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No Time & Sales data for 5-Year T-Note

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[2018-07-17 14:49:41] #1 [Go To First Post]
User988535 - Posts: 2
Hi, I've been trying to get Sierra Chart to set up for trading Bonds/Treasuries. I have an account with AMP and the have the CQG Globex Data Bundle. Whenever I open up the DOM for the 10-Year ZN/TYA, or the 30-Year Bond ZB/USA, I can see order books, as well as well as individual ticks through time & sales. However, if I open up the Chart or DOM for the 5-year T-Note, ZF/FVA, I can only see the order books. Strangely I am able to see the full books along with bid/ask pulling/stacking, and I'm also able to download historical data for the symbol, but no fresh tick data or time & sales data ever makes it to my system. Attached is my log. Reading Internal Order ID file. \| 2018-07-17 10:47:28 Reading Trade Orders file. \| 2018-07-17 10:47:28 Reading Trade Positions and Account Balance file. \| 2018-07-17 10:47:28 Listening on UDP port 22904. \| 2018-07-17 10:47:28 Software version: 1776 64-bit \| 2018-07-17 10:47:28 Enabled for: Advanced Features. \| 2018-07-17 10:47:28 Enabled for: Advanced Features 2. \| 2018-07-17 10:47:28 Enabled for: Sierra Chart Historical Data Service. \| 2018-07-17 10:47:28 Allow Support for Sierra Chart Data Feeds is enabled. \| 2018-07-17 10:47:28 Current selected Data/Trading service: CQG FIX Trading \| 2018-07-17 10:47:28 Chart Update Interval: 16 \| 2018-07-17 10:47:28 Data/Trade Service Settings automatically set. \| 2018-07-17 10:47:28 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) \| 2018-07-17 10:47:28 2018-07-17 23:47:28 Local computer time \| 2018-07-17 10:47:28 2018-07-17 14:47:28 Local computer time in UTC \| 2018-07-17 10:47:28 2018-07-17 10:47:28 Local computer time in SC Time Zone \| 2018-07-17 10:47:28 2018-07-17 14:47:28 Server time in UTC \| 2018-07-17 10:47:28 Local computer UTC time and Server UTC time difference: 1 seconds. \| 2018-07-17 10:47:28 Program path: C:\SierraChart\ \| 2018-07-17 10:47:28 Data Files path: C:\SierraChart\Data\ \| 2018-07-17 10:47:28 OS Version Number: 10.0 \| 2018-07-17 10:47:28 Locale Setting: C \| 2018-07-17 10:47:28 Created the DTC Protocol server. \| 2018-07-17 10:47:28 DTC Protocol Server listening on port 11099. \| 2018-07-17 10:47:28 Created the DTC Protocol historical data server. \| 2018-07-17 10:47:28 HD Server Manager \| Listening on port 11098 \| 2018-07-17 10:47:28 Checking for new symbol settings for service code cqg \| 2018-07-17 10:47:28 HTTPS connection to www.sierrachart.com:443 (4) \| Creating socket. Using TLS 1.2. \| 2018-07-17 10:47:28 HTTPS connection to www.sierrachart.com:443 (4) \| Connecting to IP: 204.15.192.108. \| 2018-07-17 10:47:28 Received 5 login tokens. \| 2018-07-17 10:47:29 Symbol settings are up-to-date for cqg \| 2018-07-17 10:47:29 HTTPS connection to www.sierrachart.com:443 (5) \| Creating socket. Using TLS 1.2. \| 2018-07-17 10:47:30 HTTPS connection to www.sierrachart.com:443 (5) \| Connecting to IP: 204.15.192.108. \| 2018-07-17 10:47:30 HTTPS connection to login.sierrachart.com:443 (1) \| Socket gracefully closed by remote side. \| 2018-07-17 10:47:33 HTTPS connection to login.sierrachart.com:443 (1) \| Received socket Close event. \| 2018-07-17 10:47:33 HTTPS connection to login.sierrachart.com:443 (1) \| Initiating close of socket by core. \| 2018-07-17 10:47:33 HTTPS connection to login.sierrachart.com:443 (1) \| Graceful close received or receive error. Shutdown complete. Closing socket now. \| 2018-07-17 10:47:33 HTTPS connection to login.sierrachart.com:443 (1) \| Closed. \| 2018-07-17 10:47:33 HTTPS connection to www.sierrachart.com:443 (2) \| Socket gracefully closed by remote side. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (2) \| Received socket Close event. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (2) \| Initiating close of socket by core. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (2) \| Graceful close received or receive error. Shutdown complete. Closing socket now. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (2) \| Closed. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (4) \| Socket gracefully closed by remote side. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (4) \| Received socket Close event. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (4) \| Initiating close of socket by core. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (4) \| Graceful close received or receive error. Shutdown complete. Closing socket now. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (4) \| Closed. \| 2018-07-17 10:47:34 HTTPS connection to www.sierrachart.com:443 (5) \| Socket gracefully closed by remote side. \| 2018-07-17 10:47:36 HTTPS connection to www.sierrachart.com:443 (5) \| Received socket Close event. \| 2018-07-17 10:47:36 HTTPS connection to www.sierrachart.com:443 (5) \| Initiating close of socket by core. \| 2018-07-17 10:47:36 HTTPS connection to www.sierrachart.com:443 (5) \| Graceful close received or receive error. Shutdown complete. Closing socket now. \| 2018-07-17 10:47:36 HTTPS connection to www.sierrachart.com:443 (5) \| Closed. \| 2018-07-17 10:47:36 CQG FIX: Connecting to fixapi.cqgtrader.com. Port: 6925. \| 2018-07-17 10:47:39 CQG FIX socket (6) \| Creating socket. Using TLS 1.2. \| 2018-07-17 10:47:39 CQG FIX socket (6) \| Connecting to IP: 208.48.16.214. \| 2018-07-17 10:47:39 CQG FIX: Sending the Logon message. \| 2018-07-17 10:47:39 CQG FIX Trading \| Connected to trading server. \| 2018-07-17 10:47:40 CQG FIX Trading \| Connecting to server api.cqg.com \| 2018-07-17 10:47:40 CQG WebSocket \| Connecting to WebSocket server. \| 2018-07-17 10:47:40 CQG WebSocket socket (7) \| Creating socket. Using TLS 1.2. \| 2018-07-17 10:47:40 CQG WebSocket socket (7) \| Connecting to IP: 118.201.11.218. \| 2018-07-17 10:47:40 CQG WebSocket \| Opening WebSocket. \| 2018-07-17 10:47:41 CQG WebSocket \| Sending WebSocket handshake. \| 2018-07-17 10:47:41 CQG FIX \| FCM name: AMP \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. HTTP/1.1 101 Switching Protocols \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. Connection: upgrade \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. Sec-WebSocket-Accept: chPDY2iJD92wJQv8VhKtg19kyjY= \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. Server: WebSocket++/0.7.0 \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. Upgrade: websocket \| 2018-07-17 10:47:41 CQG WebSocket \| Header line. \| 2018-07-17 10:47:41 CQG WebSocket \| Web socket state is now open. \| 2018-07-17 10:47:41 CQG FIX Trading \| WebSocket connected. \| 2018-07-17 10:47:41 CQG FIX Trading \| Sending market data logon message. \| 2018-07-17 10:47:41 CQG FIX Trading \| Base Time: 2018-07-02T21:50:23. 2018-07-02 21:50:23 \| 2018-07-17 10:47:41 CQG FIX Trading \| Logon successful. Session Token = kuejYSvABJHNkGE1H2db0p3aVWAczggZ48bwTdya7tM2UO/cn/0arKnQEDLWqZGGFpweK0X7+GF \| 2018-07-17 10:47:41 CQG FIX Trading \| Connected to data and trading server. \| 2018-07-17 10:47:41 F.US.FVAU18 1 Min #1 \| Reloading chart. \| 2018-07-17 10:47:56 CQG FIX Trading \| Starting real-time market data updates for: F.US.FVAU18. ID: 1 \| 2018-07-17 10:47:56 CQG FIX Trading \| Sending symbol resolution request for F.US.FVAU18. ID: 821132 \| 2018-07-17 10:47:56 CQG FIX Trading \| Requesting security definition data for: F.US.FVAU18. ID: 1 \| 2018-07-17 10:47:56 Intraday data recording state for symbol F.US.FVAU18 is set to download 'Pending'. \| 2018-07-17 10:47:56 Delaying start of download for F.US.FVAU18 \| 2018-07-17 10:47:56 CQG FIX Trading \| Received symbol resolution report for symbol F.US.FVAU8. Search Symbol: F.US.FVAU18. Request ID: 821132. Contract ID: 1. \| 2018-07-17 10:47:56 CQG FIX Trading \| Requesting market data for F.US.FVAU18 \| 2018-07-17 10:47:56 HD Request # 2 \| Downloading Intraday chart data for F.US.FVAU18 to the file F.US.FVAU18.scid. Service: cqg \| 2018-07-17 10:48:02 HD Request # 2 \| Download start date-time: 2018-07-17 10:23:09.000 \| 2018-07-17 10:48:02 HD Request # 2 \| Using server: ds4.sierracharts.com port 10149 \| 2018-07-17 10:48:02 Socket (8) \| Creating socket. \| 2018-07-17 10:48:02 Socket (8) \| Connecting to IP: 192.81.56.146. \| 2018-07-17 10:48:02 HD Request # 2 \| Setting DTC encoding to Binary VLS \| 2018-07-17 10:48:02 HD Request # 2 \| Sending historical data logon request message. \| 2018-07-17 10:48:02 HD Request # 2 \| Requesting Intraday data. Start date-time: 2018-07-17 10:23:09. Record interval: 0. Symbol: F.US.FVAU18 \| 2018-07-17 10:48:02 HD Request # 2 \| Decompressing data. \| 2018-07-17 10:48:03 HD Request # 2 \| Receiving Intraday data for F.US.FVAU18 starting at 2018-07-17 10:23:09 \| 2018-07-17 10:48:03 HD Request # 2 \| Timestamp of first Intraday data file record written: 2018-07-17 10:23:16 \| 2018-07-17 10:48:03 Socket (8) \| Initiating close of socket by core. \| 2018-07-17 10:48:03 Socket (8) \| Shutdown started. Waiting for graceful close. \| 2018-07-17 10:48:03 Historical data download thread signaled to stop. \| 2018-07-17 10:48:03 HD Request # 2 \| Received 2611 records from 2018-07-17 10:23:09 to 2018-07-17 10:47:38 (24.5 minutes) and wrote 2606 records for F.US.FVAU18 \| 2018-07-17 10:48:03 HD Request # 2 \| Completion time: 1s \| 2018-07-17 10:48:03 HD Request # 2 \| Intraday data download complete for F.US.FVAU18. Unique request ID: 1 \| 2018-07-17 10:48:03 Removed historical data download ID 1 \| 2018-07-17 10:48:03 Real-time Intraday chart data file updates started for F.US.FVAU18 \| 2018-07-17 10:48:03 Intraday chart data file opened for F.US.FVAU18 \| 2018-07-17 10:48:03 Socket (8) \| Socket gracefully closed by remote side. \| 2018-07-17 10:48:03 Socket (8) \| Closed. \| 2018-07-17 10:48:03 F.US.FVAU18 #2 \| Reloading chart. \| 2018-07-17 10:48:16 Requesting market depth updates for: F.US.FVAU18 if supported. \| 2018-07-17 10:48:21 CQG FIX Trading \| Requesting market data including full depth for F.US.FVAU18 \| 2018-07-17 10:48:21 F.US.FVAU18 5 Sec #1 \| Reloading chart. \| 2018-07-17 10:48:36

[2018-07-17 18:53:51] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This does not really make sense. Open a chart for that symbol and then go to File >> Open Time and Sales Window. You should be seeing the trades in there. Documentation: Time and Sales Window 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: 2018-07-17 18:54:10

[2018-07-18 04:59:33] #3 [Go To First Post]
User988535 - Posts: 2
I agree, it doesn't make sense. Here's a screenshot I took yesterday while I discussed with my broker: https://i.imgur.com/vewim8y.png As you can see, the chart stopped receiving data after 9:58 for the symbol FVAU18. Notice the two T&S windows. The one on the left is for the same symbol, the 5-year note FVA. The second window on the right shows T&S for the 10-year note, TYA. That one does have time and sales. You can also see on the chart DOM, it is showing me the bid/ask pulling/stacking along with the order book, but strangely the bid/ask price on the DOM isn't correct. Other things I have tried: Deleting & re-downloading the data multiple times. Having my broker reset my data feed from the trade desk side. Changing my Chart update speed to 200ms. Alternating between CQG Fix and CQG Web Api. Update: I have also updated my Sierra Chart to the latest version and the issue still persists. Update 2: I left my Charts running for about 15 minutes. TYA gets time & sales and updates as usual. VFA does not receive any data. In fact, my chart simply stopped updating after 4:00 and T&S remained empty. After pressing Delete all data and re download, my charts got the historical data, and showed that trades did occur after 4:00, yet my system did not receive anything. https://imgur.com/v9HhCFr - This image was taken after leaving Sierra chart running from ~4:00 until ~4:20, seeing no T&S, then hitting delete and refresh all data. Again, I am not clearing the T&S, nor does redownloading historical data even clear the T&S window as I have tested on other symbols. https://imgur.com/1YMoUPc - Notice volume is listed as "Volume: 64" versus the previous image "Volume 2." Looking at the times and volume on both charts, you can see a few trades at 4:16-4:19, which is shown correctly on both charts. But on the 2nd chart, the trades occurring from 4:20 - 4:24 were received from historical data, not through T&S, even though I let my charts run completely during those times, as proven by T&S time stamps on the other T&S window. Also - Chart Doms & order books are really weird, but they have different numbers for levels - thus I am somehow receiving some data about pulling/stacking. Date Time Of Last Edit: 2018-07-18 08:31:43

[2018-07-18 17:15:07] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Enter your telephone number here and we will call look and this with remote assistance: https://www.sierrachart.com/UserControlPanel.php?page=ManageAccountInfo Let us know when done. This would have to be a CQG data feed issue. 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: 2018-07-18 17:15:28

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