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Date/Time: Mon, 06 May 2024 05:13:30 +0000



Possible issue with Sierra Chart 1473 and TD Ameritrade Data Feed?

View Count: 1238

[2016-10-24 12:18:28]
Trader_RT - Posts: 35
Currently using software version 1473 build.

I'm receiving the following messages in my Message Log and have added bold text to the message area I have concerns with. Could you please review and advise me if this Sierra software issue, TD Ameritrade issue or no issue to be concern with. Please note this is occurring on every symbol in my Chartbook (indices and stocks). Thank you for you continuing support!

HD Request # 128 | Downloading Intraday chart data for $COMPX to the file $COMPX.scid. Service: tda | 2016-10-24 08:00:16
HD Request # 128 | Download start date-time: 2016-10-21 17:15:00.000 | 2016-10-24 08:00:16
HD Request # 128 | Requesting 3 days of historical Minute data. | 2016-10-24 08:00:16
HD Request # 128 | Receiving Intraday data for $COMPX starting at 2016-10-21 09:30:00 | 2016-10-24 08:00:17
HD Request # 128 | Timestamp of first Intraday data file record written: 2016-10-21 17:15:00 | 2016-10-24 08:00:17
HD Request # 128 | Requesting historical Minute data for the current day. | 2016-10-24 08:00:17
HTTPS connection to ameritrade02.streamer.com:443 (72) | Error reading data. SSL error: 5. Windows error code 10054: An existing connection was forcibly closed by the remote host. | 2016-10-24 08:00:25 *
HTTPS connection to ameritrade02.streamer.com:443 (72) | SSL shutdown indicates not able to send 'close notify'. | 2016-10-24 08:00:25

HTTPS connection to ameritrade02.streamer.com:443 (72) | SSL has been shut down. | 2016-10-24 08:00:25
HTTPS connection to ameritrade02.streamer.com:443 (72) | SSL object has been freed. SSL state is now disconnected. | 2016-10-24 08:00:25
HTTPS connection to ameritrade02.streamer.com:443 (72) | Shutdown and closed. | 2016-10-24 08:00:25
TD Ameritrade | OnAsyncHTTPRequestComplete did not process RequestID 21. | 2016-10-24 08:00:25
HTTPS connection to ameritrade02.streamer.com:443 (0) | Resolved address ameritrade02.streamer.com to IP 216.105.251.37. | 2016-10-24 08:00:26
HTTPS connection to ameritrade02.streamer.com:443 (73) | Connected. | 2016-10-24 08:00:26
HTTPS connection to ameritrade02.streamer.com:443 (73) | Starting TLS 1.0 connection. | 2016-10-24 08:00:26
HTTPS connection to ameritrade02.streamer.com:443 (73) | SSL connection established. | 2016-10-24 08:00:26
HD Request # 128 | Error downloading historical Intraday data for $COMPX. The download timed out. | 2016-10-24 08:01:27
HD Request # 128 | Received 466 records from 2016-10-21 09:30:00 to 2016-10-21 17:15:00 (7.7 hours) and wrote 1 record for $COMPX | 2016-10-24 08:01:27
HD Request # 128 | Intraday download COMPLETE for $COMPX. Completion time: 1m 10s. Unique request ID: 96 | 2016-10-24 08:01:27
Removed historical data download ID 96 | 2016-10-24 08:01:27
Real-time Intraday chart data file updates started for $COMPX | 2016-10-24 08:01:27
Opened cached Intraday file: C:\SierraChart\Data\$COMPX.scid | 2016-10-24 08:01:27
Intraday chart data file opened for $COMPX | 2016-10-24 08:01:27
[2016-10-24 16:36:50]
Sierra Chart Engineering - Posts: 104368
There is a problem on the TD Ameritrade streamer server or a connectivity problem to the TD Ameritrade streamer server, but the way in which that connectivity problem is being handled in Sierra Chart does not look correct and we are checking on that.

However, we cannot solve the underlying problem:
HTTPS connection to ameritrade02.streamer.com:443 (72) | Error reading data. SSL error: 5. Windows error code 10054: An existing connection was forcibly closed by the remote host. | 2016-10-24 08:00:25 *

That is not within our control.

You can solve this problem by using the Sierra Chart Exchange Data Feed:
Sierra Chart Exchange Data Feed
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
[2016-10-24 18:06:07]
Trader_RT - Posts: 35
Thanks for feedback, greatly appreciated.
[2016-10-26 00:21:56]
Sierra Chart Engineering - Posts: 104368
We have looked into this problem. We do not want to go into a complicated technical discussion, but apparently either because TD Ameritrade has changed something, and/or due to the general complexity of how historical data works through TD Ameritrade, there is currently a problem with historical data downloading from TD Ameritrade that needs to be resolved and has been.

This will be out in the next release.

You should not have any further trouble in version 1478.
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: 2016-10-26 00:22:06

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