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Date/Time: Sun, 29 May 2022 03:15:17 +0000



Unable to view exchange traded calendar spreads TT FIX

View Count: 2896

[2013-08-23 10:32:36]
agb1223 - Posts: 33
Thanks. I can see the spread symbols populate but there is no data that shows up on the chart.

Here are screenshots of the charts themselves:

Copper: http://www.sierrachart.com/image.php?l=1377253852455.png

Crude: http://www.sierrachart.com/image.php?l=1377253876752.png

Here is what is shown from the log:

Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\CL--CLV3-CLX3--00CCL100A0JN00CLZ1200A0KN00CLZ1--MLEG--CME-F.scid | 2013-08-23 05:18:29
Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\CL--CLV3-CLX3--MLEG--CME-F.scid | 2013-08-23 05:18:46
Starting updates for: CL--CLV3-CLX3--MLEG--CME-F | 2013-08-23 05:18:47
Requesting market data for CL--CLV3-CLX3--MLEG--CME-F (market depth: 5) | 2013-08-23 05:18:47
HD Request # 27 - Downloading Intraday chart data for CL--CLV3-CLX3--MLEG--CME-F to the file CL--CLV3-CLX3--MLEG--CME-F.scid. Service: scsrv | 2013-08-23 05:18:47
Compressing file: C:\SierraChart\Data\CL--CLV3-CLX3--MLEG--CME-F.scid. This may take a while... | 2013-08-23 05:18:47
Symbol Error: CL--CLV3-CLX3--MLEG--CME-F is unknown, unavailable, or improperly formatted. FIX message: Unknown or missing market: Entry #1 | 2013-08-23 05:18:47
HD Request # 27 - Using server: ds4.sierracharts.com port 80 | 2013-08-23 05:18:47
The network socket is connected. | 2013-08-23 05:18:47
HD Request # 27 - Requesting up to 80 days of Intraday data. | 2013-08-23 05:18:47
HD Request # 27 - Decompressing data. | 2013-08-23 05:18:47
Socket closed. No error. | 2013-08-23 05:18:47
HD Request # 27 - Server does not have data for the symbol CL--CLV3-CLX3--MLEG--CME-F | 2013-08-23 05:18:47
HD Request # 27 - Received 0 records and wrote 0 records for CL--CLV3-CLX3--MLEG--CME-F | 2013-08-23 05:18:47
HD Request # 27 - Intraday download COMPLETE for CL--CLV3-CLX3--MLEG--CME-F | 2013-08-23 05:18:47
Real-time intraday chart data file updates started for CL--CLV3-CLX3--MLEG--CME-F | 2013-08-23 05:18:47

Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\HG--HGU3-HGZ3--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F.scid | 2013-08-23 05:20:15
Starting updates for: HG--HGU3-HGZ3--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F | 2013-08-23 05:20:16
Requesting market data for HG--HGU3-HGZ3--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F (market depth: 5) | 2013-08-23 05:20:16
HD Request # 29 - Downloading Intraday chart data for HG--HGU3-HGZ3--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F to the file HG--HGU3-HGZ3--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F.scid. Service: scsrv | 2013-08-23 05:20:16
Compressing file: C:\SierraChart\Data\HG--HGU3-HGZ3--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F.scid. This may take a while... | 2013-08-23 05:20:16
HD Request # 29 - Using server: ds3.sierracharts.com port 80 | 2013-08-23 05:20:16
The network socket is connected. | 2013-08-23 05:20:16
HD Request # 29 - Requesting up to 80 days of Intraday data. | 2013-08-23 05:20:16
HD Request # 29 - Decompressing data. | 2013-08-23 05:20:16
Socket closed. No error. | 2013-08-23 05:20:16
HD Request # 29 - Server does not have data for the symbol HG--HGU3-HGZ3--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F | 2013-08-23 05:20:16
HD Request # 29 - Received 0 records and wrote 0 records for HG--HGU3-HGZ3--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F | 2013-08-23 05:20:16
HD Request # 29 - Intraday download COMPLETE for HG--HGU3-HGZ3--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F | 2013-08-23 05:20:16
Real-time intraday chart data file updates started for HG--HGU3-HGZ3--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F | 2013-08-23 05:20:16



[2013-08-24 00:51:39]
Sierra Chart Engineering - Posts: 102918
We are just getting to this now.


One thing to be aware of is there is no historical data available for the spread markets. You need to stay connected to the FIX adapter as much as possible to avoid missing data.

During the time you were connected today, did you notice any data begin to fill in the charts? You should have.

This looks to be a valid symbol:

CL--CLV3-CLX3--00CCL100A0JN00CLZ1200A0KN00CLZ1--MLEG--CME-F

This one does not look valid:
CL--CLV3-CLX3--MLEG--CME-F (did the server actually return this in the list?)


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
Date Time Of Last Edit: 2013-08-24 00:52:03
[2013-08-26 13:28:05]
agb1223 - Posts: 33
On Friday the charts did fill in. I opened the program today and opened the chart book we saved on Friday and there is no data from then, nor was any filling in. However, when we populate a brand new chart the data from Friday as well as today is there.

The crude symbol is correct on the program.
[2013-08-26 17:22:52]
Sierra Chart Engineering - Posts: 102918
You need to check Chart >> Chart Settings >>Use Number of Days to Load >> Days to Load.
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
[2013-09-03 16:15:54]
agb1223 - Posts: 33
So we let this run for about a week to see what happens, only looking at copper, gold and oil. CL-VX and HG-UZ have data filling in. Any other spreads we look at aren't showing anything. It is odd we can see UZ copper, but ZH shows nothing.
[2013-09-03 16:30:20]
Sierra Chart Engineering - Posts: 102918
If you do not see data for a particular spread contract, then the server is not providing the data or the symbol is not valid or properly recognized by Sierra Chart. What is one of the symbols that provides no data at all?
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
[2013-09-03 16:37:37]
agb1223 - Posts: 33
HG--HGZ3-HGH4--00CHG100A0IN00HGZ1200A0LN00HGZ1--MLEG--CME-F

GC--GCG4-GCJ4--00CGC100A0BO00GCZ1200A0DO00GCZ1--MLEG--CME-F

GC--GCZ3-GCG4--00CGC100A0BO00GCZ1200A0DO00GCZ1--MLEG--CME-F

CL--CLX3-CLZ3--00CCL100A0JN00CLZ1200A0KN00CLZ1--MLEG--CME-F

[2013-09-04 14:50:45]
agb1223 - Posts: 33
I checked with our IT department and we have access to all calendar spreads for the products we requested.
[2013-09-04 16:10:07]
agb1223 - Posts: 33
Disregard these last messages. Everything is working fine now. Just a matter of keeping the fix adapter on to receive this data.

I really appreciate all the work you guys did to make this work for us. Thanks again.
[2013-09-04 18:11:28]
Sierra Chart Engineering - Posts: 102918
This is good.
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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