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Unable to view exchange traded calendar spreads TT FIX

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[2013-07-25 18:48:22] #1 [Go To First Post]
agb1223 - Posts: 33
I have access to all the outrights I need through the TT FIX adapter, I just cannot see spreads when I open up "Find Symbol" and when I click "Get Spread Symbols," nothing happens. I called our IT staff and they said spread symbols are accessible for us. Thanks

[2013-07-27 01:56:43] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In our experience, if you select a futures market in the Find Symbol window and press the Get Spread Symbols and no spreads appear, and there are spread/strategies available for that particular futures market, then the FIX adapter is definitely not sending them. What you need to do is contact your IT staff and have them look at the security definition request in the FIX logs sent from Sierra Chart and see what the particular issue is. Is there something wrong with the request from Sierra Chart? Possibly, but this is unlikely. The more likely case is that the FIX adapter is not properly configured. 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

[2013-07-29 20:56:44] #3 [Go To First Post]
agb1223 - Posts: 33
Okay, I think I run into this problem then, when I open up a chart, I manually go to Chart Settings > and change the symbol to the respective server each price feed comes from. For example, if I select outright September Crude, I change the symbol from CL-201309-CME to CL-201309-CME-F. I am wondering if this also causes and issue for retrieving the spread symbols?

[2013-07-30 13:04:06] #4 [Go To First Post]
agb1223 - Posts: 33
I just got off the phone with TT and our IT staff, they went through the FIX logs and don't see any requests for spreads whatsoever.

[2013-07-30 17:46:03] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have to think through this. When looking through the FIX logs, they need to look for security definition requests. Surely there would be one if you pressed the Get Spread Symbols button. 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: 2013-07-30 17:48:18

[2013-07-30 17:50:51] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There is an easy solution to this. You just need to duplicate the CL- Symbol in Global Settings >> Symbol Settings and edit the symbol as shown in the following image. After this, you will see that symbol listed in File >> Find Symbol and can get the spread symbols on it. 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: 2013-07-30 17:51:27


Image341.png / V - Attached On 2013-07-30 17:50:10 UTC - Size: 12.47 KB - 446 views

[2013-07-30 17:56:21] #7 [Go To First Post]
agb1223 - Posts: 33
That is exactly what I asked for and both the people from TT and our IT staff said they saw nothing regarding calendar spreads. Shouldn't I see something in Sierra's log as well? Because nothing shows up there either.

[2013-07-30 18:07:56] #8 [Go To First Post]
agb1223 - Posts: 33
I duplicated and changed the symbols under the global settings. I still have nothing showing up for calendar spreads. I'm going to call back TT to see if they see security definition requests.

[2013-07-30 18:13:48] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes. Have them check for security definitions. 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

[2013-07-30 18:23:00] #10 [Go To First Post]
agb1223 - Posts: 33
The people from TT want me to relay this: "Sierra is not conformed with TT for calendar spreads." But they are still going to look into the logs.

[2013-07-30 18:40:14] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes, this is true . We have not completed the test for this. Nevertheless, Sierra Chart still does support spreads and strategies. 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

[2013-08-14 12:54:28] #12 [Go To First Post]
agb1223 - Posts: 33
Hi again, I've had a ticket open with TT for two weeks and they checked through the security definitions and here is what they sent: "The only Security Definition Request (TAG 35 = c) messages fpr spreads (TAG 167 = MLEG or no TAG 167 at all) I see on July 30th were for the CL. They were done twice and in both cases the SecurityExchange (FIX tag 207 was wrong). The SecurityExchange is "CME" (TAG 167 = CME): 30.07.2013 12:10:47.484 \| 1000 \| INFO \| AB0FIX-TT_PRICE/c \| 8=FIX.4.2 9=100 35=c 49=AB0FIX 56=TT_PRICE 34=3 52=20130730-12:04:47.711 320=SD.Find.1 321=3 55=CL 167=MLEG 207=CME 10=162 The SecurityExchange is "F" (TAG 167 = CME-F): 30.07.2013 18:12:27.062 \| 1000 \| INFO \| AB0FIX-TT_PRICE/c \| 8=FIX.4.2 9=106 35=c 49=AB0FIX 56=TT_PRICE 34=40 52=20130730-18:06:27.189 320=SD.Find.7 321=3 55=CL-###### 167=MLEG 207=F 10=094 Also in the second case the contract Symbol is "CL-###### " (TAG 55 = CL-###### ). That is also incorrect. The SecurityExchange probably needs to be "CME-F" (TAG 207 = CME-F) and the Symbol needs to be "CL" (TAG 55 = CL). Please recommend to Sierra Charts that they go through conformance for spreads."

[2013-08-14 18:53:16] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We see what the problem is. We have to think about how to solve this. A conformance test is not going to help in this case and would not have resolved this kind of problem. The problem is you are on an FIX adapter which is not configured in a way that we usually work with so it requires a custom solution. 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

[2013-08-15 05:30:10] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have implemented a solution which will be out in the next release for getting spread symbols on any of the CME exchange suffixes. 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

[2013-08-15 11:57:41] #15 [Go To First Post]
agb1223 - Posts: 33
Great. Is there an ETA for when the next release comes?

[2013-08-15 17:28:51] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will try to have a new release out today. 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

[2013-08-15 17:31:08] #17 [Go To First Post]
agb1223 - Posts: 33
Thanks, I appreciate all the help on this.

[2013-08-17 02:17:22] #18 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Update to version 1012. 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

[2013-08-19 12:08:11] #19 [Go To First Post]
agb1223 - Posts: 33
We still aren't receiving any symbol information. Nothing is showing up in our logs. I'll call TT again and see if they have any different information from their FIX logs.

[2013-08-19 23:30:49] #20 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There is no need to contact TT. We see what the problem is after some additional testing. We apologize for this. Just give us another day for a new release. 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

[2013-08-20 12:03:13] #21 [Go To First Post]
agb1223 - Posts: 33
Updated to 1013 and I still do not see any log messages or any spread symbols after selecting them.

[2013-08-20 17:08:01] #22 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
That version does not have the changes. Another version will be out later today. 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

[2013-08-22 19:01:11] #23 [Go To First Post]
agb1223 - Posts: 33
Can I expect the new update hopefully before tomorrow's trading session?

[2013-08-22 19:23:59] #24 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We put out the new release very early this morning. It is 1014. Please update with Help >> Download Prerelease. And thank you for your patience. 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

[2013-08-23 10:32:36] #25 [Go To First Post]
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

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