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Direct MessagesDate/Time: Thu, 25 Apr 2024 19:17:59 +0000
CQG Data feed Disconnects during volume spikes
View Count: 1265
| [2019-02-14 18:56:32] |
| User814219 - Posts: 38 |
|
At 10:38am EST today, there was a sharp move down on the NQ. My CQG datafeed with AMP Futures suddenly disconnected. It automatically reconnected around 30 seconds later but I basically missed the entire move due to the disconnection. I confirmed with AMP that this was NOT a CQG datafeed issue. There were no data disconnects attributed to CQG at that time. This also happened 3-4 times before, all during high volume spikes. The last time this happened was just yesterday at 2/12/2018, 7:12pm EST on the NQ during a sudden high volume spike up. My charts have a chart update interval setting of 200ms with my Trade Dom chart update interval set to 10ms. I wonder if the reason why SC feezes and disconnects during high volume spikes is due to the Trade Dom update interval set too low. Log: CQG WebSocket | WebSocket received OpCode Close. Received status code: 1000 | 2019-02-15 00:38:14 CQG FIX Trading | WebSocket closed. | 2019-02-15 00:38:14 Connection to the external service has been lost. | 2019-02-15 00:38:14 CQG FIX: DisconnectFIX called. | 2019-02-15 00:38:14 CQG FIX: Sending a Logout message. | 2019-02-15 00:38:14 CQG FIX Trading | Disconnected. | 2019-02-15 00:38:14 CQG FIX socket (1) | Write in progress. Shutdown being delayed. | 2019-02-15 00:38:14 CQG FIX Trading | Sending Web API Logoff message. | 2019-02-15 00:38:14 CQG WebSocket | WebSocket closed. | 2019-02-15 00:38:14 CQG WebSocket socket (2) | Write in progress. Shutdown being delayed. | 2019-02-15 00:38:14 CQG FIX Trading | WebSocket closed. | 2019-02-15 00:38:14 CQG FIX Trading | Disconnected. | 2019-02-15 00:38:14 Will reconnect to the server in 3.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. | 2019-02-15 00:38:14 CQG WebSocket socket (2) | Write has completed. Shutdown being performed. | 2019-02-15 00:38:14 CQG WebSocket socket (2) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:14 CQG FIX socket (1) | Write has completed. Shutdown being performed. | 2019-02-15 00:38:14 CQG FIX socket (1) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:14 CQG WebSocket socket (2) | Socket gracefully closed by remote side. | 2019-02-15 00:38:14 CQG WebSocket socket (2) | Closed. | 2019-02-15 00:38:14 CQG FIX socket (1) | Socket gracefully closed by remote side. | 2019-02-15 00:38:14 CQG FIX socket (1) | Closed. | 2019-02-15 00:38:14 CQG FIX: Connecting to fixapi.cqgtrader.com. Port: 6925. | 2019-02-15 00:38:17 CQG FIX socket (1) | Creating socket. Using TLS 1.2. | 2019-02-15 00:38:17 CQG FIX socket (1) | Connecting to IP: 208.48.16.214. | 2019-02-15 00:38:17 CQG FIX: Sending the Logon message. | 2019-02-15 00:38:18 CQG FIX Trading | Connected to trading server. | 2019-02-15 00:38:18 CQG FIX Trading | Connecting to server api.cqg.com | 2019-02-15 00:38:18 CQG WebSocket | Connecting to WebSocket server. | 2019-02-15 00:38:18 CQG FIX | FCM name: AMP | 2019-02-15 00:38:19 CQG WebSocket socket (2) | Creating socket. Using TLS 1.2. | 2019-02-15 00:38:19 CQG WebSocket socket (2) | Connecting to IP: 118.201.11.218. | 2019-02-15 00:38:19 CQG WebSocket | Opening WebSocket. | 2019-02-15 00:38:19 CQG WebSocket | Sending WebSocket handshake. | 2019-02-15 00:38:19 CQG WebSocket | Header line. HTTP/1.1 101 Switching Protocols | 2019-02-15 00:38:19 CQG WebSocket | Header line. Connection: upgrade | 2019-02-15 00:38:19 CQG WebSocket | Header line. Sec-WebSocket-Accept: +0Jrl4veaprZwDz/KVI+fb3DMi0= | 2019-02-15 00:38:19 CQG WebSocket | Header line. Server: WebSocket++/0.7.0 | 2019-02-15 00:38:19 CQG WebSocket | Header line. Upgrade: websocket | 2019-02-15 00:38:19 CQG WebSocket | Header line. | 2019-02-15 00:38:19 CQG WebSocket | Web socket state is now open. | 2019-02-15 00:38:19 CQG FIX Trading | WebSocket connected. | 2019-02-15 00:38:19 CQG FIX Trading | Sending market data logon message. | 2019-02-15 00:38:19 CQG FIX Trading | Base Time: 2019-02-06T21:31:13. 2019-02-06 21:31:13 | 2019-02-15 00:38:20 CQG FIX Trading | Logon successful. Session Token = UF0rCLE1XxzH8liszBh4TqKIUoBmWsmi8ql/seY0aKkcSctHWCCKeHF4/70ekwumoe3bSJHZKwO | 2019-02-15 00:38:20 CQG FIX Trading | Connected to data and trading server. | 2019-02-15 00:38:20 CQG FIX Trading | Starting real-time market data updates for: F.US.ENQH19. ID: 1 Service code: cqg | 2019-02-15 00:38:20 CQG FIX Trading | Sending symbol resolution request for F.US.ENQH19. ID: 542844 | 2019-02-15 00:38:20 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:20 CQG FIX Trading | Requesting security definition data for: F.US.ENQH19. ID: 1 | 2019-02-15 00:38:20 Intraday data recording state for symbol F.US.ENQH19 is set to download 'Pending'. | 2019-02-15 00:38:20 Delaying start of download for F.US.ENQH19 | 2019-02-15 00:38:20 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:20 CQG FIX Trading | Starting real-time market data updates for: F.US.RTYH19. ID: 2 Service code: cqg | 2019-02-15 00:38:20 CQG FIX Trading | Sending symbol resolution request for F.US.RTYH19. ID: 542845 | 2019-02-15 00:38:20 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:20 CQG FIX Trading | Requesting security definition data for: F.US.RTYH19. ID: 2 | 2019-02-15 00:38:20 Intraday data recording state for symbol F.US.RTYH19 is set to download 'Pending'. | 2019-02-15 00:38:20 CQG FIX Trading | Starting real-time market data updates for: F.US.YMH19. ID: 3 Service code: cqg | 2019-02-15 00:38:20 CQG FIX Trading | Sending symbol resolution request for F.US.YMH19. ID: 542846 | 2019-02-15 00:38:20 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:20 CQG FIX Trading | Requesting security definition data for: F.US.YMH19. ID: 3 | 2019-02-15 00:38:20 Intraday data recording state for symbol F.US.YMH19 is set to download 'Pending'. | 2019-02-15 00:38:20 CQG FIX Trading | Starting real-time market data updates for: F.US.EU6H19. ID: 4 Service code: cqg | 2019-02-15 00:38:20 CQG FIX Trading | Sending symbol resolution request for F.US.EU6H19. ID: 542847 | 2019-02-15 00:38:20 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:20 CQG FIX Trading | Requesting security definition data for: F.US.EU6H19. ID: 4 | 2019-02-15 00:38:20 Intraday data recording state for symbol F.US.EU6H19 is set to download 'Pending'. | 2019-02-15 00:38:20 CQG FIX Trading | Starting real-time market data updates for: F.US.BP6H19. ID: 5 Service code: cqg | 2019-02-15 00:38:20 CQG FIX Trading | Sending symbol resolution request for F.US.BP6H19. ID: 542848 | 2019-02-15 00:38:20 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:20 CQG FIX Trading | Requesting security definition data for: F.US.BP6H19. ID: 5 | 2019-02-15 00:38:20 Intraday data recording state for symbol F.US.BP6H19 is set to download 'Pending'. | 2019-02-15 00:38:20 CQG FIX Trading | Starting real-time market data updates for: F.US.EPH19. ID: 6 Service code: cqg | 2019-02-15 00:38:21 CQG FIX Trading | Sending symbol resolution request for F.US.EPH19. ID: 542849 | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:21 CQG FIX Trading | Requesting security definition data for: F.US.EPH19. ID: 6 | 2019-02-15 00:38:21 Intraday data recording state for symbol F.US.EPH19 is set to download 'Pending'. | 2019-02-15 00:38:21 CQG FIX Trading | Starting real-time market data updates for: F.US.JY6H19. ID: 7 Service code: cqg | 2019-02-15 00:38:21 CQG FIX Trading | Sending symbol resolution request for F.US.JY6H19. ID: 542850 | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:21 CQG FIX Trading | Requesting security definition data for: F.US.JY6H19. ID: 7 | 2019-02-15 00:38:21 Intraday data recording state for symbol F.US.JY6H19 is set to download 'Pending'. | 2019-02-15 00:38:21 CQG FIX Trading | Starting real-time market data updates for: F.US.NGEH19. ID: 8 Service code: cqg | 2019-02-15 00:38:21 CQG FIX Trading | Sending symbol resolution request for F.US.NGEH19. ID: 542851 | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:21 CQG FIX Trading | Requesting security definition data for: F.US.NGEH19. ID: 8 | 2019-02-15 00:38:21 Intraday data recording state for symbol F.US.NGEH19 is set to download 'Pending'. | 2019-02-15 00:38:21 CQG FIX Trading | Starting real-time market data updates for: F.US.GCEJ19. ID: 9 Service code: cqg | 2019-02-15 00:38:21 CQG FIX Trading | Sending symbol resolution request for F.US.GCEJ19. ID: 542852 | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:21 CQG FIX Trading | Requesting security definition data for: F.US.GCEJ19. ID: 9 | 2019-02-15 00:38:21 Intraday data recording state for symbol F.US.GCEJ19 is set to download 'Pending'. | 2019-02-15 00:38:21 CQG FIX Trading | Starting real-time market data updates for: F.US.CLEJ19. ID: 11 Service code: cqg | 2019-02-15 00:38:21 CQG FIX Trading | Sending symbol resolution request for F.US.CLEJ19. ID: 542853 | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:21 CQG FIX Trading | Requesting security definition data for: F.US.CLEJ19. ID: 11 | 2019-02-15 00:38:21 CQG FIX Trading | Starting real-time market data updates for: F.US.CLEH19. ID: 10 Service code: cqg | 2019-02-15 00:38:21 CQG FIX Trading | Sending symbol resolution request for F.US.CLEH19. ID: 542854 | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:21 CQG FIX Trading | Requesting security definition data for: F.US.CLEH19. ID: 10 | 2019-02-15 00:38:21 Intraday data recording state for symbol F.US.CLEH19 is set to download 'Pending'. | 2019-02-15 00:38:21 CQG FIX Trading | Starting real-time market data updates for: F.US.HSIG19. ID: 12 Service code: cqg | 2019-02-15 00:38:21 CQG FIX Trading | Sending symbol resolution request for F.US.HSIG19. ID: 542855 | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:21 CQG FIX Trading | Requesting security definition data for: F.US.HSIG19. ID: 12 | 2019-02-15 00:38:21 Intraday data recording state for symbol F.US.HSIG19 is set to download 'Pending'. | 2019-02-15 00:38:21 CQG FIX Trading | Starting real-time market data updates for: F.US.DDH19. ID: 13 Service code: cqg | 2019-02-15 00:38:21 CQG FIX Trading | Sending symbol resolution request for F.US.DDH19. ID: 542856 | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for | 2019-02-15 00:38:21 CQG FIX Trading | Requesting security definition data for: F.US.DDH19. ID: 13 | 2019-02-15 00:38:21 Intraday data recording state for symbol F.US.DDH19 is set to download 'Pending'. | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.ENQH19. Search Symbol: F.US.ENQH19. Request ID: 542844. Contract ID: 1. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.ENQH19 | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.RTYH19. Search Symbol: F.US.RTYH19. Request ID: 542845. Contract ID: 2. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.RTYH19 | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.YMH19. Search Symbol: F.US.YMH19. Request ID: 542846. Contract ID: 3. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.YMH19 | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.EU6H19. Search Symbol: F.US.EU6H19. Request ID: 542847. Contract ID: 4. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.EU6H19 | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.BP6H19. Search Symbol: F.US.BP6H19. Request ID: 542848. Contract ID: 5. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.BP6H19 | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.EPH19. Search Symbol: F.US.EPH19. Request ID: 542849. Contract ID: 6. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.EPH19 | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.JY6H19. Search Symbol: F.US.JY6H19. Request ID: 542850. Contract ID: 7. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.JY6H19 | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Market data subscription for was unsuccessful. Text: Contract was not found. | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.NGEH19. Search Symbol: F.US.NGEH19. Request ID: 542851. Contract ID: 8. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.NGEH19 | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.GCEJ19. Search Symbol: F.US.GCEJ19. Request ID: 542852. Contract ID: 9. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.GCEJ19 | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.CLEJ19. Search Symbol: F.US.CLEJ19. Request ID: 542853. Contract ID: 10. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.CLEJ19 | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.CLEH19. Search Symbol: F.US.CLEH19. Request ID: 542854. Contract ID: 11. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.CLEH19 | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.HSIG19. Search Symbol: F.US.HSIG19. Request ID: 542855. Contract ID: 12. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.HSIG19 | 2019-02-15 00:38:21 CQG FIX Trading | Received symbol resolution report for symbol F.US.DDH19. Search Symbol: F.US.DDH19. Request ID: 542856. Contract ID: 13. | 2019-02-15 00:38:21 CQG FIX Trading | Requesting market data for F.US.DDH19 | 2019-02-15 00:38:21 Requesting market depth updates for: F.US.BP6H19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.BP6H19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.CLEH19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.CLEH19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.CLEJ19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.CLEJ19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.DDH19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.DDH19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.ENQH19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.ENQH19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.EPH19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.EPH19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.EU6H19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.EU6H19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.GCEJ19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.GCEJ19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.HSIG19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.HSIG19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.JY6H19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.JY6H19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.NGEH19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.NGEH19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.RTYH19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.RTYH19 | 2019-02-15 00:38:25 Requesting market depth updates for: F.US.YMH19 if supported. | 2019-02-15 00:38:25 CQG FIX Trading | Requesting market data including full depth for F.US.YMH19 | 2019-02-15 00:38:25 HD Request # 58 | Downloading Intraday chart data for F.US.ENQH19 to the file F.US.ENQH19.scid. Service: cqg | 2019-02-15 00:38:26 HD Request # 58 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:26 HD Request # 58 | Using server: ds3.sierracharts.com port 10149 | 2019-02-15 00:38:26 Socket (3) | Creating socket. | 2019-02-15 00:38:26 Socket (3) | Connecting to IP: 65.182.172.42. | 2019-02-15 00:38:26 HD Request # 58 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:26 HD Request # 58 | Sending historical data logon request message. | 2019-02-15 00:38:26 HD Request # 58 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.ENQH19 | 2019-02-15 00:38:27 HD Request # 58 | Decompressing data. | 2019-02-15 00:38:27 HD Request # 58 | Receiving Intraday data for F.US.ENQH19 starting at 2019-02-15 00:37:40 | 2019-02-15 00:38:27 HD Request # 58 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:41 | 2019-02-15 00:38:27 Socket (3) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:27 Historical data download thread signaled to stop. | 2019-02-15 00:38:27 HD Request # 58 | Received 6458 records from 2019-02-15 00:37:40 to 2019-02-15 00:38:26 (46.1 seconds) and wrote 6328 records for F.US.ENQH19 | 2019-02-15 00:38:27 HD Request # 58 | Completion time: 2s | 2019-02-15 00:38:27 HD Request # 58 | Intraday data download complete for F.US.ENQH19. Unique request ID: 57 | 2019-02-15 00:38:27 Removed historical data download ID 57 | 2019-02-15 00:38:27 Real-time Intraday chart data file updates started for F.US.ENQH19 | 2019-02-15 00:38:27 Intraday chart data file opened for F.US.ENQH19 | 2019-02-15 00:38:27 HD Request # 59 | Downloading Intraday chart data for F.US.RTYH19 to the file F.US.RTYH19.scid. Service: cqg | 2019-02-15 00:38:27 HD Request # 59 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:27 HD Request # 59 | Using server: ds4.sierracharts.com port 10150 | 2019-02-15 00:38:27 Socket (4) | Creating socket. | 2019-02-15 00:38:27 Socket (4) | Connecting to IP: 192.81.56.146. | 2019-02-15 00:38:27 Socket (3) | Socket gracefully closed by remote side. | 2019-02-15 00:38:27 Socket (3) | Closed. | 2019-02-15 00:38:27 HD Request # 59 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:28 HD Request # 59 | Sending historical data logon request message. | 2019-02-15 00:38:28 HD Request # 59 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.RTYH19 | 2019-02-15 00:38:28 HD Request # 59 | Decompressing data. | 2019-02-15 00:38:28 HD Request # 59 | Receiving Intraday data for F.US.RTYH19 starting at 2019-02-15 00:37:40 | 2019-02-15 00:38:28 HD Request # 59 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:41 | 2019-02-15 00:38:28 Socket (4) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:28 Historical data download thread signaled to stop. | 2019-02-15 00:38:28 HD Request # 59 | Received 1510 records from 2019-02-15 00:37:40 to 2019-02-15 00:38:27 (47.0 seconds) and wrote 1490 records for F.US.RTYH19 | 2019-02-15 00:38:28 HD Request # 59 | Completion time: 1s | 2019-02-15 00:38:28 HD Request # 59 | Intraday data download complete for F.US.RTYH19. Unique request ID: 58 | 2019-02-15 00:38:28 Removed historical data download ID 58 | 2019-02-15 00:38:28 Real-time Intraday chart data file updates started for F.US.RTYH19 | 2019-02-15 00:38:28 Intraday chart data file opened for F.US.RTYH19 | 2019-02-15 00:38:28 HD Request # 60 | Downloading Intraday chart data for F.US.YMH19 to the file F.US.YMH19.scid. Service: cqg | 2019-02-15 00:38:28 HD Request # 60 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:28 HD Request # 60 | Using server: ds3.sierracharts.com port 10149 | 2019-02-15 00:38:28 Socket (3) | Creating socket. | 2019-02-15 00:38:28 Socket (3) | Connecting to IP: 65.182.172.42. | 2019-02-15 00:38:28 Socket (4) | Socket gracefully closed by remote side. | 2019-02-15 00:38:28 Socket (4) | Closed. | 2019-02-15 00:38:28 HD Request # 60 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:29 HD Request # 60 | Sending historical data logon request message. | 2019-02-15 00:38:29 HD Request # 60 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.YMH19 | 2019-02-15 00:38:29 HD Request # 60 | Decompressing data. | 2019-02-15 00:38:29 HD Request # 60 | Receiving Intraday data for F.US.YMH19 starting at 2019-02-15 00:37:40 | 2019-02-15 00:38:29 HD Request # 60 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:41 | 2019-02-15 00:38:29 Socket (3) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:29 Historical data download thread signaled to stop. | 2019-02-15 00:38:29 HD Request # 60 | Received 3848 records from 2019-02-15 00:37:40 to 2019-02-15 00:38:28 (48.0 seconds) and wrote 3824 records for F.US.YMH19 | 2019-02-15 00:38:29 HD Request # 60 | Completion time: 1s | 2019-02-15 00:38:29 HD Request # 60 | Intraday data download complete for F.US.YMH19. Unique request ID: 59 | 2019-02-15 00:38:29 Removed historical data download ID 59 | 2019-02-15 00:38:29 Real-time Intraday chart data file updates started for F.US.YMH19 | 2019-02-15 00:38:29 Intraday chart data file opened for F.US.YMH19 | 2019-02-15 00:38:29 HD Request # 61 | Downloading Intraday chart data for F.US.EU6H19 to the file F.US.EU6H19.scid. Service: cqg | 2019-02-15 00:38:29 HD Request # 61 | Download start date-time: 2019-02-15 00:37:41.000 | 2019-02-15 00:38:29 HD Request # 61 | Using server: ds4.sierracharts.com port 10150 | 2019-02-15 00:38:29 Socket (4) | Creating socket. | 2019-02-15 00:38:29 Socket (4) | Connecting to IP: 192.81.56.146. | 2019-02-15 00:38:29 Socket (3) | Socket gracefully closed by remote side. | 2019-02-15 00:38:29 Socket (3) | Closed. | 2019-02-15 00:38:29 HD Request # 61 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:30 HD Request # 61 | Sending historical data logon request message. | 2019-02-15 00:38:30 Opened cached Intraday file: C:\SierraChart\Data\F.US.ENQH19.scid | 2019-02-15 00:38:30 Opened cached Intraday file: C:\SierraChart\Data\F.US.RTYH19.scid | 2019-02-15 00:38:30 Opened cached Intraday file: C:\SierraChart\Data\F.US.YMH19.scid | 2019-02-15 00:38:30 HD Request # 61 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:41. Record interval: 0. Symbol: F.US.EU6H19 | 2019-02-15 00:38:30 HD Request # 61 | Decompressing data. | 2019-02-15 00:38:30 HD Request # 61 | Receiving Intraday data for F.US.EU6H19 starting at 2019-02-15 00:37:41 | 2019-02-15 00:38:30 HD Request # 61 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:41 | 2019-02-15 00:38:30 Historical data download thread signaled to stop. | 2019-02-15 00:38:30 Socket (4) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:30 HD Request # 61 | Received 1338 records from 2019-02-15 00:37:41 to 2019-02-15 00:38:28 (47.0 seconds) and wrote 1337 records for F.US.EU6H19 | 2019-02-15 00:38:30 HD Request # 61 | Completion time: 1s | 2019-02-15 00:38:30 HD Request # 61 | Intraday data download complete for F.US.EU6H19. Unique request ID: 60 | 2019-02-15 00:38:30 Removed historical data download ID 60 | 2019-02-15 00:38:30 Real-time Intraday chart data file updates started for F.US.EU6H19 | 2019-02-15 00:38:30 Intraday chart data file opened for F.US.EU6H19 | 2019-02-15 00:38:30 HD Request # 62 | Downloading Intraday chart data for F.US.BP6H19 to the file F.US.BP6H19.scid. Service: cqg | 2019-02-15 00:38:30 HD Request # 62 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:30 HD Request # 62 | Using server: ds3.sierracharts.com port 10149 | 2019-02-15 00:38:30 Socket (3) | Creating socket. | 2019-02-15 00:38:30 Socket (3) | Connecting to IP: 65.182.172.42. | 2019-02-15 00:38:30 Socket (4) | Socket gracefully closed by remote side. | 2019-02-15 00:38:30 Socket (4) | Closed. | 2019-02-15 00:38:30 HD Request # 62 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:31 HD Request # 62 | Sending historical data logon request message. | 2019-02-15 00:38:31 HD Request # 62 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.BP6H19 | 2019-02-15 00:38:31 HD Request # 62 | Decompressing data. | 2019-02-15 00:38:31 HD Request # 62 | Receiving Intraday data for F.US.BP6H19 starting at 2019-02-15 00:37:45 | 2019-02-15 00:38:31 HD Request # 62 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:45 | 2019-02-15 00:38:31 Socket (3) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:31 Historical data download thread signaled to stop. | 2019-02-15 00:38:31 HD Request # 62 | Received 293 records from 2019-02-15 00:37:45 to 2019-02-15 00:38:26 (41.0 seconds) and wrote 293 records for F.US.BP6H19 | 2019-02-15 00:38:31 Added 1 Time and Sales records to Intraday data file for F.US.BP6H19 after download. | 2019-02-15 00:38:31 HD Request # 62 | Completion time: 0s | 2019-02-15 00:38:31 HD Request # 62 | Intraday data download complete for F.US.BP6H19. Unique request ID: 61 | 2019-02-15 00:38:31 Removed historical data download ID 61 | 2019-02-15 00:38:31 Real-time Intraday chart data file updates started for F.US.BP6H19 | 2019-02-15 00:38:31 Intraday chart data file opened for F.US.BP6H19 | 2019-02-15 00:38:31 HD Request # 63 | Downloading Intraday chart data for F.US.EPH19 to the file F.US.EPH19.scid. Service: cqg | 2019-02-15 00:38:31 HD Request # 63 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:31 HD Request # 63 | Using server: ds4.sierracharts.com port 10150 | 2019-02-15 00:38:31 Socket (4) | Creating socket. | 2019-02-15 00:38:31 Socket (4) | Connecting to IP: 192.81.56.146. | 2019-02-15 00:38:31 Socket (3) | Socket gracefully closed by remote side. | 2019-02-15 00:38:31 Socket (3) | Closed. | 2019-02-15 00:38:31 HD Request # 63 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:31 HD Request # 63 | Sending historical data logon request message. | 2019-02-15 00:38:31 HD Request # 63 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.EPH19 | 2019-02-15 00:38:32 HD Request # 63 | Decompressing data. | 2019-02-15 00:38:32 HD Request # 63 | Receiving Intraday data for F.US.EPH19 starting at 2019-02-15 00:37:40 | 2019-02-15 00:38:32 HD Request # 63 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:41 | 2019-02-15 00:38:32 Socket (4) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:32 Historical data download thread signaled to stop. | 2019-02-15 00:38:32 HD Request # 63 | Received 15346 records from 2019-02-15 00:37:40 to 2019-02-15 00:38:31 (51.1 seconds) and wrote 14973 records for F.US.EPH19 | 2019-02-15 00:38:32 HD Request # 63 | Completion time: 0s | 2019-02-15 00:38:32 HD Request # 63 | Intraday data download complete for F.US.EPH19. Unique request ID: 62 | 2019-02-15 00:38:32 Removed historical data download ID 62 | 2019-02-15 00:38:32 Real-time Intraday chart data file updates started for F.US.EPH19 | 2019-02-15 00:38:32 Intraday chart data file opened for F.US.EPH19 | 2019-02-15 00:38:32 HD Request # 64 | Downloading Intraday chart data for F.US.JY6H19 to the file F.US.JY6H19.scid. Service: cqg | 2019-02-15 00:38:32 HD Request # 64 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:32 HD Request # 64 | Using server: ds3.sierracharts.com port 10149 | 2019-02-15 00:38:32 Socket (3) | Creating socket. | 2019-02-15 00:38:32 Socket (3) | Connecting to IP: 65.182.172.42. | 2019-02-15 00:38:32 Socket (4) | Socket gracefully closed by remote side. | 2019-02-15 00:38:33 Socket (4) | Closed. | 2019-02-15 00:38:33 Opened cached Intraday file: C:\SierraChart\Data\F.US.EU6H19.scid | 2019-02-15 00:38:33 Opened cached Intraday file: C:\SierraChart\Data\F.US.EPH19.scid | 2019-02-15 00:38:33 HD Request # 64 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:33 HD Request # 64 | Sending historical data logon request message. | 2019-02-15 00:38:33 HD Request # 64 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.JY6H19 | 2019-02-15 00:38:33 HD Request # 64 | Decompressing data. | 2019-02-15 00:38:33 HD Request # 64 | Receiving Intraday data for F.US.JY6H19 starting at 2019-02-15 00:37:40 | 2019-02-15 00:38:33 HD Request # 64 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:40 | 2019-02-15 00:38:33 Socket (3) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:33 Historical data download thread signaled to stop. | 2019-02-15 00:38:33 HD Request # 64 | Received 2007 records from 2019-02-15 00:37:40 to 2019-02-15 00:38:32 (52.0 seconds) and wrote 1919 records for F.US.JY6H19 | 2019-02-15 00:38:33 HD Request # 64 | Completion time: 0s | 2019-02-15 00:38:33 HD Request # 64 | Intraday data download complete for F.US.JY6H19. Unique request ID: 63 | 2019-02-15 00:38:33 Removed historical data download ID 63 | 2019-02-15 00:38:33 Real-time Intraday chart data file updates started for F.US.JY6H19 | 2019-02-15 00:38:33 Intraday chart data file opened for F.US.JY6H19 | 2019-02-15 00:38:33 HD Request # 65 | Downloading Intraday chart data for F.US.NGEH19 to the file F.US.NGEH19.scid. Service: cqg | 2019-02-15 00:38:33 HD Request # 65 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:33 HD Request # 65 | Using server: ds4.sierracharts.com port 10150 | 2019-02-15 00:38:33 Socket (4) | Creating socket. | 2019-02-15 00:38:33 Socket (4) | Connecting to IP: 192.81.56.146. | 2019-02-15 00:38:33 Socket (3) | Socket gracefully closed by remote side. | 2019-02-15 00:38:34 Socket (3) | Closed. | 2019-02-15 00:38:34 HD Request # 65 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:34 HD Request # 65 | Sending historical data logon request message. | 2019-02-15 00:38:34 HD Request # 65 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.NGEH19 | 2019-02-15 00:38:34 HD Request # 65 | Decompressing data. | 2019-02-15 00:38:34 HD Request # 65 | Receiving Intraday data for F.US.NGEH19 starting at 2019-02-15 00:37:40 | 2019-02-15 00:38:34 HD Request # 65 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:41 | 2019-02-15 00:38:34 Socket (4) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:34 Historical data download thread signaled to stop. | 2019-02-15 00:38:34 HD Request # 65 | Received 258 records from 2019-02-15 00:37:40 to 2019-02-15 00:38:33 (53.0 seconds) and wrote 257 records for F.US.NGEH19 | 2019-02-15 00:38:34 HD Request # 65 | Completion time: 1s | 2019-02-15 00:38:34 HD Request # 65 | Intraday data download complete for F.US.NGEH19. Unique request ID: 64 | 2019-02-15 00:38:34 Removed historical data download ID 64 | 2019-02-15 00:38:34 Real-time Intraday chart data file updates started for F.US.NGEH19 | 2019-02-15 00:38:34 Intraday chart data file opened for F.US.NGEH19 | 2019-02-15 00:38:34 HD Request # 66 | Downloading Intraday chart data for F.US.GCEJ19 to the file F.US.GCEJ19.scid. Service: cqg | 2019-02-15 00:38:34 HD Request # 66 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:34 HD Request # 66 | Using server: ds3.sierracharts.com port 10149 | 2019-02-15 00:38:34 Socket (3) | Creating socket. | 2019-02-15 00:38:34 Socket (3) | Connecting to IP: 65.182.172.42. | 2019-02-15 00:38:34 Socket (4) | Socket gracefully closed by remote side. | 2019-02-15 00:38:34 Socket (4) | Closed. | 2019-02-15 00:38:34 HD Request # 66 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:35 HD Request # 66 | Sending historical data logon request message. | 2019-02-15 00:38:35 HD Request # 66 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.GCEJ19 | 2019-02-15 00:38:35 HD Request # 66 | Decompressing data. | 2019-02-15 00:38:35 HD Request # 66 | Receiving Intraday data for F.US.GCEJ19 starting at 2019-02-15 00:37:40 | 2019-02-15 00:38:35 HD Request # 66 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:41 | 2019-02-15 00:38:35 Socket (3) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:35 Historical data download thread signaled to stop. | 2019-02-15 00:38:35 HD Request # 66 | Received 1211 records from 2019-02-15 00:37:40 to 2019-02-15 00:38:33 (53.0 seconds) and wrote 1185 records for F.US.GCEJ19 | 2019-02-15 00:38:35 HD Request # 66 | Completion time: 0s | 2019-02-15 00:38:35 HD Request # 66 | Intraday data download complete for F.US.GCEJ19. Unique request ID: 65 | 2019-02-15 00:38:35 Removed historical data download ID 65 | 2019-02-15 00:38:35 Real-time Intraday chart data file updates started for F.US.GCEJ19 | 2019-02-15 00:38:35 Intraday chart data file opened for F.US.GCEJ19 | 2019-02-15 00:38:35 HD Request # 67 | Downloading Intraday chart data for F.US.CLEH19 to the file F.US.CLEH19.scid. Service: cqg | 2019-02-15 00:38:35 HD Request # 67 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:35 HD Request # 67 | Using server: ds4.sierracharts.com port 10150 | 2019-02-15 00:38:35 Socket (4) | Creating socket. | 2019-02-15 00:38:35 Socket (4) | Connecting to IP: 192.81.56.146. | 2019-02-15 00:38:35 Socket (3) | Socket gracefully closed by remote side. | 2019-02-15 00:38:35 Socket (3) | Closed. | 2019-02-15 00:38:35 HD Request # 67 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:36 HD Request # 67 | Sending historical data logon request message. | 2019-02-15 00:38:36 Opened cached Intraday file: C:\SierraChart\Data\F.US.BP6H19.scid | 2019-02-15 00:38:36 Opened cached Intraday file: C:\SierraChart\Data\F.US.JY6H19.scid | 2019-02-15 00:38:36 Opened cached Intraday file: C:\SierraChart\Data\F.US.NGEH19.scid | 2019-02-15 00:38:36 HD Request # 67 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.CLEH19 | 2019-02-15 00:38:36 HD Request # 67 | Decompressing data. | 2019-02-15 00:38:36 HD Request # 67 | Receiving Intraday data for F.US.CLEH19 starting at 2019-02-15 00:37:40 | 2019-02-15 00:38:36 HD Request # 67 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:40 | 2019-02-15 00:38:36 Socket (4) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:36 Historical data download thread signaled to stop. | 2019-02-15 00:38:36 HD Request # 67 | Received 2910 records from 2019-02-15 00:37:40 to 2019-02-15 00:38:35 (55.0 seconds) and wrote 2865 records for F.US.CLEH19 | 2019-02-15 00:38:36 HD Request # 67 | Completion time: 0s | 2019-02-15 00:38:36 HD Request # 67 | Intraday data download complete for F.US.CLEH19. Unique request ID: 66 | 2019-02-15 00:38:36 Removed historical data download ID 66 | 2019-02-15 00:38:36 Real-time Intraday chart data file updates started for F.US.CLEH19 | 2019-02-15 00:38:36 Intraday chart data file opened for F.US.CLEH19 | 2019-02-15 00:38:36 HD Request # 68 | Downloading Intraday chart data for F.US.HSIG19 to the file F.US.HSIG19.scid. Service: cqg | 2019-02-15 00:38:36 HD Request # 68 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:36 HD Request # 68 | Using server: ds3.sierracharts.com port 10149 | 2019-02-15 00:38:36 Socket (3) | Creating socket. | 2019-02-15 00:38:36 Socket (3) | Connecting to IP: 65.182.172.42. | 2019-02-15 00:38:36 Socket (4) | Socket gracefully closed by remote side. | 2019-02-15 00:38:36 Socket (4) | Closed. | 2019-02-15 00:38:36 HD Request # 68 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:36 HD Request # 68 | Sending historical data logon request message. | 2019-02-15 00:38:36 HD Request # 68 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.HSIG19 | 2019-02-15 00:38:37 HD Request # 68 | Decompressing data. | 2019-02-15 00:38:37 HD Request # 68 | Receiving Intraday data for F.US.HSIG19 starting at 2019-02-15 00:37:40 | 2019-02-15 00:38:37 HD Request # 68 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:41 | 2019-02-15 00:38:37 Socket (3) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:37 Historical data download thread signaled to stop. | 2019-02-15 00:38:37 HD Request # 68 | Received 1029 records from 2019-02-15 00:37:40 to 2019-02-15 00:38:35 (55.0 seconds) and wrote 1000 records for F.US.HSIG19 | 2019-02-15 00:38:37 HD Request # 68 | Completion time: 1s | 2019-02-15 00:38:37 HD Request # 68 | Intraday data download complete for F.US.HSIG19. Unique request ID: 67 | 2019-02-15 00:38:37 Removed historical data download ID 67 | 2019-02-15 00:38:37 Real-time Intraday chart data file updates started for F.US.HSIG19 | 2019-02-15 00:38:37 Intraday chart data file opened for F.US.HSIG19 | 2019-02-15 00:38:37 HD Request # 69 | Downloading Intraday chart data for F.US.DDH19 to the file F.US.DDH19.scid. Service: cqg | 2019-02-15 00:38:37 HD Request # 69 | Download start date-time: 2019-02-15 00:37:40.000 | 2019-02-15 00:38:37 HD Request # 69 | Using server: ds4.sierracharts.com port 10150 | 2019-02-15 00:38:37 Socket (4) | Creating socket. | 2019-02-15 00:38:37 Socket (4) | Connecting to IP: 192.81.56.146. | 2019-02-15 00:38:37 Socket (3) | Socket gracefully closed by remote side. | 2019-02-15 00:38:37 Socket (3) | Closed. | 2019-02-15 00:38:37 HD Request # 69 | Setting DTC encoding to Binary VLS | 2019-02-15 00:38:37 HD Request # 69 | Sending historical data logon request message. | 2019-02-15 00:38:37 HD Request # 69 | Requesting Intraday data. Start date-time: 2019-02-15 00:37:40. Record interval: 0. Symbol: F.US.DDH19 | 2019-02-15 00:38:38 HD Request # 69 | Decompressing data. | 2019-02-15 00:38:38 HD Request # 69 | Receiving Intraday data for F.US.DDH19 starting at 2019-02-15 00:37:40 | 2019-02-15 00:38:38 HD Request # 69 | Timestamp of first Intraday data file record written: 2019-02-15 00:37:41 | 2019-02-15 00:38:38 Socket (4) | Shutdown started. Waiting for graceful close. | 2019-02-15 00:38:38 Historical data download thread signaled to stop. | 2019-02-15 00:38:38 HD Request # 69 | Received 1236 records from 2019-02-15 00:37:40 to 2019-02-15 00:38:37 (57.0 seconds) and wrote 1220 records for F.US.DDH19 | 2019-02-15 00:38:38 HD Request # 69 | Completion time: 0s | 2019-02-15 00:38:38 HD Request # 69 | Intraday data download complete for F.US.DDH19. Unique request ID: 68 | 2019-02-15 00:38:38 Removed historical data download ID 68 | 2019-02-15 00:38:38 Real-time Intraday chart data file updates started for F.US.DDH19 | 2019-02-15 00:38:38 Intraday chart data file opened for F.US.DDH19 | 2019-02-15 00:38:38 Socket (4) | Socket gracefully closed by remote side. | 2019-02-15 00:38:38 Socket (4) | Closed. | 2019-02-15 00:38:38 Opened cached Intraday file: C:\SierraChart\Data\F.US.GCEJ19.scid | 2019-02-15 00:38:39 Opened cached Intraday file: C:\SierraChart\Data\F.US.CLEH19.scid | 2019-02-15 00:38:39 Opened cached Intraday file: C:\SierraChart\Data\F.US.HSIG19.scid | 2019-02-15 00:38:39 Opened cached Intraday file: C:\SierraChart\Data\F.US.DDH19.scid | 2019-02-15 00:38:39 |
| [2019-02-14 19:39:29] |
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My CQG datafeed with AMP Futures suddenly disconnected. It automatically reconnected around 30 seconds later This indicates a CQG data feed problem or network connectivity problem. Refer to:CQG Trading Platform Service: Frequent Server Disconnections when Using CQG the reason why SC feezes Do you mean the user interface of Sierra Chart froze? If not, then the problem is an external data feed or network issue.I confirmed with AMP that this was NOT a CQG datafeed issue. There were no data disconnects attributed to CQG at that time. Amp is not qualified to answer this question. And we do not know what you mean by the last sentence.
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 |
| [2019-02-14 20:02:31] |
| User814219 - Posts: 38 |
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A sudden disconnection with the CQG datafeed does not necessarily indicate a CQG data feed problem or network connectivity problem. The reason I know this is because I once exprimented with loading 12 charts, each with days to load set to 3650 days. When the symbol was something like CL with monthly contracts instead of quarterly (often takes longer to load), what would happen was, based on the task manager, CPU usage would suddenly spike to 99%, SC interface would freeze, datafeed disconnection would happen, then after 30 seconds or so, the charts would start to load and datafeed would attempt to connect again. This proves the fact a datafeed disconnection happened doesn't only mean this is a CQG data feed problem. And the fact that this happened only during this experiment, or in the case of this thread, high volume price spikes, also indicates this is not stemming from a network connectivity problem although it may be involved. And yes, I mean that the SC interface froze, AND CQG also disconnected. What I mean by "There were no data disconnects attributed to CQG at that time" is that AMP confirmed with CQG that there were no disconnects in their servers at the time. Not to mention, if there were, there would be have been hundreds if not thousands of calls to brokers by CQG datafeed users but there weren't. Which means this is an isolated issue. If this happened to every SC chart user, it would have been known by now so that is why I said I'm wondering if this is a issue with my SC settings. Also the fact that during my experiment that I mentioned earlier, datafeed disconnects and interface freezing happened during an extreme CPU spike is why I am wondering if the culprit is with the chart update interval. My chart settings when this happened was as follows: 12 charts (200ms update interval) with only volume study + 31 days loaded + 1 main chart for order entry (10ms update interval) + 1 trade DOM (10ms update interval). Date Time Of Last Edit: 2019-02-14 20:40:12
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| [2019-02-14 20:43:53] |
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This is very very unusual that an increasing market data rate is causing an actual freezing condition. This is not a normal characteristic of Sierra Chart at all. So there must be something else going on. It might even be a system specific issue causing the problem. Make sure you have Global Settings >> Data/Trade Service Settings >> Service Setting >>Log Real-Time Market Data Messages set to False. In addition, refer to help topic 30 to resolve the issue: High CPU Usage | Inactive User Interface | Poor Performance | Long Time to Load Chart Data | Charts Reloading Often For the very best data feed performance though, you should use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed This data feed is very efficient and processed on a background thread. This indicates that CQG did actually close the connection from their side: CQG WebSocket | WebSocket received OpCode Close. Received status code: 1000 | 2019-02-15 00:38:14
Also a 10 millisecond chart update interval is really too low. 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: 2019-02-14 20:52:08
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| [2019-02-14 20:49:00] |
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Actually this is a clear indication that something is not right on your system: CPU usage would suddenly spike to 99%,
Either you have a single core system, or other programs including drivers on your system are being affected by the data feed and causing increasing CPU usage on your system or within the Sierra Chart process. AMP confirmed with CQG that there were no disconnects in their servers at the time. For the record this is not believable. No such claim can be true. There are disconnections all the time for different reasons. But anyway this is really beside the point because we do think this is an issue on your system if your CPU usage is actually going to 99% within the Sierra Chart process or in total on your system. This is not normal even with an increasing market data rate.
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: 2019-02-14 20:53:11
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| [2019-02-14 21:18:37] |
| User814219 - Posts: 38 |
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Okay thanks. Yes it certainly is reasonable to infer that there may be a problem with my system. I do have a 6700hq quad core but it does thermal throttle easily due to a subpar paste job. I don't think a CPU usage spike to 99% is that unusual when loading a chartbook with 12 charts all with days to load set to 3650. As you state here: https://www.sierrachart.com/index.php?page=doc/helpdetails30.html#TooMuchDataToLoadOrLoaded, this is something that would stress the CPU. I only performed this action as an extreme experiment to stress test my system. I was just surprised to see that in addition to freezing, the datafeed would disconnect on its own too. Of course, maybe this was not due to SC but maybe my computer's network adapter drops connection during an extremely high CPU load. Who knows. I am not aware of what my CPU usage was at 10:38am EST today during the high volume crash down on NQ b/c I didn't have task manager open during that time. I don't really care about the freezing + datafeed disconnect while loading a ton of charts with a ton of days loaded. That was just an unrealistic stress test. I am more concerned about this happening during realistic conditions. For now, I'll increase the chart update interval, not use detached charts (High CPU Usage | Inactive User Interface | Poor Performance | Long Time to Load Chart Data | Charts Reloading Often: 30.42 - Detached Charts), and I'll follow the advice you posted today (Overview of Trading: Sierra Chart Configuration for Most Low Response Time Trading). If the freeze + data disconnect still happens, I may have to get a new computer. |
| [2019-02-15 07:48:50] |
| jenda3 - Posts: 21 |
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Hi, at 2/12/2018, 7:12pm i was connected to NQ datafeed and had no connection problem. Everything was OK |
| [2019-02-15 18:42:20] |
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I don't think a CPU usage spike to 99% is that unusual when loading a chartbook with 12 charts all with days to load set to 3650. Yes during chart loading but not during a high market data rate event because most of the load from that would be on the primary thread of Sierra Chart which could only use 1/4 of the overall available CPU time since you have a quad core.However, when using the Sierra Chart Exchange Data Feed, the market data processing is on a background thread. This is not the case when using the CQG data feed but market data processing is very fast anyway. It normally presents next to no load. I was just surprised to see that in addition to freezing, the datafeed would disconnect on its own too. This will be improved upon at least in the case of the Sierra Chart Data Feeds.
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: 2019-02-15 18:43:05
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