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TD Ameritrade issues

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[2015-10-19 20:49:27] #1 [Go To First Post]
netgear2 - Posts: 3
Hi, There are a few issues with TD Ameritrade service: 1) Canceled Orders are still showing up on Charts as open orders/Trade Orders And Positions window(as Pending Cancel). 2) Historical Intraday data download fails with following communication error message: HD Request # 58 \| Downloading Intraday chart data for MPLX to the file MPLX.scid. Service: tda \| 2015-10-19 15:29:41 HD Request # 58 \| Download start Date-Time: 2015-10-19 15:13:09.000 \| 2015-10-19 15:29:41 HD Request # 58 \| Requesting historical Minute data for the current day. \| 2015-10-19 15:29:41 TD Ameritrade \| Old streamer request finished. Request ID: 52 \| 2015-10-19 15:29:41 HD Request # 58 \| Error downloading historical Intraday data for MPLX. There was a communication error with the server. \| 2015-10-19 15:29:41 * HD Request # 58 \| Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for MPLX \| 2015-10-19 15:29:41 HD Request # 58 \| Intraday download COMPLETE for MPLX. Completion time: 0s. Unique request ID: 57 \| 2015-10-19 15:29:41 Removed historical data download ID 57 \| 2015-10-19 15:29:41 Real-time Intraday chart data file updates started for MPLX \| 2015-10-19 15:29:41 TD Ameritrade \| Level 2 request: \|S=TOTAL_VIEW&C=SUBS&P=MPLX>AD&T=0+1+2+3 \| 2015-10-19 15:29:42 TD Ameritrade \| Streamer request #54 initiated. \| 2015-10-19 15:29:42 TD Ameritrade \| Streamer response: STREAMER_SERVER_ID. Additional text: 02-1 \| 2015-10-19 15:29:42 HD Request # 59 \| Downloading Historical Daily chart data for ETP. Starting date: 2015-10-06. Service: tda \| 2015-10-19 15:29:56 HD Request # 59 \| Requesting historical Daily data for ETP starting at 2015-10-05 \| 2015-10-19 15:29:56 Unsubscribed from market depth data for MPLX \| 2015-10-19 15:29:56 Requesting market depth updates for: ETP if supported. \| 2015-10-19 15:29:56 Intraday data recording state for symbol ETP is set to download 'Pending'. \| 2015-10-19 15:29:56 HD Request # 59 \| Receiving historical Daily data for ETP starting at 2015-10-05 \| 2015-10-19 15:29:56 Writing historical Daily data for ETP to the file ETP.dly \| 2015-10-19 15:29:56 HD Request # 59 \| Received 11 records from 2015-10-05 00:00:00 to 2015-10-19 00:00:00 (15.0 days) and wrote 10 records for ETP \| 2015-10-19 15:29:56 HD Request # 59 \| Daily download COMPLETE for ETP. Completion time: 0s. Unique request ID: 58 \| 2015-10-19 15:29:56 Removed historical data download ID 58 \| 2015-10-19 15:29:56 HD Request # 60 \| Downloading Intraday chart data for ETP to the file ETP.scid. Service: equities.us \| 2015-10-19 15:29:56 HD Request # 60 \| Download start Date-Time: 2015-10-07 12:44:00.000 \| 2015-10-19 15:29:56 HD Request # 60 \| Using server: scdf2.sierracharts.com port 10149 \| 2015-10-19 15:29:56 Socket (0) \| Resolved address ds7.sierracharts.com to IP 8.18.161.133 \| 2015-10-19 15:29:56 Socket (62) \| Connected. \| 2015-10-19 15:29:56 HD Request # 60 \| Sending historical data logon request message. \| 2015-10-19 15:29:56 HD Request # 60 \| Requesting Intraday data. Start Date-Time: 2015-10-07 12:44:00. Record interval: 60. Symbol: ETP \| 2015-10-19 15:29:56 HD Request # 60 \| Decompressing data. \| 2015-10-19 15:29:56 HD Request # 60 \| Receiving Intraday data for ETP starting at 2015-10-07 12:44:06 \| 2015-10-19 15:29:56 HD Request # 60 \| Timestamp of first Intraday data file record written: 2015-10-07 12:44:06 \| 2015-10-19 15:29:56 Socket (62) \| Shutdown and closed. \| 2015-10-19 15:29:56 The network socket for historical data has been closed. \| 2015-10-19 15:29:56 HD Request # 60 \| Received 3412 records from 2015-10-07 12:44:06 to 2015-10-19 15:14:01 (12.1 days) and wrote 3412 records for ETP \| 2015-10-19 15:29:56 HD Request # 60 \| Intraday download COMPLETE for ETP. Completion time: 1s. Unique request ID: 59 \| 2015-10-19 15:29:57 Removed historical data download ID 59 \| 2015-10-19 15:29:57 Real-time Intraday chart data file updates started for ETP \| 2015-10-19 15:29:57 Intraday data recording state for symbol ETP is set to download 'Pending'. \| 2015-10-19 15:29:57 HD Request # 61 \| Downloading Intraday chart data for ETP to the file ETP.scid. Service: tda \| 2015-10-19 15:29:57 HD Request # 61 \| Download start Date-Time: 2015-10-19 15:14:01.000 \| 2015-10-19 15:29:57 HD Request # 61 \| Requesting historical Minute data for the current day. \| 2015-10-19 15:29:57 TD Ameritrade \| Old streamer request finished. Request ID: 54 \| 2015-10-19 15:29:57 HD Request # 61 \| Error downloading historical Intraday data for ETP. There was a communication error with the server. \| 2015-10-19 15:29:57 * HD Request # 61 \| Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ETP \| 2015-10-19 15:29:57 HD Request # 61 \| Intraday download COMPLETE for ETP. Completion time: 0s. Unique request ID: 60 \| 2015-10-19 15:29:57 Removed historical data download ID 60 \| 2015-10-19 15:29:57 Real-time Intraday chart data file updates started for ETP \| 2015-10-19 15:29:57 I've tried several recent SC versions. Same issues exist. Hope you could fix them together with TD Ameritrade. Thanks!

[2015-10-20 19:12:07] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. We are able to duplicate this problem and we believe it started with the connectivity changes we made to TD Ameritrade in recent versions. We will solve this. The solution may not be released until next week. 2.This problem has been solved in the latest prerelease. Update with Help >> Download Prerelease. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2015-10-20 20:00:57] #3 [Go To First Post]
netgear2 - Posts: 3
Thanks for the fix on issue #2. There is another issue: 3. Bidsize and Asksize show up on ChartDOM initially, but disappear right afterwards with some symbols(IBB, NUGT). But they're OK with other symbols(GDX, XBI). Thanks,

[2015-10-20 20:15:03] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
3. This issue is probably related to market depth. We have to check on this. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2015-10-27 22:27:54] #5 [Go To First Post]
netgear2 - Posts: 3
I have the same issue #3 with IB for some stocks(IBB,NUGT,OXY, ...). I can see bidsize and asksize (level I) with IB BookTrader but not with SC DOM.

[2015-10-27 22:45:48] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will solve this in the next release for Interactive Brokers. 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

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