Login Page - Create Account

Support Board


Date/Time: Thu, 27 Feb 2020 05:09:29 +0000



Inconsistent Bid/Ask Volume Data

[2020-01-13 12:17:02]
User462086 - Posts: 83 | Ending Date: 2020-08-15
Hi, today I wanted to document an intraday CME CL volume bar chart from last Tuesday(1/7). The Cumulative Delta Volume study for this day had some gaps in it so I searched the support forum for possible reasons (these gaps occur frequently across several CME markets). After finding https://www.sierrachart.com/SupportBoard.php?ThreadID=43634, I went through the steps outlined by SC Support in post #8. My settings were already correct and didn't require changing.

After deleting & downloading data for the last CL contract (February) the bid/ask data has changed significantly from the original data recorded in real-time. The price action is close but not identical. This 500 volume bar chart is set to create a 'New Bar at Session Start' so the price action should be identical. This implies the volume has changed too.

I've attached 2 charts: one showing a screen shot taken last Tuesday and the second showing the same period after the delete/download today. It's clear from the Cumulative Delta Volume study that the underlying Bid/Ask data is not the same. These are very different market conditions and I am now unable to correctly document that day.

Additionally, the option to 'Split Data Records' for these volume bars in Chart Settings has no affect on the data from this day now, and perhaps other days too. This is hard to believe because this day had HUGE orders that were clearly visible as a horizontal line of ticks when the real-time data was split. The option to 'Combine Summary Trades Into Original Summary Trade' was unchecked then, and now.

1) Why would the downloaded SC historical data be different from the real-time data? This has pretty dire implications for any study that relies on historical volume data.
2) How do I get the original bid/ask data back and ensure the historical bid/ask data downloaded from SC's data feeds is always the same data that occurred in real-time?

Many thanks!!
Private File
Private File
[2020-01-13 21:51:21]
Sierra Chart Engineering - Posts: 81517 | Ending Date: 2020-06-09
We will look this over but those screenshots are completely unacceptable (Too complicated). You must follow the instructions here:
https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-01-14 03:12:19
[2020-01-14 04:59:02]
User462086 - Posts: 83 | Ending Date: 2020-08-15
Apologies for the non-conforming charts. The 1/7 screenshot could not be reproduced because the underlying data has changed so I opted for an 'apples-to-apples' approach.

Here are examples from yesterday (1/13). The issue persists.

The first image (1578976399684.png) shows the live condition. This is what I was looking at in real-time. Note the large swings in the SC cumulative delta volume bars and the SC large volume trade indicator plots.

http://www.sierrachart.com/image.php?Image=1578976399684.png

The second image was taken after a right-click 'delete/download' of yesterday's data. The swings in the cumulative delta are gone, the large volume trade indicator is very different, and the time of the last bar on the chart has changed implying the trading day's cumulative volume is different.

http://www.sierrachart.com/image.php?Image=1578976611240.png

I've accepted your direct message request.

Edit: The vertical scale of the cumulative volume study was not changed from image 1 to image 2.
Date Time Of Last Edit: 2020-01-14 05:05:26
[2020-01-16 14:37:04]
User462086 - Posts: 83 | Ending Date: 2020-08-15
Hi, any news on this?

Today I recorded live tick data for the 6E, CL, GC, and ZB markets in a fresh installation of SC with all the default settings. Wrote this data to file, then did a right-click 'delete/download' for the last day. Wrote that data out and then compared today's EU session for each market using WinMerge.

A low percentage of the trades match. The historical files have many more trades but the real-time files have more volume.

Is there a way to compensate for this discrepancy when using SC's data feed & historical data? In other words, is there a setting that enables the downloading of historical data that has been recorded from the same real-time stream that the charts use?
Date Time Of Last Edit: 2020-01-17 04:13:10
[2020-01-16 14:41:36]
Sierra Chart Engineering - Posts: 81517 | Ending Date: 2020-06-09
The reason this takes a long time because you are over providing information. This can take days before we have a chance to sort through all of what you are saying. Do not post anything further. But we do expect to get to it today.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-01-16 14:43:40
[2020-01-16 15:51:48]
Sierra Chart Engineering - Posts: 81517 | Ending Date: 2020-06-09
The first thing we want you to do is to provide the Message Log following the instructions below:

Follow the instructions here to clear the Message Log:
https://www.sierrachart.com/index.php?page=doc/MessageLog.html#Clearing

Reconnect to the data feed:
https://www.sierrachart.com/index.php?page=doc/FileMenu.html#ProcedureToReconnect

After about 30 seconds, provide a copy of the Message Log following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-01-17 06:58:30]
User462086 - Posts: 83 | Ending Date: 2020-08-15
Great thanks, as requested:

Software version: 2028 64-bit | 2020-01-17 01:49:41.509
Usage end date: 2020-02-11 | 2020-01-17 01:49:41.509
Enabled for: Advanced Features 2. | 2020-01-17 01:49:41.509
Enabled for: Sierra Chart Historical Data Service. | 2020-01-17 01:49:41.509
Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2020-01-17 01:49:41.509
Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-01-17 01:49:41.509
Enabled for exchange: INDEXES_DATA_BARCHART | 2020-01-17 01:49:41.509
Enabled for exchange: CME (Trading Account Required) | 2020-01-17 01:49:41.509
Enabled for exchange: CBOT (Trading Account Required) | 2020-01-17 01:49:41.509
Enabled for exchange: COMEX (Trading Account Required) | 2020-01-17 01:49:41.509
Enabled for exchange: NYMEX (Trading Account Required) | 2020-01-17 01:49:41.509
Received 1 data feed usernames. | 2020-01-17 01:49:41.509
Allow Support for Sierra Chart Data Feeds is enabled. | 2020-01-17 01:49:41.509
Current selected Data/Trading service: Interactive Brokers | 2020-01-17 01:49:41.509
Custom symbol settings values: enabled | 2020-01-17 01:49:41.509
Chart Update Interval: 500 | 2020-01-17 01:49:41.509
Intraday Data Storage Time Unit: 0 | 2020-01-17 01:49:41.509
Time Zone: -05:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2020-01-17 01:49:41.509
2020-01-17 15:49:41 Local computer time | 2020-01-17 01:49:41.509
2020-01-17 06:49:41 Local computer time in UTC | 2020-01-17 01:49:41.509
2020-01-17 01:49:41 Local computer time in SC Time Zone | 2020-01-17 01:49:41.509
2020-01-17 06:47:55 Server time in UTC | 2020-01-17 01:49:41.509
Local computer UTC time and Server UTC time difference: 1 seconds. | 2020-01-17 01:49:41.509
Program path: C:\SierraChart_Live\ | 2020-01-17 01:49:41.509
Data Files path: C:\SierraChart_Live\Data\ | 2020-01-17 01:49:41.509
OS Version Number: 10.0 | 2020-01-17 01:49:41.509
Locale Setting: C | 2020-01-17 01:49:41.509


Interactive Brokers | Connecting to 127.0.0.1:7497 | 2020-01-17 01:53:11.171
Socket (1) | Creating socket. | 2020-01-17 01:53:11.171
Socket (1) | Connecting to IP: 127.0.0.1. | 2020-01-17 01:53:11.171
Interactive Brokers | Sending API sign: API | 2020-01-17 01:53:11.674
Interactive Brokers | Sending client version: v100..136 +PACEAPI. Waiting for acceptance. | 2020-01-17 01:53:11.675
Interactive Brokers | TWS server version: 118 | 2020-01-17 01:53:11.681
Interactive Brokers | TWS time: 20200117 15:53:10 JST | 2020-01-17 01:53:11.681
Interactive Brokers | Connected. Sending Start API command. | 2020-01-17 01:53:11.931
Interactive Brokers | Waiting for account information. | 2020-01-17 01:53:11.931
IB Account information received. | 2020-01-17 01:53:11.932
Interactive Brokers | Received 1 Trade Accounts from TWS. | 2020-01-17 01:53:11.932
Interactive Brokers | Connected to Demo or Simulated account. | 2020-01-17 01:53:11.932
Interactive Brokers | Not previously connected to Live account. | 2020-01-17 01:53:11.932
Interactive Brokers | Connected to data and trading server. | 2020-01-17 01:53:11.932
Triggering next historical data download in queue. | 2020-01-17 01:53:11.932
Triggering next historical data download in queue. | 2020-01-17 01:53:11.932
Triggering next historical data download in queue. | 2020-01-17 01:53:11.932
Triggering next historical data download in queue. | 2020-01-17 01:53:11.933
Notice: Not connected to Live trading account to receive CME realtime futures data at non-professional fees. | 2020-01-17 01:53:11.933
Next valid order ID: 1 | 2020-01-17 01:53:11.933
Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2020-01-17 01:53:11.933
Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2020-01-17 01:53:11.933
Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2020-01-17 01:53:11.933
Next valid order ID: 1 | 2020-01-17 01:53:11.933
Next valid order ID: 1 | 2020-01-17 01:53:11.933
Interactive Brokers | Starting real-time market data updates for: CL-202003-NYMEX. ID: 1 | 2020-01-17 01:53:11.935
Interactive Brokers | Subscribing to Symbol: CL, SecurityType: FUT, Expiration: 202003, Exchange: NYMEX, Primary Exchange: , Currency: , Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2020-01-17 01:53:11.935
Interactive Brokers | Requesting security definition data for: CL-202003-NYMEX. ID: 1 | 2020-01-17 01:53:11.935
Starting first historical Intraday data download. When complete another download will be done from the primary service. Symbol: CL-202003-NYMEX | 2020-01-17 01:53:11.935
Added historical Intraday data request for CL-202003-NYMEX to the queue. | 2020-01-17 01:53:11.935
Intraday data recording state for symbol CL-202003-NYMEX is set to download 'Pending'. | 2020-01-17 01:53:11.935
Triggering next historical data download in queue. | 2020-01-17 01:53:11.935
Delaying start of download for CL-202003-NYMEX | 2020-01-17 01:53:11.939
Interactive Brokers | Starting real-time market data updates for: GC-202002-NYMEX. ID: 2 | 2020-01-17 01:53:11.939
Interactive Brokers | Subscribing to Symbol: GC, SecurityType: FUT, Expiration: 202002, Exchange: NYMEX, Primary Exchange: , Currency: , Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2020-01-17 01:53:11.939
Interactive Brokers | Requesting security definition data for: GC-202002-NYMEX. ID: 2 | 2020-01-17 01:53:11.939
Starting first historical Intraday data download. When complete another download will be done from the primary service. Symbol: GC-202002-NYMEX | 2020-01-17 01:53:11.939
Added historical Intraday data request for GC-202002-NYMEX to the queue. | 2020-01-17 01:53:11.939
Intraday data recording state for symbol GC-202002-NYMEX is set to download 'Pending'. | 2020-01-17 01:53:11.939
Triggering next historical data download in queue. | 2020-01-17 01:53:11.939
Interactive Brokers | Starting real-time market data updates for: EUR-202003-GLOBEX. ID: 3 | 2020-01-17 01:53:11.943
Interactive Brokers | Subscribing to Symbol: EUR, SecurityType: FUT, Expiration: 202003, Exchange: GLOBEX, Primary Exchange: , Currency: , Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2020-01-17 01:53:11.943
Interactive Brokers | Requesting security definition data for: EUR-202003-GLOBEX. ID: 3 | 2020-01-17 01:53:11.943
Starting first historical Intraday data download. When complete another download will be done from the primary service. Symbol: EUR-202003-GLOBEX | 2020-01-17 01:53:11.943
Added historical Intraday data request for EUR-202003-GLOBEX to the queue. | 2020-01-17 01:53:11.943
Intraday data recording state for symbol EUR-202003-GLOBEX is set to download 'Pending'. | 2020-01-17 01:53:11.943
Triggering next historical data download in queue. | 2020-01-17 01:53:11.943
Interactive Brokers | Starting real-time market data updates for: ZB-202003-ECBOT. ID: 4 | 2020-01-17 01:53:11.948
Interactive Brokers | Subscribing to Symbol: ZB, SecurityType: FUT, Expiration: 202003, Exchange: ECBOT, Primary Exchange: , Currency: , Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2020-01-17 01:53:11.948
Interactive Brokers | Requesting security definition data for: ZB-202003-ECBOT. ID: 4 | 2020-01-17 01:53:11.948
Starting first historical Intraday data download. When complete another download will be done from the primary service. Symbol: ZB-202003-ECBOT | 2020-01-17 01:53:11.948
Added historical Intraday data request for ZB-202003-ECBOT to the queue. | 2020-01-17 01:53:11.948
Intraday data recording state for symbol ZB-202003-ECBOT is set to download 'Pending'. | 2020-01-17 01:53:11.948
Triggering next historical data download in queue. | 2020-01-17 01:53:11.948
Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates (6)) for account: DU55* | 2020-01-17 01:53:16.932
Interactive Brokers | Received Trade Positions download end message for account DU55* | 2020-01-17 01:53:16.940
Interactive Brokers | Begin Trade Positions processing. | 2020-01-17 01:53:16.940
Interactive Brokers | Received Trade Positions for all accounts. Performing final processing. | 2020-01-17 01:53:16.940
HD Request # 9 | Downloading Intraday chart data for CL-202003-NYMEX to the file CL-202003-NYMEX.scid. Service: nymex | 2020-01-17 01:53:17.167
HD Request # 9 | Download start date-time: 2020-01-17 01:38:20.000 | 2020-01-17 01:53:17.168
HD Request # 9 | Using server: ds23.sierracharts.com port 10150 | 2020-01-17 01:53:17.168
Socket (2) | Creating socket. | 2020-01-17 01:53:17.168
Socket (2) | Connecting to IP: 216.1.90.130. | 2020-01-17 01:53:17.168
HD Request # 9 | Setting DTC encoding to Binary VLS | 2020-01-17 01:53:17.500
HD Request # 9 | Sending historical data logon request message. | 2020-01-17 01:53:17.500
HD Request # 9 | Requesting Intraday data. Start date-time: 2020-01-17 01:38:20. Record interval: 0. Symbol: CLH20 | 2020-01-17 01:53:18.122
HD Request # 9 | Decompressing data. | 2020-01-17 01:53:18.281
HD Request # 9 | Receiving Intraday data for CL-202003-NYMEX starting at 2020-01-17 01:38:20 | 2020-01-17 01:53:18.291
HD Request # 9 | Timestamp of first Intraday data file record written: 2020-01-17 01:38:27 | 2020-01-17 01:53:18.292
Socket (2) | CloseSocket call. | 2020-01-17 01:53:18.292
Historical data download thread signaled to stop. | 2020-01-17 01:53:18.292
Socket (2) | Shutdown started. Waiting for graceful close. | 2020-01-17 01:53:18.292
HD Request # 9 | Received 273 records from 2020-01-17 01:38:20.000 to 2020-01-17 01:43:06.000 (4.8 minutes) and wrote 272 records for CL-202003-NYMEX | 2020-01-17 01:53:18.292
HD Request # 9 | Completion time: 1s | 2020-01-17 01:53:18.292
HD Request # 9 | Intraday data download complete for CL-202003-NYMEX. Unique request ID: 13 | 2020-01-17 01:53:18.292
Removing historical data download ID 13. | 2020-01-17 01:53:18.292
Real-time Intraday chart data file updates started for CL-202003-NYMEX | 2020-01-17 01:53:18.292
Intraday chart data file opened for CL-202003-NYMEX | 2020-01-17 01:53:18.292
Interactive Brokers | Using primary service for historical data for CL-202003-NYMEX | 2020-01-17 01:53:18.292
Added historical Intraday data request for CL-202003-NYMEX to the queue. | 2020-01-17 01:53:18.292
Intraday data recording state for symbol CL-202003-NYMEX is set to download 'Pending'. | 2020-01-17 01:53:18.292
Triggering next historical data download in queue. | 2020-01-17 01:53:18.292

Triggering next historical data download in queue. | 2020-01-17 01:53:18.292
HD Request # 10 | Downloading Intraday chart data for CL-202003-NYMEX to the file CL-202003-NYMEX.scid. Service: interactive_brokers.trading | 2020-01-17 01:53:18.292
HD Request # 10 | Download start date-time: 2020-01-17 01:43:06.000 | 2020-01-17 01:53:18.293
HD Request # 10 | Requesting a total of 0 days and 5412 seconds. | 2020-01-17 01:53:18.293
HD Request # 10 | IB Backfill - Seconds requested: 5412. Seconds Remaining: 0. | 2020-01-17 01:53:18.293
HD Request # 10 | Requesting 5412 Seconds of data at 30 secs with ending date-time at 2020-01-17 03:03:18 for CL-202003-NYMEX. PriceType: TRADES | 2020-01-17 01:53:18.293
HD Request # 11 | Downloading Intraday chart data for GC-202002-NYMEX to the file GC-202002-NYMEX.scid. Service: comex | 2020-01-17 01:53:18.293
HD Request # 11 | Download start date-time: 2020-01-17 01:38:26.000 | 2020-01-17 01:53:18.294
HD Request # 11 | Using server: ds22.sierracharts.com port 10149 | 2020-01-17 01:53:18.294
Socket (3) | Creating socket. | 2020-01-17 01:53:18.294
Socket (3) | Connecting to IP: 208.185.224.129. | 2020-01-17 01:53:18.294
Socket (2) | Socket gracefully closed by remote side. | 2020-01-17 01:53:18.451
Socket (2) | Closed. | 2020-01-17 01:53:18.451
HD Request # 11 | Setting DTC encoding to Binary VLS | 2020-01-17 01:53:18.616
HD Request # 11 | Sending historical data logon request message. | 2020-01-17 01:53:18.616
HD Request # 10 | Processing historical data message from TWS | 2020-01-17 01:53:18.676
HD Request # 10 | Receiving Intraday data for CL-202003-NYMEX starting at 2020-01-17 01:33:30 | 2020-01-17 01:53:18.676
HD Request # 10 | Timestamp of first Intraday data file record written: 2020-01-17 01:43:30 | 2020-01-17 01:53:18.677
HD Request # 10 | Received 41 records and wrote 20 records from 2020-01-17 01:33:00 to 2020-01-17 01:53:00. | 2020-01-17 01:53:18.677
HD Request # 10 | Received 41 records from 2020-01-17 01:33:30.000 to 2020-01-17 01:53:00.000 (19.5 minutes) and wrote 20 records for CL-202003-NYMEX | 2020-01-17 01:53:18.677
HD Request # 10 | Completion time: 0s | 2020-01-17 01:53:18.677
HD Request # 10 | Intraday data download complete for CL-202003-NYMEX. Unique request ID: 17 | 2020-01-17 01:53:18.677
Removing historical data download ID 17. | 2020-01-17 01:53:18.677
Real-time Intraday chart data file updates started for CL-202003-NYMEX | 2020-01-17 01:53:18.677
Intraday chart data file opened for CL-202003-NYMEX | 2020-01-17 01:53:18.677

Triggering next historical data download in queue. | 2020-01-17 01:53:18.677
HD Request # 11 | Requesting Intraday data. Start date-time: 2020-01-17 01:38:26. Record interval: 0. Symbol: GCG20 | 2020-01-17 01:53:19.187
HD Request # 11 | Decompressing data. | 2020-01-17 01:53:19.346
HD Request # 11 | Receiving Intraday data for GC-202002-NYMEX starting at 2020-01-17 01:38:26 | 2020-01-17 01:53:19.347
HD Request # 11 | Timestamp of first Intraday data file record written: 2020-01-17 01:38:40 | 2020-01-17 01:53:19.348
Socket (3) | CloseSocket call. | 2020-01-17 01:53:19.348
Socket (3) | Shutdown started. Waiting for graceful close. | 2020-01-17 01:53:19.348
Historical data download thread signaled to stop. | 2020-01-17 01:53:19.348
HD Request # 11 | Received 271 records from 2020-01-17 01:38:26.000 to 2020-01-17 01:43:13.000 (4.8 minutes) and wrote 270 records for GC-202002-NYMEX | 2020-01-17 01:53:19.348
HD Request # 11 | Completion time: 1s | 2020-01-17 01:53:19.348
HD Request # 11 | Intraday data download complete for GC-202002-NYMEX. Unique request ID: 14 | 2020-01-17 01:53:19.348
Removing historical data download ID 14. | 2020-01-17 01:53:19.348
Real-time Intraday chart data file updates started for GC-202002-NYMEX | 2020-01-17 01:53:19.348
Intraday chart data file opened for GC-202002-NYMEX | 2020-01-17 01:53:19.348
Interactive Brokers | Using primary service for historical data for GC-202002-NYMEX | 2020-01-17 01:53:19.348
Added historical Intraday data request for GC-202002-NYMEX to the queue. | 2020-01-17 01:53:19.348
Intraday data recording state for symbol GC-202002-NYMEX is set to download 'Pending'. | 2020-01-17 01:53:19.348
Triggering next historical data download in queue. | 2020-01-17 01:53:19.348

Triggering next historical data download in queue. | 2020-01-17 01:53:19.348
HD Request # 12 | Downloading Intraday chart data for GC-202002-NYMEX to the file GC-202002-NYMEX.scid. Service: interactive_brokers.trading | 2020-01-17 01:53:19.348
HD Request # 12 | Download start date-time: 2020-01-17 01:43:13.000 | 2020-01-17 01:53:19.349
HD Request # 12 | Requesting a total of 0 days and 5406 seconds. | 2020-01-17 01:53:19.349
HD Request # 12 | IB Backfill - Seconds requested: 5406. Seconds Remaining: 0. | 2020-01-17 01:53:19.349
HD Request # 12 | Requesting 5406 Seconds of data at 30 secs with ending date-time at 2020-01-17 03:03:19 for GC-202002-NYMEX. PriceType: TRADES | 2020-01-17 01:53:19.349
HD Request # 13 | Downloading Intraday chart data for EUR-202003-GLOBEX to the file EUR-202003-GLOBEX.scid. Service: cme | 2020-01-17 01:53:19.349
HD Request # 13 | Download start date-time: 2020-01-17 01:36:58.000 | 2020-01-17 01:53:19.350
HD Request # 13 | Using server: ds21.sierracharts.com port 10150 | 2020-01-17 01:53:19.350
Socket (2) | Creating socket. | 2020-01-17 01:53:19.350
Socket (2) | Connecting to IP: 216.1.90.129. | 2020-01-17 01:53:19.350
Socket (3) | Socket gracefully closed by remote side. | 2020-01-17 01:53:19.507
Socket (3) | Closed. | 2020-01-17 01:53:19.507
HD Request # 13 | Setting DTC encoding to Binary VLS | 2020-01-17 01:53:19.674
HD Request # 13 | Sending historical data logon request message. | 2020-01-17 01:53:19.674
HD Request # 12 | Processing historical data message from TWS | 2020-01-17 01:53:19.732
HD Request # 12 | Receiving Intraday data for GC-202002-NYMEX starting at 2020-01-17 01:33:30 | 2020-01-17 01:53:19.732
HD Request # 12 | Timestamp of first Intraday data file record written: 2020-01-17 01:43:30 | 2020-01-17 01:53:19.733
HD Request # 12 | Received 41 records and wrote 20 records from 2020-01-17 01:33:00 to 2020-01-17 01:53:00. | 2020-01-17 01:53:19.733
HD Request # 12 | Received 41 records from 2020-01-17 01:33:30.000 to 2020-01-17 01:53:00.000 (19.5 minutes) and wrote 20 records for GC-202002-NYMEX | 2020-01-17 01:53:19.733
HD Request # 12 | Completion time: 0s | 2020-01-17 01:53:19.733
HD Request # 12 | Intraday data download complete for GC-202002-NYMEX. Unique request ID: 18 | 2020-01-17 01:53:19.733
Removing historical data download ID 18. | 2020-01-17 01:53:19.733
Real-time Intraday chart data file updates started for GC-202002-NYMEX | 2020-01-17 01:53:19.733
Intraday chart data file opened for GC-202002-NYMEX | 2020-01-17 01:53:19.733

Triggering next historical data download in queue. | 2020-01-17 01:53:19.733
HD Request # 13 | Requesting Intraday data. Start date-time: 2020-01-17 01:36:58. Record interval: 0. Symbol: 6EH20 | 2020-01-17 01:53:20.292
HD Request # 13 | Decompressing data. | 2020-01-17 01:53:20.452
HD Request # 13 | Receiving Intraday data for EUR-202003-GLOBEX starting at 2020-01-17 01:36:58 | 2020-01-17 01:53:20.456
HD Request # 13 | Timestamp of first Intraday data file record written: 2020-01-17 01:39:48 | 2020-01-17 01:53:20.456
Socket (2) | CloseSocket call. | 2020-01-17 01:53:20.456
Socket (2) | Shutdown started. Waiting for graceful close. | 2020-01-17 01:53:20.456
Historical data download thread signaled to stop. | 2020-01-17 01:53:20.456
HD Request # 13 | Received 32 records from 2020-01-17 01:36:58.000 to 2020-01-17 01:42:54.000 (5.9 minutes) and wrote 30 records for EUR-202003-GLOBEX | 2020-01-17 01:53:20.456
HD Request # 13 | Completion time: 0s | 2020-01-17 01:53:20.457
HD Request # 13 | Intraday data download complete for EUR-202003-GLOBEX. Unique request ID: 15 | 2020-01-17 01:53:20.457
Removing historical data download ID 15. | 2020-01-17 01:53:20.457
Real-time Intraday chart data file updates started for EUR-202003-GLOBEX | 2020-01-17 01:53:20.457
Intraday chart data file opened for EUR-202003-GLOBEX | 2020-01-17 01:53:20.457
Interactive Brokers | Using primary service for historical data for EUR-202003-GLOBEX | 2020-01-17 01:53:20.457
Added historical Intraday data request for EUR-202003-GLOBEX to the queue. | 2020-01-17 01:53:20.457
Intraday data recording state for symbol EUR-202003-GLOBEX is set to download 'Pending'. | 2020-01-17 01:53:20.457
Triggering next historical data download in queue. | 2020-01-17 01:53:20.457

Triggering next historical data download in queue. | 2020-01-17 01:53:20.457
HD Request # 14 | Downloading Intraday chart data for EUR-202003-GLOBEX to the file EUR-202003-GLOBEX.scid. Service: interactive_brokers.trading | 2020-01-17 01:53:20.457
HD Request # 14 | Download start date-time: 2020-01-17 01:42:54.000 | 2020-01-17 01:53:20.458
HD Request # 14 | Requesting a total of 0 days and 5426 seconds. | 2020-01-17 01:53:20.458
HD Request # 14 | IB Backfill - Seconds requested: 5426. Seconds Remaining: 0. | 2020-01-17 01:53:20.458
HD Request # 14 | Requesting 5426 Seconds of data at 30 secs with ending date-time at 2020-01-17 03:03:20 for EUR-202003-GLOBEX. PriceType: TRADES | 2020-01-17 01:53:20.458
HD Request # 15 | Downloading Intraday chart data for ZB-202003-ECBOT to the file ZB-202003-ECBOT.scid. Service: cbot | 2020-01-17 01:53:20.458
HD Request # 15 | Download start date-time: 2020-01-17 01:38:10.000 | 2020-01-17 01:53:20.458
HD Request # 15 | Using server: ds23.sierracharts.com port 10149 | 2020-01-17 01:53:20.458
Socket (3) | Creating socket. | 2020-01-17 01:53:20.459
Socket (3) | Connecting to IP: 216.1.90.130. | 2020-01-17 01:53:20.459
Socket (2) | Socket gracefully closed by remote side. | 2020-01-17 01:53:20.616
Socket (2) | Closed. | 2020-01-17 01:53:20.616
HD Request # 15 | Setting DTC encoding to Binary VLS | 2020-01-17 01:53:20.783
HD Request # 15 | Sending historical data logon request message. | 2020-01-17 01:53:20.783
HD Request # 14 | Processing historical data message from TWS | 2020-01-17 01:53:20.837
HD Request # 14 | Receiving Intraday data for EUR-202003-GLOBEX starting at 2020-01-17 01:33:00 | 2020-01-17 01:53:20.837
HD Request # 14 | Timestamp of first Intraday data file record written: 2020-01-17 01:43:00 | 2020-01-17 01:53:20.837
HD Request # 14 | Received 42 records and wrote 21 records from 2020-01-17 01:32:30 to 2020-01-17 01:53:00. | 2020-01-17 01:53:20.837
HD Request # 14 | Received 42 records from 2020-01-17 01:33:00.000 to 2020-01-17 01:53:00.000 (20.0 minutes) and wrote 21 records for EUR-202003-GLOBEX | 2020-01-17 01:53:20.838
HD Request # 14 | Completion time: 0s | 2020-01-17 01:53:20.838
HD Request # 14 | Intraday data download complete for EUR-202003-GLOBEX. Unique request ID: 19 | 2020-01-17 01:53:20.838
Removing historical data download ID 19. | 2020-01-17 01:53:20.838
Real-time Intraday chart data file updates started for EUR-202003-GLOBEX | 2020-01-17 01:53:20.838
Intraday chart data file opened for EUR-202003-GLOBEX | 2020-01-17 01:53:20.838

Triggering next historical data download in queue. | 2020-01-17 01:53:20.838
HD Request # 15 | Requesting Intraday data. Start date-time: 2020-01-17 01:38:10. Record interval: 0. Symbol: ZBH20 | 2020-01-17 01:53:21.414
HD Request # 15 | Decompressing data. | 2020-01-17 01:53:21.575
HD Request # 15 | Receiving Intraday data for ZB-202003-ECBOT starting at 2020-01-17 01:38:10 | 2020-01-17 01:53:21.575
HD Request # 15 | Timestamp of first Intraday data file record written: 2020-01-17 01:38:45 | 2020-01-17 01:53:21.576
Socket (3) | CloseSocket call. | 2020-01-17 01:53:21.576
Socket (3) | Shutdown started. Waiting for graceful close. | 2020-01-17 01:53:21.576
Historical data download thread signaled to stop. | 2020-01-17 01:53:21.576
HD Request # 15 | Received 99 records from 2020-01-17 01:38:10.000 to 2020-01-17 01:42:57.000 (4.8 minutes) and wrote 98 records for ZB-202003-ECBOT | 2020-01-17 01:53:21.576
HD Request # 15 | Completion time: 1s | 2020-01-17 01:53:21.576
HD Request # 15 | Intraday data download complete for ZB-202003-ECBOT. Unique request ID: 16 | 2020-01-17 01:53:21.576
Removing historical data download ID 16. | 2020-01-17 01:53:21.576
Real-time Intraday chart data file updates started for ZB-202003-ECBOT | 2020-01-17 01:53:21.576
Intraday chart data file opened for ZB-202003-ECBOT | 2020-01-17 01:53:21.576
Interactive Brokers | Using primary service for historical data for ZB-202003-ECBOT | 2020-01-17 01:53:21.576
Added historical Intraday data request for ZB-202003-ECBOT to the queue. | 2020-01-17 01:53:21.576
Intraday data recording state for symbol ZB-202003-ECBOT is set to download 'Pending'. | 2020-01-17 01:53:21.576
Triggering next historical data download in queue. | 2020-01-17 01:53:21.576

Triggering next historical data download in queue. | 2020-01-17 01:53:21.576
HD Request # 16 | Downloading Intraday chart data for ZB-202003-ECBOT to the file ZB-202003-ECBOT.scid. Service: interactive_brokers.trading | 2020-01-17 01:53:21.576
HD Request # 16 | Download start date-time: 2020-01-17 01:42:57.000 | 2020-01-17 01:53:21.577
HD Request # 16 | Requesting a total of 0 days and 5424 seconds. | 2020-01-17 01:53:21.577
HD Request # 16 | IB Backfill - Seconds requested: 5424. Seconds Remaining: 0. | 2020-01-17 01:53:21.577
HD Request # 16 | Requesting 5424 Seconds of data at 30 secs with ending date-time at 2020-01-17 03:03:21 for ZB-202003-ECBOT. PriceType: TRADES | 2020-01-17 01:53:21.577
Socket (3) | Socket gracefully closed by remote side. | 2020-01-17 01:53:21.734
Socket (3) | Closed. | 2020-01-17 01:53:21.735
HD Request # 16 | Processing historical data message from TWS | 2020-01-17 01:53:21.960
HD Request # 16 | Receiving Intraday data for ZB-202003-ECBOT starting at 2020-01-17 01:33:00 | 2020-01-17 01:53:21.960
HD Request # 16 | Timestamp of first Intraday data file record written: 2020-01-17 01:43:00 | 2020-01-17 01:53:21.961
HD Request # 16 | Received 42 records and wrote 21 records from 2020-01-17 01:32:30 to 2020-01-17 01:53:00. | 2020-01-17 01:53:21.961
HD Request # 16 | Received 42 records from 2020-01-17 01:33:00.000 to 2020-01-17 01:53:00.000 (20.0 minutes) and wrote 21 records for ZB-202003-ECBOT | 2020-01-17 01:53:21.961
HD Request # 16 | Completion time: 0s | 2020-01-17 01:53:21.961
HD Request # 16 | Intraday data download complete for ZB-202003-ECBOT. Unique request ID: 20 | 2020-01-17 01:53:21.961
Removing historical data download ID 20. | 2020-01-17 01:53:21.961
Real-time Intraday chart data file updates started for ZB-202003-ECBOT | 2020-01-17 01:53:21.961
Intraday chart data file opened for ZB-202003-ECBOT | 2020-01-17 01:53:21.961

Triggering next historical data download in queue. | 2020-01-17 01:53:21.961
Opened cached Intraday file: C:\SierraChart_Live\Data\CL-202003-NYMEX.scid | 2020-01-17 01:53:22.058
Opened cached Intraday file: C:\SierraChart_Live\Data\GC-202002-NYMEX.scid | 2020-01-17 01:53:22.058
Opened cached Intraday file: C:\SierraChart_Live\Data\EUR-202003-GLOBEX.scid | 2020-01-17 01:53:32.063
Opened cached Intraday file: C:\SierraChart_Live\Data\ZB-202003-ECBOT.scid | 2020-01-17 01:53:52.073
[2020-01-17 09:29:31]
Sierra Chart Engineering - Posts: 81517 | Ending Date: 2020-06-09
Ok we have clearly identified the problem:

Interactive Brokers | Connected to Demo or Simulated account. | 2020-01-17 01:53:11.932
Interactive Brokers | Not previously connected to Live account. | 2020-01-17 01:53:11.932
Interactive Brokers | Connected to data and trading server. | 2020-01-17 01:53:11.932
Notice: Not connected to Live trading account to receive CME realtime futures data at non-professional fees. | 2020-01-17 01:53:11.933

You need to connect to your live funded trading account:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#ConnectingOnlyOnceAMonthToTradingAccount

We recommend that you implement this solution here to avoid this problem in the future:
https://www.sierrachart.com/index.php?page=doc/EasySolutionToCMEFundedTradingAccountRequirement.php

This will also save you 5 USD on the data feed a month.

This is just yet another example of damn CME market data policy. The side effects of this. It is abundantly clear. This is why we are insisting that people follow this easy solution.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2020-01-17 09:34:37
[2020-01-17 09:50:38]
User462086 - Posts: 83 | Ending Date: 2020-08-15
Interesting, my understanding has always been that as long as I connect Sierra Chart at least once a month to my live trading account the CME's requirements are met. Last time I connected was on 12/23/2019 so there shouldn't be a problem. However, being wrong is half of what I do each day so I'll give it a try. Will this align the real-time data with the historical data, or the historical data with the real-time data?

Edit: Just noticed the BEGINNING of the month requirement in the link you provided.
Date Time Of Last Edit: 2020-01-17 09:53:47
[2020-01-17 09:53:37]
Sierra Chart Engineering - Posts: 81517 | Ending Date: 2020-06-09
You have to connect Sierra Chart at the beginning of the month to your live account.

After you do that, you need to fully re-download the data in the chart:

Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-01-17 11:43:57]
User462086 - Posts: 83 | Ending Date: 2020-08-15
Okay, I've done as you recommended. In addition I've reread the following (the first has a possible explanation for the cumulative delta behavior on my charts):

https://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php#MarketDataProblems

https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

https://www.sierrachart.com/index.php?page=doc/SierraChartHistoricalData.php

https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#Included

One last request, could you please confirm my understanding (I don't want IB data anywhere near my charts or scid files):

To disable downloading of IB data and to use SC data in its place:

1) In 'Data/Trade Service Settings' enable 'Allow Support for Sierra Chart Data Feeds'
2) Connect to live account at start of each month, then 'Edit > Delete All Data and Download' to replace any IB data that may have been written to the scid files in the previous 10-15 minutes.
3) Confirm [M] is present after the chart header's symbol
[2020-01-17 16:06:18]
Sierra Chart Engineering - Posts: 81517 | Ending Date: 2020-06-09

1) In 'Data/Trade Service Settings' enable 'Allow Support for Sierra Chart Data Feeds'
2) Connect to live account at start of each month, then 'Edit > Delete All Data and Download' to replace any IB data that may have been written to the scid files in the previous 10-15 minutes.
3) Confirm [M] is present after the chart header's symbol
Yes this is correct.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

To post a message in this thread, you need to login with your Sierra Chart account:

Login

Login Page - Create Account