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Connecting to CTS - missing depth and pulling/stacking data

View Count: 670

[2018-05-15 09:20:15]
[Go To First Post]
Zosimus - Posts: 345
I'm trying to connect to CTS simulation server (demo free trial CTS data account)
As you can see in the attached image I'm only getting one level of depth data and no Pulling/Stacking data.
I have another instance of Sierra running with Rithmic simultaneously (no problems there).
The CTS is a stand alone instance ( not a new instance of the other instance).
As seen in the attached image i've set different port numbers to the DTC Protocol Server of the CTS instance.


Here is the log:

Reading Internal Order ID file. | 2018-05-15 05:08:25
Reading Trade Orders file. | 2018-05-15 05:08:26
Reading Trade Positions file. | 2018-05-15 05:08:26
Listening on UDP port 22902. | 2018-05-15 05:08:26
Software version: 1718 64-bit | 2018-05-15 05:08:26
Usage end date: 2018-05-22 | 2018-05-15 05:08:26
Enabled for: Advanced Features. | 2018-05-15 05:08:26
Enabled for: Advanced Features 2. | 2018-05-15 05:08:26
Enabled for: Sierra Chart Historical Data Service. | 2018-05-15 05:08:26
Allow Support for Sierra Chart Data Feeds is disabled. | 2018-05-15 05:08:26
Current selected Data/Trading service: CTS T4 FIX | 2018-05-15 05:08:26
Chart Update Interval: 500 | 2018-05-15 05:08:26
Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2018-05-15 05:08:26
2018-05-15 12:08:25 Local computer time | 2018-05-15 05:08:26
2018-05-15 09:08:25 Local computer time in UTC | 2018-05-15 05:08:26
2018-05-15 05:08:25 Local computer time in SC Time Zone | 2018-05-15 05:08:26
2018-05-15 09:08:26 Server time in UTC | 2018-05-15 05:08:26
Local computer UTC time and Server UTC time difference: 1 seconds. | 2018-05-15 05:08:26
Program path: D:\SierraChart_Building_Distributions\ | 2018-05-15 05:08:26
Data Files path: D:\SierraChart_Building_Distributions\Data\ | 2018-05-15 05:08:26
OS Version Number: 10.0 | 2018-05-15 05:08:26
Locale Setting: C | 2018-05-15 05:08:26

Created the DTC Protocol server. | 2018-05-15 05:08:26
DTC Protocol Server listening on port 11097. | 2018-05-15 05:08:26
Created the DTC Protocol historical data server. | 2018-05-15 05:08:26
HD Server Manager | Listening on port 11096 | 2018-05-15 05:08:26
Checking for new symbol settings for service code cts | 2018-05-15 05:08:26
HTTPS connection to www.sierrachart.com:443 (4) | Creating socket. Using TLS 1.2. | 2018-05-15 05:08:26
HTTPS connection to www.sierrachart.com:443 (4) | Connecting to IP: 204.15.192.108. | 2018-05-15 05:08:26
Received 5 login tokens. | 2018-05-15 05:08:26
Symbol settings are up-to-date for cts | 2018-05-15 05:08:26
HTTPS connection to www.sierrachart.com:443 (5) | Creating socket. Using TLS 1.2. | 2018-05-15 05:08:28
HTTPS connection to www.sierrachart.com:443 (5) | Connecting to IP: 204.15.192.108. | 2018-05-15 05:08:28
Error getting list of user files to download. Response: ERROR: Downloading of files on startup is disabled | HTTP status: Request completed with the HTTP response status code 200. | 2018-05-15 05:08:28
HTTPS connection to www.sierrachart.com:443 (2) | Socket gracefully closed by remote side. | 2018-05-15 05:08:31
HTTPS connection to www.sierrachart.com:443 (2) | Received socket Close event. | 2018-05-15 05:08:31
HTTPS connection to www.sierrachart.com:443 (2) | Initiating close of socket by core. | 2018-05-15 05:08:31
HTTPS connection to www.sierrachart.com:443 (2) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2018-05-15 05:08:31
HTTPS connection to www.sierrachart.com:443 (2) | Closed. | 2018-05-15 05:08:31

CTS T4 FIX | Connecting to CTS Simulation server fix-sim.t4login.com:10443 | 2018-05-15 05:08:31
CTS T4 FIX | Firm: CTS | 2018-05-15 05:08:31
HTTPS connection to www.sierrachart.com:443 (4) | Socket gracefully closed by remote side. | 2018-05-15 05:08:31
HTTPS connection to www.sierrachart.com:443 (4) | Initiating close of socket by core. | 2018-05-15 05:08:31
HTTPS connection to www.sierrachart.com:443 (4) | Received socket Close event. | 2018-05-15 05:08:31
HTTPS connection to www.sierrachart.com:443 (4) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2018-05-15 05:08:31
HTTPS connection to www.sierrachart.com:443 (4) | Closed. | 2018-05-15 05:08:31
CTS FIX socket (6) | Creating socket. Using TLS 1.0. | 2018-05-15 05:08:32
CTS FIX socket (6) | Connecting to IP: 69.44.110.200. | 2018-05-15 05:08:32
CTS FIX: Sending the Logon message. | 2018-05-15 05:08:32
CTS T4 FIX | FIX version: 4.7.11.0 | 2018-05-15 05:08:33
CTS T4 FIX | Connected to data and trading server. | 2018-05-15 05:08:33
CTS T4 FIX | Received Account List collateral report. | 2018-05-15 05:08:33
CTS T4 FIX | Subscribing to account: YLe* | 2018-05-15 05:08:33
Supported exchange: DL_12h (D-12h:DELAYED 12 hours Futures) | 2018-05-15 05:08:33
Supported exchange: DL_1d (D-1d:DELAYED 1 day Futures) | 2018-05-15 05:08:33
Supported exchange: DL_4d (D-4d:DELAYED 4 days Futures) | 2018-05-15 05:08:33
Supported exchange: ICE_IC (SIM:ICE) | 2018-05-15 05:08:33
Supported exchange: DLCME_FoOp (D-30m:CME Foreign Exchange Options) | 2018-05-15 05:08:33
Supported exchange: DLCME_COp (D-30m:CME CBOT Commodity Options) | 2018-05-15 05:08:33
Supported exchange: DLICE_IN (D-30m:ICE US Indexes) | 2018-05-15 05:08:33
Supported exchange: DL_1dOp (D-1d:DELAYED 1 day Options) | 2018-05-15 05:08:33
Supported exchange: ICE_WOp (SIM:ICE Canada Options) | 2018-05-15 05:08:33
Supported exchange: D_D (Dummy) | 2018-05-15 05:08:33
Supported exchange: DLCME_F (D-30m:CME CBOT Financial Futures) | 2018-05-15 05:08:33
Supported exchange: DLCME_E (D-30m:CME CBOT Equity Futures) | 2018-05-15 05:08:33
Supported exchange: E_INXOp (SIM:Eurex Index Options) | 2018-05-15 05:08:33
Supported exchange: DLCME_C (D-30m:CME CBOT Commodity Futures) | 2018-05-15 05:08:33
Supported exchange: DLCME_Fo (D-30m:CME Foreign Exchange Futures) | 2018-05-15 05:08:33
Supported exchange: CME_KOp (SIM:KCBT Options) | 2018-05-15 05:08:33
Supported exchange: DLCME_K (D-30m:CME KCBT Futures) | 2018-05-15 05:08:33
Supported exchange: E_FITOp (SIM:Eurex Interest Rate Options) | 2018-05-15 05:08:33
Supported exchange: ICE_ICOp (SIM:ICE EU Options) | 2018-05-15 05:08:33
Supported exchange: ICE_FOp (SIM:ICE EU Financial Options) | 2018-05-15 05:08:33
Supported exchange: ICE_CO (SIM:ICE US Commodities) | 2018-05-15 05:08:33
Supported exchange: CME_COp (SIM:CBOT Commodity Options) | 2018-05-15 05:08:33
Supported exchange: DL_2dOp (D-2d:DELAYED 2 days Options) | 2018-05-15 05:08:33
Supported exchange: CME_EqOp (SIM:CME Equity Options) | 2018-05-15 05:08:33
Supported exchange: ICE_IN (SIM:ICE US Indexes) | 2018-05-15 05:08:33
Supported exchange: DL_3dOp (D-3d:DELAYED 3 days Options) | 2018-05-15 05:08:33
Supported exchange: CME_Fo (SIM:CME Foreign Exchange Futures) | 2018-05-15 05:08:33
Supported exchange: DLICE_CU (D-30m:ICE US Currencies) | 2018-05-15 05:08:33
Supported exchange: DLCME_In (D-30m:CME Interest Rate Futures) | 2018-05-15 05:08:33
Supported exchange: DLCME_EOp (D-30m:CME CBOT Equity Options) | 2018-05-15 05:08:33
Supported exchange: ICE_INOp (SIM:ICE US Index Options) | 2018-05-15 05:08:33
Supported exchange: DLCME_InOp (D-30m:CME Interest Rate Options) | 2018-05-15 05:08:33
Supported exchange: CME_AgOp (SIM:CME Agricultural Options) | 2018-05-15 05:08:33
Supported exchange: CME_In (SIM:CME Interest Rate Futures) | 2018-05-15 05:08:33
Supported exchange: DLCME_FOp (D-30m:CME CBOT Financial Options) | 2018-05-15 05:08:33
Supported exchange: E_FBDOp (SIM:Eurex Fixed Income Options) | 2018-05-15 05:08:33
Supported exchange: DL_12hOp (D-12h:DELAYED 12 hours Options) | 2018-05-15 05:08:33
Supported exchange: CME_CO (SIM:COMEX Futures) | 2018-05-15 05:08:33
Supported exchange: CME_Ag (SIM:CME Agricultural Futures) | 2018-05-15 05:08:33
Supported exchange: CME_EOp (SIM:CBOT Equity Options) | 2018-05-15 05:08:33
Supported exchange: CME_C (SIM:CBOT Commodity Futures) | 2018-05-15 05:08:33
Supported exchange: CME_F (SIM:CBOT Financial Futures) | 2018-05-15 05:08:33
Supported exchange: DLICE_CO (D-30m:ICE US Commodities) | 2018-05-15 05:08:33
Supported exchange: CME_E (SIM:CBOT Equity Futures) | 2018-05-15 05:08:33
Supported exchange: CME_K (SIM:KCBT Futures) | 2018-05-15 05:08:33
Supported exchange: CME_O (SIM:MGEX Futures) | 2018-05-15 05:08:33
Supported exchange: DLICE_W (D-30m:ICE Canada) | 2018-05-15 05:08:33
Supported exchange: DLICE_IC (D-30m:ICE) | 2018-05-15 05:08:33
Supported exchange: CME_FOp (SIM:CBOT Financial Options) | 2018-05-15 05:08:33
Supported exchange: ICE_MOp (SIM:ICE US Metals Options) | 2018-05-15 05:08:33
Supported exchange: DLCME_Eq (D-30m:CME Equity Futures) | 2018-05-15 05:08:33
Supported exchange: E_INX (SIM:Eurex Indexes) | 2018-05-15 05:08:33
Supported exchange: ICE_M (SIM:ICE US Metals Futures) | 2018-05-15 05:08:33
Supported exchange: DLCME_EqOp (D-30m:CME Equity Options) | 2018-05-15 05:08:33
Supported exchange: CME_OOp (SIM:MGEX Options) | 2018-05-15 05:08:33
Supported exchange: DLCME_NY (D-30m:CME NYMEX Futures) | 2018-05-15 05:08:33
Supported exchange: ICE_CU (SIM:ICE US Currencies) | 2018-05-15 05:08:33
Supported exchange: ICE_C (SIM:ICE EU Commodity Futures) | 2018-05-15 05:08:33
Supported exchange: E_INT (SIM:Eurex Interest Rates) | 2018-05-15 05:08:33
Supported exchange: ICE_F (SIM:ICE EU Financial Futures) | 2018-05-15 05:08:33
Supported exchange: CME_NYOp (SIM:NYMEX Options) | 2018-05-15 05:08:33
Supported exchange: ICE_W (SIM:ICE Canada) | 2018-05-15 05:08:33
Supported exchange: ICE_COOp (SIM:ICE US Commodity Options) | 2018-05-15 05:08:33
Supported exchange: E_CUROp (SIM:Eurex Currency Options) | 2018-05-15 05:08:33
Supported exchange: DL_3d (D-3d:DELAYED 3 days Futures) | 2018-05-15 05:08:33
Supported exchange: E_BND (SIM:Eurex Fixed Income) | 2018-05-15 05:08:33
Supported exchange: CME_COOp (SIM:COMEX Options) | 2018-05-15 05:08:33
Supported exchange: ICE_COp (SIM:ICE EU Commodity Options) | 2018-05-15 05:08:33
Supported exchange: CME_InOp (SIM:CME Interest Rate Options) | 2018-05-15 05:08:33
Supported exchange: DL_2d (D-2d:DELAYED 2 days Futures) | 2018-05-15 05:08:33
Supported exchange: CME_Eq (SIM:CME Equity Futures) | 2018-05-15 05:08:33
Supported exchange: DL_4dOp (D-4d:DELAYED 4 days Options) | 2018-05-15 05:08:33
Supported exchange: CBOE_CFE (SIM:CFE) | 2018-05-15 05:08:33
Supported exchange: CME_NY (SIM:NYMEX Futures) | 2018-05-15 05:08:33
Supported exchange: DL_5dOp (D-5d:DELAYED 5 days Options) | 2018-05-15 05:08:33
Supported exchange: DL_5d (D-5d:DELAYED 5 days Futures) | 2018-05-15 05:08:33
Supported exchange: CME_FoOp (SIM:CME Foreign Exchange Options) | 2018-05-15 05:08:33
Supported exchange: DLCME_AgOp (D-30m:CME Agricultural Options) | 2018-05-15 05:08:33
Supported exchange: DLCME_CO (D-30m:CME COMEX Futures) | 2018-05-15 05:08:33
Supported exchange: DLCME_Ag (D-30m:CME Agricultural Futures) | 2018-05-15 05:08:33
HTTPS connection to www.sierrachart.com:443 (5) | Socket gracefully closed by remote side. | 2018-05-15 05:08:33
HTTPS connection to www.sierrachart.com:443 (5) | Received socket Close event. | 2018-05-15 05:08:33
HTTPS connection to www.sierrachart.com:443 (5) | Initiating close of socket by core. | 2018-05-15 05:08:33
HTTPS connection to www.sierrachart.com:443 (5) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2018-05-15 05:08:33
HTTPS connection to www.sierrachart.com:443 (5) | Closed. | 2018-05-15 05:08:33
CTS T4 FIX | Received Account Details collateral report for account: YLevel1 | 2018-05-15 05:08:35
CTS T4 FIX | Received 'Account Update/Balance Data' collateral report. | 2018-05-15 05:08:35
CTS T4 FIX | Requesting Open Orders for account: YLe*. Request ID: 2637764 | 2018-05-15 05:08:38
CTS T4 FIX | No open orders for account YLevel1 | 2018-05-15 05:08:38
ES.20180600.CME_Eq #1 | Reloading chart. | 2018-05-15 05:08:48
CTS T4 FIX | Requesting historical Fills for account: YLe*. Request ID: 2637765 | 2018-05-15 05:08:48
'Allow Support for Sierra Chart Data Feeds' is disabled. The ES.######00.CME_Eq pattern/symbol will not use the SC Exchange Data Feed. | 2018-05-15 05:08:48
CTS T4 FIX | Starting real-time market data updates for: ES.20180600.CME_Eq. ID: 1 | 2018-05-15 05:08:48
CTS T4 FIX | Requesting security definition data for: ES.20180600.CME_Eq. ID: 1 | 2018-05-15 05:08:48
Requesting market depth updates for: ES.20180600.CME_Eq if supported. | 2018-05-15 05:08:48
CTS T4 FIX | Received Account List collateral report. | 2018-05-15 05:08:48
CTS T4 FIX | Server provided no historical order fills for account 3CB27DEB-938B-4E61-8BE0-0B473BFD7BEF | 2018-05-15 05:08:48
CTS T4 FIX | Using primary service for historical data for ES.20180600.CME_Eq | 2018-05-15 05:08:48
Intraday data recording state for symbol ES.20180600.CME_Eq is set to download 'Pending'. | 2018-05-15 05:08:48
Delaying start of download for ES.20180600.CME_Eq | 2018-05-15 05:08:48
CTS T4 FIX | Sending security definition request to obtain SecurityID for symbol ES.20180600.CME_Eq | 2018-05-15 05:08:48
CTS T4 FIX | Received matching security definition for symbol ES.20180600.CME_Eq. Subscribing to data. | 2018-05-15 05:08:48
CTS T4 FIX | Subscribing to symbol ES.20180600.CME_Eq. Market: XCME_Eq ES (M18) | 2018-05-15 05:08:48
Contract-Exchange: ES-CME_Eq. Description: SIM:E-mini S&P 500 Jun18. Tick Size: .25. Value Format: 2. Price Multiplier: .01. Currency Value Per Tick: 12.5 | 2018-05-15 05:08:48
CTS T4 FIX | Received 1 security definitions for underlying symbol ES | 2018-05-15 05:08:48
Contract specifications for ES.20180600.CME_Eq. Multiplier: 0.01. Tick Size: 0.25. Value Format: 2. Currency Value per Tick: 12.5 | 2018-05-15 05:08:48
Delaying start of download for ES.20180600.CME_Eq | 2018-05-15 05:08:50
HD Request # 2 | Downloading Intraday chart data for ES.20180600.CME_Eq to the file ES.20180600.CME_Eq.scid. Service: cts | 2018-05-15 05:08:54
HD Request # 2 | Download start date-time: 2018-05-15 05:08:10.000 | 2018-05-15 05:08:54
CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:10443 | 2018-05-15 05:08:54
CTS FIX Historical Data socket (7) | Creating socket. Using TLS 1.0. | 2018-05-15 05:08:54
CTS FIX Historical Data socket (7) | Connecting to IP: 74.201.6.229. | 2018-05-15 05:08:54
CTS FIX Historical Data: Sending the Logon message. | 2018-05-15 05:08:54
CTS FIX Historical Data: Connected to Historical data server. | 2018-05-15 05:08:55
HD Request # 2 | Requesting historical Tick data for ES.20180600.CME_Eq from 2018-05-15 00:00:00 to 2018-05-15 00:00:00 (US Central Time). | 2018-05-15 05:08:55
HD Request # 2 | Receiving Intraday data for ES.20180600.CME_Eq starting at 2018-05-14 18:00:00 | 2018-05-15 05:08:57
HD Request # 2 | Timestamp of first Intraday data file record written: 2018-05-15 05:08:28 | 2018-05-15 05:08:57
HD Request # 2 | Total records received: 35136 | 2018-05-15 05:08:57
HD Request # 2 | Requesting historical Tick data for ES.20180600.CME_Eq from 2018-05-16 00:00:00 to 2018-05-16 00:00:00 (US Central Time). | 2018-05-15 05:08:57
HD Request # 2 | Total records received: 35136 | 2018-05-15 05:08:57
HD Request # 2 | Requesting historical Tick data for ES.20180600.CME_Eq from 2018-05-17 00:00:00 to 2018-05-17 00:00:00 (US Central Time). | 2018-05-15 05:08:57
HD Request # 2 | Received 35136 records from 2018-05-14 18:00:00 to 2018-05-15 05:08:52 (11.1 hours) and wrote 46 records for ES.20180600.CME_Eq | 2018-05-15 05:08:57
HD Request # 2 | Completion time: 4s | 2018-05-15 05:08:57
HD Request # 2 | Intraday data download complete for ES.20180600.CME_Eq. Unique request ID: 1 | 2018-05-15 05:08:57
Removed historical data download ID 1 | 2018-05-15 05:08:57
Real-time Intraday chart data file updates started for ES.20180600.CME_Eq | 2018-05-15 05:08:57
Intraday chart data file opened for ES.20180600.CME_Eq | 2018-05-15 05:08:57

Opened cached Intraday file: D:\SierraChart_Building_Distributions\Data\ES.20180600.CME_Eq.scid | 2018-05-15 05:09:05
CTS FIX Historical Data socket (7) | Socket gracefully closed by remote side. | 2018-05-15 05:09:57
CTS FIX Historical Data socket (7) | Received socket Close event. | 2018-05-15 05:09:57
CTS FIX Historical Data socket (7) | Initiating close of socket by core. | 2018-05-15 05:09:57
CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2018-05-15 05:09:57
CTS FIX Historical Data socket (7) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2018-05-15 05:09:57
CTS FIX Historical Data socket (7) | Closed. | 2018-05-15 05:09:57
CTS FIX Historical Data: Disconnected. | 2018-05-15 05:09:57
Attachment Deleted.
imageCTS_Connection_Problems.png / V - Attached On 2018-05-15 09:15:51 UTC - Size: 206.76 KB - 216 views
[2018-05-15 09:54:56]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
You are running an older version. Update following the instructions here:
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