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Direct MessagesDate/Time: Thu, 02 May 2024 11:14:34 +0000
Missing historical intraday for ESZ19
View Count: 1106
| [2019-11-26 19:58:46] |
| Thurston - Posts: 9 |
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I had noticed a couple of gaps in data for ESZ19 continuous contract, over the last couple of days. Today I attempted to refresh the data by doing a "delete all data and download", which resulted in refreshing data for ESM19 and ESU19 but, according to the log the download for ESZ19 timed out. I then deleted the file ESZ19 and repeated the "delete all data and download" and had the same results. For a test I changed the sysmbol on the chart to NQZ19 and everything looked good. The current status of data for ES is intraday data up to September 30 9:15 and realtime data starting today at 14:15 Here is the log starting at 14:34 showing the "delete all data and download" for ESZ19. Software version: 2015 64-bit | 2019-11-26 14:34:06.899 Usage end date: 2019-12-21 | 2019-11-26 14:34:06.899 Enabled for: Advanced Features 2. | 2019-11-26 14:34:06.899 Enabled for: Sierra Chart Historical Data Service. | 2019-11-26 14:34:06.899 Enabled for: Denali Real-Time Exchange Data Feed. | 2019-11-26 14:34:06.899 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2019-11-26 14:34:06.899 Enabled for exchange2: CME (Trading Account Required) | 2019-11-26 14:34:06.899 Enabled for exchange2: CBOT (Trading Account Required) | 2019-11-26 14:34:06.899 Enabled for exchange2: COMEX (Trading Account Required) | 2019-11-26 14:34:06.899 Enabled for exchange2: NYMEX (Trading Account Required) | 2019-11-26 14:34:06.899 Allow Support for Sierra Chart Data Feeds is enabled. | 2019-11-26 14:34:06.899 Current selected Data/Trading service: SC Data - All Services | 2019-11-26 14:34:06.899 Custom symbol settings values: disabled | 2019-11-26 14:34:06.899 Chart Update Interval: 500 | 2019-11-26 14:34:06.899 Intraday Data Storage Time Unit: 60 | 2019-11-26 14:34:06.899 Time Zone: -05:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2019-11-26 14:34:06.899 2019-11-26 14:34:06 Local computer time | 2019-11-26 14:34:06.899 2019-11-26 19:34:06 Local computer time in UTC | 2019-11-26 14:34:06.899 2019-11-26 14:34:06 Local computer time in SC Time Zone | 2019-11-26 14:34:06.899 2019-11-26 19:13:19 Server time in UTC | 2019-11-26 14:34:06.899 Local computer UTC time and Server UTC time difference: 0 seconds. | 2019-11-26 14:34:06.899 Program path: A:\SierraChart\ | 2019-11-26 14:34:06.899 Data Files path: A:\SierraChart\Data\ | 2019-11-26 14:34:06.899 OS Version Number: 10.0 | 2019-11-26 14:34:06.899 Locale Setting: C | 2019-11-26 14:34:06.899 DLLs: ExampleCustomStudies.dll, sst_FreeBundle.dll, sst_FreeBundle_64.dll, studies.dll, UserContributedStudies.dll, UserContributedStudies_64.dll | 2019-11-26 14:34:06.899 Added historical Intraday data request for ESZ19 to the queue. | 2019-11-26 14:34:24.399 Intraday data recording state for symbol ESZ19 is set to download 'Pending'. | 2019-11-26 14:34:24.399 Triggering next historical data download in queue. | 2019-11-26 14:34:24.399 HD Request # 31 | Downloading Intraday chart data for ESZ19 to the file ESZ19.scid. Service: cme | 2019-11-26 14:34:24.399 HD Request # 31 | Download start date-time: 2019-09-13 03:15:00.000 | 2019-11-26 14:34:24.399 HD Request # 31 | Disabling Intraday chart updating for symbol. | 2019-11-26 14:34:24.399 HD Request # 31 | Using server: ds22.sierracharts.com port 10149 | 2019-11-26 14:34:24.399 Socket (3) | Creating socket. | 2019-11-26 14:34:24.400 Socket (3) | Connecting to IP: 208.185.224.129. | 2019-11-26 14:34:24.400 HD Request # 31 | Setting DTC encoding to Binary VLS | 2019-11-26 14:34:24.557 HD Request # 31 | Sending historical data logon request message. | 2019-11-26 14:34:24.557 HD Request # 31 | Error downloading historical Intraday data for ESZ19. The download timed out. | 2019-11-26 14:34:24.629 Added historical Intraday data request for ESZ19 to the queue. | 2019-11-26 14:34:24.629 Triggering next historical data download in queue. | 2019-11-26 14:34:24.629 Historical data download thread signaled to stop. | 2019-11-26 14:34:24.629 Socket (3) | CloseSocket call. | 2019-11-26 14:34:24.629 HD Request # 31 | Received 0 records from 00:00:00.000 to 00:00:00.000 (0.0 seconds) and wrote 0 records for ESZ19 | 2019-11-26 14:34:24.630 Socket (3) | Shutdown started. Waiting for graceful close. | 2019-11-26 14:34:24.630 HD Request # 31 | Completion time: 0s | 2019-11-26 14:34:24.630 HD Request # 32 | Downloading Intraday chart data for ESZ19 to the file ESZ19.scid. Service: cme | 2019-11-26 14:34:24.630 HD Request # 32 | Download start date-time: 2019-09-13 03:15:00.000 | 2019-11-26 14:34:24.631 HD Request # 32 | Disabling Intraday chart updating for symbol. | 2019-11-26 14:34:24.631 HD Request # 32 | Using server: ds21.sierracharts.com port 10150 | 2019-11-26 14:34:24.632 Socket (4) | Creating socket. | 2019-11-26 14:34:24.632 Socket (4) | Connecting to IP: 216.1.90.129. | 2019-11-26 14:34:24.632 Socket (3) | Socket gracefully closed by remote side. | 2019-11-26 14:34:24.678 Socket (3) | Closed. | 2019-11-26 14:34:24.678 HD Request # 32 | Setting DTC encoding to Binary VLS | 2019-11-26 14:34:24.762 HD Request # 32 | Sending historical data logon request message. | 2019-11-26 14:34:24.762 HD Request # 32 | Requesting Intraday data. Start date-time: 2019-09-13 03:15:00. Record interval: 60. Symbol: ESZ19 | 2019-11-26 14:34:25.267 HD Request # 32 | Decompressing data. | 2019-11-26 14:34:25.307 HD Request # 32 | Receiving Intraday data for ESZ19 starting at 2019-09-13 03:15:01 | 2019-11-26 14:34:26.142 HD Request # 32 | Truncating file to starting date-time of 2019-09-13 03:15:01.000 | 2019-11-26 14:34:26.142 HD Request # 32 | Timestamp of first Intraday data file record written: 2019-09-13 03:15:01 | 2019-11-26 14:34:26.146 HD Request # 32 | Error downloading historical Intraday data for ESZ19. The download timed out. | 2019-11-26 14:34:27.622 Added historical Intraday data request for ESZ19 to the queue. | 2019-11-26 14:34:27.622 Triggering next historical data download in queue. | 2019-11-26 14:34:27.622 Historical data download thread signaled to stop. | 2019-11-26 14:34:27.622 Socket (4) | CloseSocket call. | 2019-11-26 14:34:27.622 Socket (4) | Shutdown started. Waiting for graceful close. | 2019-11-26 14:34:27.623 HD Request # 32 | Received 15335 records from 2019-09-13 03:15:01.000 to 2019-09-30 08:45:01.000 (17.2 days) and wrote 15335 records for ESZ19 | 2019-11-26 14:34:27.624 HD Request # 32 | Completion time: 3s | 2019-11-26 14:34:27.635 HD Request # 33 | Downloading Intraday chart data for ESZ19 to the file ESZ19.scid. Service: cme | 2019-11-26 14:34:27.635 HD Request # 33 | Download start date-time: 2019-09-13 03:15:00.000 | 2019-11-26 14:34:27.637 HD Request # 33 | Disabling Intraday chart updating for symbol. | 2019-11-26 14:34:27.637 HD Request # 33 | Using server: ds22.sierracharts.com port 10149 | 2019-11-26 14:34:27.637 Socket (3) | Creating socket. | 2019-11-26 14:34:27.637 Socket (3) | Connecting to IP: 208.185.224.129. | 2019-11-26 14:34:27.637 HD Request # 33 | Setting DTC encoding to Binary VLS | 2019-11-26 14:34:27.804 HD Request # 33 | Sending historical data logon request message. | 2019-11-26 14:34:27.804 HD Request # 33 | Requesting Intraday data. Start date-time: 2019-09-13 03:15:00. Record interval: 60. Symbol: ESZ19 | 2019-11-26 14:34:27.853 HD Request # 33 | Decompressing data. | 2019-11-26 14:34:27.912 HD Request # 33 | Receiving Intraday data for ESZ19 starting at 2019-09-13 03:15:01 | 2019-11-26 14:34:28.774 HD Request # 33 | Truncating file to starting date-time of 2019-09-13 03:15:01.000 | 2019-11-26 14:34:28.774 HD Request # 33 | Timestamp of first Intraday data file record written: 2019-09-13 03:15:01 | 2019-11-26 14:34:28.777 Socket (4) | Socket gracefully closed by remote side. | 2019-11-26 14:34:29.126 Socket (4) | Closed. | 2019-11-26 14:34:29.126 HD Request # 33 | Error downloading historical Intraday data for ESZ19. The download timed out. | 2019-11-26 14:34:30.630 Historical data download thread signaled to stop. | 2019-11-26 14:34:30.630 Socket (3) | CloseSocket call. | 2019-11-26 14:34:30.630 Socket (3) | Shutdown started. Waiting for graceful close. | 2019-11-26 14:34:30.631 HD Request # 33 | Received 15368 records from 2019-09-13 03:15:01.000 to 2019-09-30 09:18:00.000 (17.3 days) and wrote 15368 records for ESZ19 | 2019-11-26 14:34:30.632 HD Request # 33 | Completion time: 3s | 2019-11-26 14:34:30.643 HD Request # 33 | Intraday data download complete for ESZ19. Unique request ID: 20 | 2019-11-26 14:34:30.643 Removing historical data download ID 20. | 2019-11-26 14:34:30.643 Real-time Intraday chart data file updates started for ESZ19 | 2019-11-26 14:34:30.643 Opened cached Intraday file: A:\SierraChart\Data\ESZ19.scid | 2019-11-26 14:34:30.644 Intraday chart data file opened for ESZ19 | 2019-11-26 14:34:30.644 HD Request # 33 | Enabling Intraday chart updating for symbol. | 2019-11-26 14:34:30.644 ESZ19 [C][M] 30 Min #1 | Flagging to reload Intraday data on download completion. | 2019-11-26 14:34:30.644 ESZ19 [C][M] 2 Min #2 | Flagging to reload Intraday data on download completion. | 2019-11-26 14:34:30.644 ESZ19 [C][M] 15 Min #3 | Flagging to reload Intraday data on download completion. | 2019-11-26 14:34:30.644 Triggering next historical data download in queue. | 2019-11-26 14:34:30.644 ESZ19 [C][M] 30 Min #1 | Reloading chart. | 2019-11-26 14:34:30.851 ESZ19 [C][M] 2 Min #2 | Reloading chart. | 2019-11-26 14:34:30.916 ESZ19 [C][M] 15 Min #3 | Reloading chart. | 2019-11-26 14:34:30.920 Socket (3) | Socket gracefully closed by remote side. | 2019-11-26 14:34:31.628 Socket (3) | Closed. | 2019-11-26 14:34:31.628 |
| [2019-11-26 23:31:36] |
| Thurston - Posts: 9 |
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I believe the issue has been resolved. I disconnected the realtime data feed, opened up an ESZ19 chartbook with 1 chart and did the download proceedure. It updated about 3 weeks of data so I repeated it several times, starting where the last one finished. I am on low bandwidth so that may be all or some of the problem. In the future, is there a way to programatically know if there are gaps in the data? These gaps were large enough for me to see, but smaller ones could be important when trading.
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| [2019-11-27 03:54:59] |
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We are looking into the problem. Apparently there is an an issue with this in recent versions of Sierra Chart causing a timeout.
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 |
| [2019-11-27 04:28:53] |
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This is now fixed in version 2017 and all users have been notified. This was an issue affecting users who have their systems running for 50 days or more.
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: 2019-11-27 04:43:16
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