders Data) | Real-time data for symbol MNQZ99-CME is currently unavailable. 2025-10-14 10:01:12.177 | HD Request # 20 | Downloading Intraday chart data for MNQZ25-CME to the file MNQZ25-CME.scid. Service: cme 2025-10-14 10:01:12.178 | HD Request # 20 | Download start date-time: 2025-10-14 10:00:56.000000. File last date-time: 2025-10-14 10:00:56.687001 2025-10-14 10:01:12.178 | HD Request # 20 | Using server: ds28.sierracharts.com port 10150 2025-10-14 10:01:12.179 | Socket (3) | Creating socket. 2025-10-14 10:01:12.179 | Socket (3) | New receive buffer size: 0 2025-10-14 10:01:12.179 | Socket (3) | Connecting to IP: 67.214.125.5. 2025-10-14 10:01:12.221 | HD Request # 20 | Setting DTC encoding to Binary VLS 2025-10-14 10:01:12.221 | HD Request # 20 | Sending historical data logon request message. 2025-10-14 10:01:12.292 | HD Request # 20 | Requesting Intraday data. Start date-time: 2025-10-14 10:00:56. Record interval: 0. Symbol: MNQZ25 2025-10-14 10:01:12.310 | HD Request # 20 | Decompressing data. 2025-10-14 10:01:12.330 | HD Request # 20 | Receiving Intraday data for MNQZ25-CME starting at 2025-10-14 10:00:56.010000 2025-10-14 10:01:12.332 | Socket (3) | CloseSocket call. 2025-10-14 10:01:12.332 | Socket (3) | Shutdown started. Waiting for graceful close. 2025-10-14 10:01:12.339 | Historical data download thread signaled to stop. 2025-10-14 10:01:12.339 | HD Request # 20 | Timestamp of first Intraday data file record written: 2025-10-14 10:00:56.841000. 2025-10-14 10:01:12.340 | HD Request # 20 | Received 847 Intraday data records from 2025-10-14 10:00:56.010000 to 2025-10-14 10:01:09.830000 (13.8 seconds. Delay: 2.5 seconds) and wrote 817 records for MNQZ25-CME 2025-10-14 10:01:12.341 | HD Request # 20 | Add time&sales data | Remembered last file record date-time: 2025-10-14 14:01:09.830000 2025-10-14 10:01:12.341 | Added 649 Time and Sales records to Intraday data file for MNQZ25-CME after download. 2025-10-14 10:01:12.341 | HD Request # 20 | Completion time: 0s. 2025-10-14 10:01:12.341 | HD Request # 20 | Intraday data download complete for MNQZ25-CME. Unique request ID: 680 2025-10-14 10:01:12.341 | Removing historical data download ID 680. 2025-10-14 10:01:12.341 | Real-time Intraday chart data file updates started for MNQZ25-CME 2025-10-14 10:01:12.341 | Intraday chart data file opened for MNQZ25-CME 2025-10-14 10:01:12.341 | HD Request # 20 | Enabling Intraday chart updating for symbol. 2025-10-14 10:01:12.341 | 2025-10-14 10:01:12.341 | No download requests in the queue to start downloads for. 2025-10-14 10:01:12.349 | Socket (3) | Socket gracefully closed by remote side. 2025-10-14 10:01:12.349 | Socket (3) | Closed. 2025-10-14 10:01:15.761 | Opened cached Intraday file: C:\SC\Data\MNQZ25-CME.scid. Thread ID: 136256 |
 Screenshot 2025-10-14 094306.png / V - Attached On 2025-10-14 13:48:31 UTC - Size: 31.18 KB - 7 views Screenshot 2025-10-14 094428.png / V - Attached On 2025-10-14 13:48:41 UTC - Size: 61.51 KB - 6 views Attachment Deleted. |
| [2025-10-14 16:31:39] |
| John - SC Support - Posts: 42378 |
|
You have your chart setup with a primary symbol of "MNQZ25-CME" and a "Trade and Current Quote" symbol of "MNQZ99-CME". You most likely have the option for "Use as Trade Only Symbol" set to "No", in which case the system is trying to display the Market Depth information for MNQZ99-CME. Of course, there is no data for a symbol that old, which is why you are not seeing anything. During a replay, the DOM only shows the Market Depth information for the primary symbol, not the Trade and Current Quote symbol, which is why you are seeing the Market Depth data in this case. Set the option for "Use As Trade Only Symbol" to "Yes" and this will resolve your issue. Or remove the "Trade and Current Quote Symbol" - as we do not understand what you are trying to do using an old symbol like that. 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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