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Direct MessagesDate/Time: Fri, 26 Apr 2024 13:52:41 +0000
depth of market
View Count: 524
| [2020-07-06 16:27:04] |
| Amie (Fulks) Perryma - Posts: 14 |
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I followed the instructions and still only see top of book orders. No depth of market showing.
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| [2020-07-07 10:27:40] |
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Go to the chart for the symbol you want to see market depth for and then open a market depth window with File >> Open Market Depth Window and then follow the instructions below: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade Servers 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. 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 |
| [2020-07-07 12:30:25] |
| Amie (Fulks) Perryma - Posts: 14 |
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Software version: 2130 32-bit | 2020-07-07 07:27:11.491 Primary Thread ID: 3428 | 2020-07-07 07:27:11.491 Usage end date: 2020-09-17 | 2020-07-07 07:27:11.491 Enabled for: Advanced Features 2. | 2020-07-07 07:27:11.491 Enabled for: Sierra Chart Historical Data Service. | 2020-07-07 07:27:11.491 Enabled for: Denali Real-Time Exchange Data Feed. | 2020-07-07 07:27:11.491 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-07-07 07:27:11.491 Enabled for exchange2: CME | 2020-07-07 07:27:11.491 Allow Support for Sierra Chart Data Feeds is enabled. | 2020-07-07 07:27:11.491 Current selected Data/Trading service: SC Futures Order Routing/Data | 2020-07-07 07:27:11.491 Custom symbol settings values: enabled | 2020-07-07 07:27:11.491 Chart Update Interval: 500 | 2020-07-07 07:27:11.491 Intraday Data Storage Time Unit: 0 | 2020-07-07 07:27:11.491 Time Zone: -05:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2020-07-07 07:27:11.491 2020-07-07 05:27:10 Local computer time | 2020-07-07 07:27:11.491 2020-07-07 12:27:10 Local computer time in UTC | 2020-07-07 07:27:11.491 2020-07-07 07:27:10 Local computer time in SC Time Zone | 2020-07-07 07:27:11.491 2020-07-07 12:26:32 Server time in UTC | 2020-07-07 07:27:11.491 Local computer UTC time and Server UTC time difference: 2 seconds. | 2020-07-07 07:27:11.491 Program path: C:\SierraChart\ | 2020-07-07 07:27:11.491 Data Files path: C:\SierraChart\Data\ | 2020-07-07 07:27:11.491 OS Version Number: 10.0 | 2020-07-07 07:27:11.492 Locale Setting: C | 2020-07-07 07:27:11.492 Allowed protected custom studies: | 2020-07-07 07:27:11.492 File >> Disconnect selected. | 2020-07-07 07:28:30.645 SC Futures Order Routing/Data | Waiting for socket receive thread to end | 2020-07-07 07:28:30.647 DTC Client socket (1) | CloseSocket call. | 2020-07-07 07:28:30.647 DTC Client socket (1) | Max send buffers used during socket life: 3 | 2020-07-07 07:28:30.647 DTC Client socket (1) | Max send buffer size during socket life: 328 | 2020-07-07 07:28:30.647 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2020-07-07 07:28:30.647 SC Data - All Services | Waiting for socket receive thread to end | 2020-07-07 07:28:30.651 DTC Client socket (2) | CloseSocket call. | 2020-07-07 07:28:30.652 DTC Client socket (2) | Max send buffers used during socket life: 3 | 2020-07-07 07:28:30.652 DTC Client socket (2) | Max send buffer size during socket life: 148 | 2020-07-07 07:28:30.652 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2020-07-07 07:28:30.652 SC Data - All Services | Disconnected from the server. | 2020-07-07 07:28:30.652 SC Futures Order Routing/Data | Disconnected. | 2020-07-07 07:28:30.652 DTC Client socket (1) | Socket gracefully closed by remote side. | 2020-07-07 07:28:30.710 DTC Client socket (1) | Closed. | 2020-07-07 07:28:30.710 DTC Client socket (2) | Socket gracefully closed by remote side. | 2020-07-07 07:28:30.716 DTC Client socket (2) | Closed. | 2020-07-07 07:28:30.716 SC Futures Order Routing/Data | Connecting to the server futurestrading2.sierracharts.com. Port 11098 | 2020-07-07 07:28:33.906 DTC Client socket (1) | Creating socket. Using TLS 1.2. | 2020-07-07 07:28:33.928 DTC Client socket (1) | Connecting to IP: 208.185.224.129. | 2020-07-07 07:28:33.928 SC Futures Order Routing/Data | Connected to server. | 2020-07-07 07:28:33.992 SC Futures Order Routing/Data | Starting socket receive thread. | 2020-07-07 07:28:33.993 SC Futures Order Routing/Data | Sending encoding request to server: Binary VLS | 2020-07-07 07:28:33.993 SC Futures Order Routing/Data | Setting DTC encoding to Binary VLS | 2020-07-07 07:28:34.195 SC Futures Order Routing/Data | Sending logon request message. | 2020-07-07 07:28:34.195 SC Futures Order Routing/Data | Received logon response. | 2020-07-07 07:28:34.256 SC Futures Order Routing/Data | Server Name: SC DTC Server. | 2020-07-07 07:28:34.256 SC Futures Order Routing/Data | Server protocol version: 8. Client protocol version: 8 | 2020-07-07 07:28:34.256 SC Futures Order Routing/Data | Successfully connected. Connected to SC DTC Protocol server. Service=trading_technologies.trading|SymbolSettings=trading_technologies_v2.trading. | 2020-07-07 07:28:34.256 SC Futures Order Routing/Data | Trading is supported. | 2020-07-07 07:28:34.256 SC Futures Order Routing/Data | Order cancel and replace is supported. | 2020-07-07 07:28:34.256 SC Futures Order Routing/Data | OCO Orders supported. | 2020-07-07 07:28:34.256 SC Futures Order Routing/Data | Bracket Orders supported. | 2020-07-07 07:28:34.256 SC Futures Order Routing/Data | Connected to data and trading server. | 2020-07-07 07:28:34.256 Triggering next historical data download in queue. | 2020-07-07 07:28:34.256 Triggering next historical data download in queue. | 2020-07-07 07:28:34.256 Triggering next historical data download in queue. | 2020-07-07 07:28:34.256 Triggering next historical data download in queue. | 2020-07-07 07:28:34.256 Updated verified funded futures trading account ending date to: 2020-08-06 12:28:34 | 2020-07-07 07:28:34.256 Mapping ESU20_FUT_CME to ESU20. Service code: cme | 2020-07-07 07:28:34.337 SC Data - All Services | Starting real-time market data updates for: ESU20_FUT_CME (ESU20). ID: 1 Service code: cme | 2020-07-07 07:28:34.337 SC Data - All Services | Using low bandwidth mode. | 2020-07-07 07:28:34.337 SC Data - All Services | Connecting to the server ds23.sierracharts.com. Port 443 | 2020-07-07 07:28:34.337 SC Data - All Services | Requesting security definition data for: ESU20_FUT_CME (ESU20). ID: 1 | 2020-07-07 07:28:34.337 Added historical Intraday data request for ESU20_FUT_CME to the queue. | 2020-07-07 07:28:34.337 Intraday data recording state for symbol ESU20_FUT_CME is set to download 'Pending'. | 2020-07-07 07:28:34.337 Triggering next historical data download in queue. | 2020-07-07 07:28:34.337 DTC Client socket (2) | Creating socket. | 2020-07-07 07:28:34.338 DTC Client socket (2) | Connecting to IP: 216.1.90.130. | 2020-07-07 07:28:34.338 Delaying start of download for ESU20_FUT_CME | 2020-07-07 07:28:34.350 SC Futures Order Routing/Data | Received security definition for symbol ESU20_FUT_CME | 2020-07-07 07:28:34.401 SC Data - All Services | Connected to server. | 2020-07-07 07:28:34.406 SC Data - All Services | Starting socket receive thread. | 2020-07-07 07:28:34.406 SC Data - All Services | Sending encoding request to server: Binary VLS | 2020-07-07 07:28:34.406 SC Data - All Services | Setting DTC encoding to Binary VLS | 2020-07-07 07:28:34.492 SC Data - All Services | Sending logon request message. | 2020-07-07 07:28:34.492 Mapping MESU20_FUT_CME to MESU20. Service code: cme | 2020-07-07 07:28:34.548 SC Data - All Services | Starting real-time market data updates for: MESU20_FUT_CME (MESU20). ID: 2 Service code: cme | 2020-07-07 07:28:34.548 SC Data - All Services | Requesting security definition data for: MESU20_FUT_CME (MESU20). ID: 2 | 2020-07-07 07:28:34.548 Added historical Intraday data request for MESU20_FUT_CME to the queue. | 2020-07-07 07:28:34.549 Intraday data recording state for symbol MESU20_FUT_CME is set to download 'Pending'. | 2020-07-07 07:28:34.549 Triggering next historical data download in queue. | 2020-07-07 07:28:34.549 SC Futures Order Routing/Data | Received security definition for symbol MESU20_FUT_CME | 2020-07-07 07:28:34.610 SC Data - All Services | Received logon response. | 2020-07-07 07:28:35.148 SC Data - All Services | Server Name: SC Realtime Server. | 2020-07-07 07:28:35.148 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2020-07-07 07:28:35.148 SC Data - All Services | Successfully connected. | 2020-07-07 07:28:35.148 SC Data - All Services | Trading is not supported. | 2020-07-07 07:28:35.148 SC Data - All Services | Restarting real-time data updates for symbol: ESU20_FUT_CME -> ESU20 | 2020-07-07 07:28:35.148 SC Data - All Services | Restarting real-time data updates for symbol: MESU20_FUT_CME -> MESU20 | 2020-07-07 07:28:35.148 SC Data - All Services | Received security definition for symbol ESU20_FUT_CME | 2020-07-07 07:28:35.243 SC Data - All Services | Received security definition for symbol MESU20_FUT_CME | 2020-07-07 07:28:35.243 Requesting market depth updates for: ESU20_FUT_CME if supported. | 2020-07-07 07:28:39.240 Requesting market depth updates for: MESU20_FUT_CME if supported. | 2020-07-07 07:28:39.240 SC Data - All Services | Market Depth data has been rejected for symbol: ESU20_FUT_CME. Low bandwidth option enabled. | 2020-07-07 07:28:39.327 SC Data - All Services | Market Depth data has been rejected for symbol: MESU20_FUT_CME. Low bandwidth option enabled. | 2020-07-07 07:28:39.327 HD Request # 6 | Downloading Intraday chart data for ESU20_FUT_CME to the file ESU20_FUT_CME.scid. Service: cme | 2020-07-07 07:28:39.587 HD Request # 6 | Download start date-time: 2020-07-07 07:28:30.000 | 2020-07-07 07:28:39.587 HD Request # 6 | Using server: ds23.sierracharts.com port 10149 | 2020-07-07 07:28:39.587 Socket (3) | Creating socket. | 2020-07-07 07:28:39.588 Socket (3) | Connecting to IP: 216.1.90.130. | 2020-07-07 07:28:39.588 HD Request # 6 | Setting DTC encoding to Binary VLS | 2020-07-07 07:28:39.727 HD Request # 6 | Sending historical data logon request message. | 2020-07-07 07:28:39.727 HD Request # 6 | Requesting Intraday data. Start date-time: 2020-07-07 07:28:30. Record interval: 0. Symbol: ESU20 | 2020-07-07 07:28:40.252 HD Request # 6 | Decompressing data. | 2020-07-07 07:28:40.317 HD Request # 6 | Receiving Intraday data for ESU20_FUT_CME starting at 2020-07-07 07:28:30 | 2020-07-07 07:28:40.318 Socket (3) | CloseSocket call. | 2020-07-07 07:28:40.321 Socket (3) | Shutdown started. Waiting for graceful close. | 2020-07-07 07:28:40.321 Historical data download thread signaled to stop. | 2020-07-07 07:28:40.323 HD Request # 6 | Timestamp of first Intraday data file record written: 2020-07-07 07:28:32 | 2020-07-07 07:28:40.323 HD Request # 6 | Received 28 records from 2020-07-07 07:28:30.499 to 2020-07-07 07:28:39.504 (9.0 seconds) and wrote 25 records for ESU20_FUT_CME | 2020-07-07 07:28:40.324 HD Request # 6 | Completion time: 0s | 2020-07-07 07:28:40.336 HD Request # 6 | Intraday data download complete for ESU20_FUT_CME. Unique request ID: 5 | 2020-07-07 07:28:40.336 Removing historical data download ID 5. | 2020-07-07 07:28:40.336 Real-time Intraday chart data file updates started for ESU20_FUT_CME | 2020-07-07 07:28:40.336 Intraday chart data file opened for ESU20_FUT_CME | 2020-07-07 07:28:40.336 HD Request # 6 | Enabling Intraday chart updating for symbol. | 2020-07-07 07:28:40.336 Triggering next historical data download in queue. | 2020-07-07 07:28:40.336 HD Request # 7 | Downloading Intraday chart data for MESU20_FUT_CME to the file MESU20_FUT_CME.scid. Service: cme | 2020-07-07 07:28:40.337 HD Request # 7 | Download start date-time: 2020-07-07 07:28:29.000 | 2020-07-07 07:28:40.337 HD Request # 7 | Using server: ds21.sierracharts.com port 10150 | 2020-07-07 07:28:40.337 Socket (4) | Creating socket. | 2020-07-07 07:28:40.338 Socket (4) | Connecting to IP: 216.1.90.129. | 2020-07-07 07:28:40.338 Socket (3) | Socket gracefully closed by remote side. | 2020-07-07 07:28:40.387 Socket (3) | Closed. | 2020-07-07 07:28:40.387 HD Request # 7 | Setting DTC encoding to Binary VLS | 2020-07-07 07:28:40.469 HD Request # 7 | Sending historical data logon request message. | 2020-07-07 07:28:40.469 HD Request # 7 | Requesting Intraday data. Start date-time: 2020-07-07 07:28:29. Record interval: 0. Symbol: MESU20 | 2020-07-07 07:28:40.996 HD Request # 7 | Decompressing data. | 2020-07-07 07:28:41.061 HD Request # 7 | Receiving Intraday data for MESU20_FUT_CME starting at 2020-07-07 07:28:29 | 2020-07-07 07:28:41.061 Socket (4) | CloseSocket call. | 2020-07-07 07:28:41.064 Historical data download thread signaled to stop. | 2020-07-07 07:28:41.064 Socket (4) | Shutdown started. Waiting for graceful close. | 2020-07-07 07:28:41.064 HD Request # 7 | Timestamp of first Intraday data file record written: 2020-07-07 07:28:32 | 2020-07-07 07:28:41.064 HD Request # 7 | Received 12 records from 2020-07-07 07:28:29.499 to 2020-07-07 07:28:36.504 (7.0 seconds) and wrote 7 records for MESU20_FUT_CME | 2020-07-07 07:28:41.065 Added 2 Time and Sales records to Intraday data file for MESU20_FUT_CME after download. | 2020-07-07 07:28:41.075 HD Request # 7 | Completion time: 1s | 2020-07-07 07:28:41.081 HD Request # 7 | Intraday data download complete for MESU20_FUT_CME. Unique request ID: 6 | 2020-07-07 07:28:41.081 Removing historical data download ID 6. | 2020-07-07 07:28:41.081 Real-time Intraday chart data file updates started for MESU20_FUT_CME | 2020-07-07 07:28:41.081 Intraday chart data file opened for MESU20_FUT_CME | 2020-07-07 07:28:41.081 HD Request # 7 | Enabling Intraday chart updating for symbol. | 2020-07-07 07:28:41.081 Triggering next historical data download in queue. | 2020-07-07 07:28:41.081 Socket (4) | Socket gracefully closed by remote side. | 2020-07-07 07:28:41.129 Socket (4) | Closed. | 2020-07-07 07:28:41.129 Opened cached Intraday file: C:\SierraChart\Data\ESU20_FUT_CME.scid. Thread ID: 34796 | 2020-07-07 07:28:44.220 Opened cached Intraday file: C:\SierraChart\Data\MESU20_FUT_CME.scid. Thread ID: 34796 | 2020-07-07 07:28:44.221 |
| [2020-07-07 12:37:36] |
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SC Data - All Services | Using low bandwidth mode. | 2020-07-07 07:28:34.337 This is the problem.Refer to item 1 here: File Menu: Not Receiving the Full Number of Market Depth Levels 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: 2020-07-07 12:37:46
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