Support Board
Date/Time: Sun, 29 Mar 2026 18:58:35 +0000
Receiving Error: Error Downloading Historical Market Depth Data . . .
View Count: 238
| [2025-12-28 01:41:17] |
| User708541 - Posts: 182 |
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Received this error: Error downloading historical market Depth data for ESH26_FUT_CME. The type of error was unspecified. A red box came up on my chart with this error message. message log attached |
Private File |
| [2025-12-28 20:17:33] |
| Sierra_Chart Engineering - Posts: 23369 |
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This is the installer log. Not the Message Log. Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Follow the instructions here to download the market depth data, near the end of the chart: Market Depth Historical Graph: Downloading Of Historical Market Depth Data And then provide the Message Log following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) 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 |
| [2026-03-14 17:13:28] |
| User708541 - Posts: 182 |
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I thought this issue was resolved but I see the Red Error box come up again when trying to download Market Depth Data for yesterday. Below is my message log after I cleared it. Couple of things: 1.) I have 2 instances of Sierra running. For both instances I have the "Paths" settings for Market Depth Data set to a folder on my B:/ drive. Based on the error, is that not OK? 2.) Also, is the very frequent "NTP Client | Sending Packet to . . . common to see in the Message Log? I'm wondering why my message log is filled with these and they occur every 30 seconds or so 2026-03-14 09:59:04.990 | Software version: 2888 64-bit 2026-03-14 09:59:04.991 | OpenGL enabled (NVIDIA Corporation/NVIDIA GeForce RTX 5090/PCIe/SSE2) 2026-03-14 09:59:04.991 | Primary Thread ID: 21248 2026-03-14 09:59:04.991 | Usage end date: 2027-01-17 2026-03-14 09:59:04.991 | Enabled for: Advanced Features 2. 2026-03-14 09:59:04.991 | Enabled for: Sierra Chart Historical Data Service. 2026-03-14 09:59:04.991 | Enabled for: Denali Real-Time Exchange Data Feed. 2026-03-14 09:59:04.991 | Enabled for: Delayed Denali Exchange Data Feed. 2026-03-14 09:59:04.991 | Enabled for exchange2: CME (Trading Account Required) 2026-03-14 09:59:04.991 | Enabled for exchange2: CBOT (Trading Account Required) 2026-03-14 09:59:04.991 | Enabled for exchange2: COMEX (Trading Account Required) 2026-03-14 09:59:04.991 | Enabled for exchange2: NYMEX (Trading Account Required) 2026-03-14 09:59:04.991 | Enabled for exchange2: CBOE Global Indexes 2026-03-14 09:59:04.991 | Allow Support for Sierra Chart Data Feeds is enabled. 2026-03-14 09:59:04.991 | Current selected Data/Trading service: Teton CME Routing 2026-03-14 09:59:04.991 | Custom symbol settings values: enabled 2026-03-14 09:59:04.991 | Chart Update Interval: 100 2026-03-14 09:59:04.991 | Intraday Data Storage Time Unit: 0 2026-03-14 09:59:04.991 | Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) 2026-03-14 09:59:04.991 | 2026-03-14 16:59:04 Local computer time in UTC 2026-03-14 09:59:04.991 | 2026-03-14 09:59:04 Local computer time in SC Time Zone 2026-03-14 09:59:04.991 | 2026-03-10 18:35:32 Server time in UTC 2026-03-14 09:59:04.991 | Local computer UTC time and Server UTC time difference: 0 seconds. 2026-03-14 09:59:04.991 | Program path: C:\SierraChart\ 2026-03-14 09:59:04.991 | Data Files path: C:\SierraChart\Data\ 2026-03-14 09:59:04.991 | OS Version Number: 10.0 2026-03-14 09:59:04.991 | Locale Setting: C 2026-03-14 09:59:04.991 | Crash reporter started: true 2026-03-14 09:59:04.991 | 2026-03-14 09:59:17.516 | #1 ESH26_FUT_CME [CBV][M] 30 Min | Chart data loading complete. 2026-03-14 09:59:17.550 | #2 ESH26_FUT_CME [CBV][M] 3.75 Range | Performing a full recalculation because it has been tagged. Chartbook: MW_Footprint-ES.Cht 2026-03-14 09:59:22.759 | NTP Client | Sending packet to 0.pool.ntp.org:123 2026-03-14 09:59:22.759 | NTP Client | Sending packet to 1.pool.ntp.org:123 2026-03-14 09:59:22.759 | NTP Client | Sending packet to 2.pool.ntp.org:123 2026-03-14 09:59:22.759 | NTP Client | Sending packet to 3.pool.ntp.org:123 2026-03-14 09:59:22.764 | NTP Client | Received Packet | RoundTripDelay=0.005977630615234375S, SystemClockOffset=0.00031375885009765625S 2026-03-14 09:59:22.824 | NTP Client | Received Packet | RoundTripDelay=0.06597661972045898S, SystemClockOffset=-0.0024564266204833984S 2026-03-14 09:59:22.827 | NTP Client | Received Packet | RoundTripDelay=0.06799125671386719S, SystemClockOffset=0.00629425048828125S 2026-03-14 09:59:22.914 | NTP Client | Received Packet | RoundTripDelay=0.15598440170288086S, SystemClockOffset=0.0001628398895263672S 2026-03-14 10:00:23.293 | NTP Client | Sending packet to 0.pool.ntp.org:123 2026-03-14 10:00:23.293 | NTP Client | Sending packet to 1.pool.ntp.org:123 2026-03-14 10:00:23.293 | NTP Client | Sending packet to 2.pool.ntp.org:123 2026-03-14 10:00:23.293 | NTP Client | Sending packet to 3.pool.ntp.org:123 2026-03-14 10:00:23.298 | NTP Client | Received Packet | RoundTripDelay=0.0049839019775390625S, SystemClockOffset=-0.00016641616821289062S 2026-03-14 10:00:23.359 | NTP Client | Received Packet | RoundTripDelay=0.06691741943359375S, SystemClockOffset=-0.0024471282958984375S 2026-03-14 10:00:23.361 | NTP Client | Received Packet | RoundTripDelay=0.06896543502807617S, SystemClockOffset=0.004976511001586914S 2026-03-14 10:00:23.448 | NTP Client | Received Packet | RoundTripDelay=0.15598630905151367S, SystemClockOffset=-0.0008480548858642578S 2026-03-14 10:00:24.306 | NTP Client | Performed system clock adjustment of -507.2355270385742 microseconds. 2026-03-14 10:00:52.403 | Added historical Market Depth data request for ESH26_FUT_CME to the queue. 2026-03-14 10:00:52.403 | Market depth data recording state for symbol ESH26_FUT_CME is set to download 'Pending'. 2026-03-14 10:00:52.403 | Triggering next historical data download in queue. 2026-03-14 10:00:52.403 | HD Request # 19 | Downloading Market Depth data for ESH26_FUT_CME. Service: cme.marketdepth. 2026-03-14 10:00:52.404 | HD Request # 19 | Error opening market depth data file when determining download info. Failed to open the file B:\Sierra Chart Market Depth Data\MarketDepthData\ESH26_FUT_CME.2026-03-14.depth for adding records. Error: File error: Windows error code 32: The process cannot access the file because it is being used by another process. 2026-03-14 10:00:52.404 | HD Request # 19 | Error downloading historical Market Depth data for ESH26_FUT_CME. Not downloading any market depth data for symbol ESH26_FUT_CME. 2026-03-14 10:00:52.404 | Historical data download thread signaled to stop. 2026-03-14 10:00:52.404 | 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 ESH26_FUT_CME 2026-03-14 10:00:52.404 | HD Request # 19 | Completion time: 0s. 2026-03-14 10:00:52.404 | HD Request # 19 | Market Depth data download complete for ESH26_FUT_CME. Unique request ID: 21 2026-03-14 10:00:52.404 | Removing historical data download ID 21. 2026-03-14 10:00:52.404 | Real-time market depth file updates started for ESH26_FUT_CME 2026-03-14 10:00:52.404 | Failed to open the depth data file B:\Sierra Chart Market Depth Data\MarketDepthData\ESH26_FUT_CME.2026-03-14.depth. Failed to open the file B:\Sierra Chart Market Depth Data\MarketDepthData\ESH26_FUT_CME.2026-03-14.depth for adding records. Error: File error: Windows error code 32: The process cannot access the file because it is being used by another process. * 2026-03-14 10:00:52.404 | 2026-03-14 10:00:52.404 | No download requests in the queue to start downloads for. 2026-03-14 10:01:23.928 | NTP Client | Sending packet to 0.pool.ntp.org:123 2026-03-14 10:01:23.928 | NTP Client | Sending packet to 1.pool.ntp.org:123 2026-03-14 10:01:23.928 | NTP Client | Sending packet to 2.pool.ntp.org:123 2026-03-14 10:01:23.928 | NTP Client | Sending packet to 3.pool.ntp.org:123 2026-03-14 10:01:23.932 | NTP Client | Received Packet | RoundTripDelay=0.004990100860595703S, SystemClockOffset=0.0002396106719970703S 2026-03-14 10:01:23.991 | NTP Client | Received Packet | RoundTripDelay=0.06398439407348633S, SystemClockOffset=-0.0018360614776611328S 2026-03-14 10:01:23.995 | NTP Client | Received Packet | RoundTripDelay=0.06697845458984375S, SystemClockOffset=0.006320953369140625S 2026-03-14 10:01:24.083 | NTP Client | Received Packet | RoundTripDelay=0.15499162673950195S, SystemClockOffset=0.00009942054748535156S 2026-03-14 10:02:24.474 | NTP Client | Sending packet to 0.pool.ntp.org:123 2026-03-14 10:02:24.474 | NTP Client | Sending packet to 1.pool.ntp.org:123 2026-03-14 10:02:24.474 | NTP Client | Sending packet to 2.pool.ntp.org:123 2026-03-14 10:02:24.474 | NTP Client | Sending packet to 3.pool.ntp.org:123 2026-03-14 10:02:24.478 | NTP Client | Received Packet | RoundTripDelay=0.004987239837646484S, SystemClockOffset=-0.0004551410675048828S 2026-03-14 10:02:24.540 | NTP Client | Received Packet | RoundTripDelay=0.06598520278930664S, SystemClockOffset=-0.0033805370330810547S 2026-03-14 10:02:24.542 | NTP Client | Received Packet | RoundTripDelay=0.06894350051879883S, SystemClockOffset=0.0043942928314208984S 2026-03-14 10:02:24.629 | NTP Client | Received Packet | RoundTripDelay=0.1559901237487793S, SystemClockOffset=-0.0010268688201904297S 2026-03-14 10:02:25.484 | NTP Client | Performed system clock adjustment of -741.0049438476562 microseconds. |
| [2026-03-16 13:44:21] |
| Sierra_Chart Engineering - Posts: 23369 |
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1.) I have 2 instances of Sierra running. For both instances I have the "Paths" settings for Market Depth Data set to a folder on my B:/ drive. Based on the error, is that not OK?
This is the problem: Error opening market depth data file when determining download info. Failed to open the file B:\Sierra Chart Market Depth Data\MarketDepthData\ESH26_FUT_CME.2026-03-14.depth for adding records. Error: File error: Windows error code 32: The process cannot access the file because it is being used by another process.
Do not use the same data folder for two separate instances of Sierra Chart. This will lead to serious problems! Do not do this! At this point your data is considered corrupted. Completely delete that folder. And only use it by a single instance of Sierra Chart. 2.) Also, is the very frequent "NTP Client | Sending Packet to . . . common to see in the Message Log? I'm wondering why my message log is filled with these and they occur every 30 seconds or so Yes when using the NTP client. Refer to:Network Time Protocol Client: Suppressing NTP Messages in Message Log 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 Date Time Of Last Edit: 2026-03-16 13:45:56
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