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Date/Time: Thu, 25 Apr 2024 16:06:33 +0000

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no L2 data from the SC Data Feed!!!!

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[2020-03-02 18:47:51] #1 [Go To First Post]
User12089 - Posts: 350
NO MARKET DEPTH WHATSOEVER from the SC DATA FEED for CME - repeat NO L2 DATA as of today (not even the standard 10 levels forget about Full oRder Book) - just L1 data coming through - the SC Data Feed "thing" is in complete shambles as of the beginning of March (and it is the only way to get both CME And Eurex - the Denali thing allows only CME)

[2020-03-02 20:43:18] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Market depth data is being provided from the server. We do not have any other report of this issue. The only conclusion is that you think you are getting the Sierra Chart Exchange Data Feed into the particular installation of Sierra Chart but you are getting another data feed into that installation of Sierra Chart instead which is not providing depth. Or there was some temporary market depth authorization issue (should not be the case ). Reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade Servers Nevertheless we want you to update Sierra Chart to the current version: Software Download: Fast Update 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: 2020-03-02 20:43:59

[2020-03-05 12:06:42] #3 [Go To First Post]
User12089 - Posts: 350
wrong. this is the root cause and it is a bug in SC: a) the SC Data Connection is IB with SC Data Support Enabled b) TWS on the same machine as SC is running and SC connects to it c) when i logon to my IB account with the IB Mobile App, naturally the TWS desktop (ie second client) is disconnected automatically from the IB data feed, repeat FROM THE IB Data Feed. TWS however continues to run d) SC IMMEDIATELY switches to L1 DATA ONLY - even though Suport for SC Data is ENABLED and i am paying for SC data SC MUST CONTINUE streaming SC Data regardless of whether TWS is disconnected from IB data or not (including in the cases when TWS is totally down due to e.g. their regular logout once every 24 hours) - ALL THAT WAS "REQUIRED" according to the current information was to connect SC ONCE A MONTH TO LIVE / FUNDED IB account . Here we are talking about IMMEDIATE disconnection of L2 data EVERY TIME TWS is disconnected from IB data The above also raises the suspicion, what data is actually supplised WHEN IB is the broker and SC Data is enabled - it almost smells of IB data is being used and NOT SC data for while i am paying for SC data Date Time Of Last Edit: 2020-03-05 12:08:15

[2020-03-17 22:49:54] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
d) SC IMMEDIATELY switches to L1 DATA ONLY - even though Suport for SC Data is ENABLED and i am paying for SC data This does not make sense to us. There is no functionality in Sierra Chart which would affect the market depth data request under this condition. The only potential condition would be the data feed stops altogether including both level 1 data and level 2 data but that would require you to select File >> Disconnect. So we need you to provide evidence of this issue so when you experience it again or if you can reproduce. Simply provide the Message Log at that time: 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. 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: 2020-03-17 22:50:37

[2020-03-23 23:04:37] #5 [Go To First Post]
User12089 - Posts: 350
my man, i repeat that the SC Data Feed (the main one not "devali") is in shambles: here are the "facts" requested: the setup is: 1. machine 2. TWS running on the same machine 3. Main SC instance with DTC SErver enabled and also connected to TWS with SC Data Feed SUpport enabled 4. Several SC SubInstances deployed as independednt SC and connected with the DTC SubInstance Data Feed Adaptor to th emain SC instance in point 3. THe subinstances are with DISABLED Support for SC Data (to comply with the new licensing rules - btw probably the RECENT implemenattion of these rules on the SC servier side is probably AT LEAST part of the mess ...) 5. On disconnection and reconnection of the main SC instance to TWS/Internet the SubSinatnces suffer from the below error and disconnect from real-time AND FOB MArket Depth IF i disconnect / reconnect EACH subinstance MANUALLY and sometimes SEVERAL times the problem finally goes away and the FOB Market Depth Appers and the subsinstance reports that it "found the symbol" - the same IB formatted symbol btw, which on top of that is SELECTED from the SC symbol list in the lates SC .... Symbol Error - CL-202005-NYMEX is unknown, unavailable, or improperly formatted. Symbol Error - CL-202005-NYMEX is unknown, unavailable, or improperly formatted. No security definition has been found for the request \| 2020-03-23 21:28:13.364 Interactive Brokers \| Market Depth data has been rejected for symbol: CL-202005-NYMEX. Symbol Error - CL-202005-NYMEX is unknown, unavailable, or improperly formatted. No security definition has been found for the request \| 2020-03-23 21:28:13.364 Interactive Brokers \| Real-time data for symbol CL-202005-NYMEX is currently unavailable. \| 2020-03-23 21:29:29.731 Interactive Brokers \| Market data feed reported to be lost. \| 2020-03-23 21:29:29.731 Date Time Of Last Edit: 2020-03-23 23:07:40

[2020-03-24 01:23:48] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Sorry we do not accept this type of analysis of the problem. We need the COMPLETE Message Log at the time you have the problem. We simply cannot help until we get what we request. Also you can discontinue the Sierra Chart Exchange Data Feed if you want. We are going to be expanding the exchanges on the Denali Exchange Data Feed as soon as possible. This is a top priority for us. However, having said this, there are no problems with the Sierra Chart Exchange Data Feed on the technical side related to data. All of that works properly as is demonstrated by the hundreds of users on it who do not have a problem. 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: 2020-03-25 23:04:07

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