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Direct MessagesDate/Time: Thu, 25 Apr 2024 19:43:43 +0000
I only see best bid and ask in market depth window
View Count: 752
| [2020-07-08 16:39:59] |
| User346098 - Posts: 38 |
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Hi, I have same issue as All DOM levels not visible, only best BID and ASK for new version only see best bid and ask in "Chart -> Open market depth window" ticker NVDA, using interactive brokers (Total(1) Bid price Total(1) Ask price attaching log: Reading Internal Order ID file. | 2020-07-08 12:34:19.874 Reading Trade Orders file. | 2020-07-08 12:34:20.258 Reading Trade Positions file. | 2020-07-08 12:34:20.259 Reading Account Balance file. | 2020-07-08 12:34:20.259 UDPListener (1832). Port 22904 | Listening on UDP port 22904. | 2020-07-08 12:34:20.290 Software version: 2132 64-bit | 2020-07-08 12:34:20.290 OpenGL enabled | 2020-07-08 12:34:20.290 Primary Thread ID: 12696 | 2020-07-08 12:34:20.290 Usage end date: 2021-01-11 | 2020-07-08 12:34:20.290 Enabled for: Advanced Features 2. | 2020-07-08 12:34:20.290 Enabled for: Sierra Chart Historical Data Service. | 2020-07-08 12:34:20.290 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2020-07-08 12:34:20.290 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-07-08 12:34:20.290 Enabled for exchange: INDEXES_DATA_BARCHART | 2020-07-08 12:34:20.290 Enabled for exchange: U.S. Equities (NYSE, NASDAQ, AMEX, BATS) | 2020-07-08 12:34:20.290 Enabled for exchange: BATS (NYSE, NASDAQ) | 2020-07-08 12:34:20.290 Received 1 data feed usernames. | 2020-07-08 12:34:20.290 Allow Support for Sierra Chart Data Feeds is enabled. | 2020-07-08 12:34:20.290 Current selected Data/Trading service: Interactive Brokers | 2020-07-08 12:34:20.290 Custom symbol settings values: enabled | 2020-07-08 12:34:20.290 Chart Update Interval: 500 | 2020-07-08 12:34:20.290 Intraday Data Storage Time Unit: 0 | 2020-07-08 12:34:20.290 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2020-07-08 12:34:20.290 2020-07-08 19:34:20 Local computer time | 2020-07-08 12:34:20.290 2020-07-08 16:34:20 Local computer time in UTC | 2020-07-08 12:34:20.290 2020-07-08 12:34:20 Local computer time in SC Time Zone | 2020-07-08 12:34:20.290 2020-07-08 16:34:19 Server time in UTC | 2020-07-08 12:34:20.290 Local computer UTC time and Server UTC time difference: 0 seconds. | 2020-07-08 12:34:20.290 Program path: C:\SierraChart\ | 2020-07-08 12:34:20.290 Data Files path: C:\SierraChart\Data\ | 2020-07-08 12:34:20.290 OS Version Number: 10.0 | 2020-07-08 12:34:20.290 Locale Setting: C | 2020-07-08 12:34:20.290 Allowed protected custom studies: | 2020-07-08 12:34:20.290 Checking for new symbol settings. Requested symbol settings MD5 for service code interactive_brokers.trading. Request ID: 1. | 2020-07-08 12:34:20.311 Received 5 login tokens. | 2020-07-08 12:34:20.567 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Shutdown started. Waiting for graceful close. | 2020-07-08 12:34:20.572 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Socket gracefully closed by remote side. | 2020-07-08 12:34:20.637 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Closed. | 2020-07-08 12:34:20.637 Symbol settings MD5 received. Request ID: 1. | 2020-07-08 12:34:21.017 Requested symbol settings for service code interactive_brokers.trading. Request ID: 2. | 2020-07-08 12:34:21.017 Symbol settings received. Request ID: 2. | 2020-07-08 12:34:21.928 Interactive Brokers | Connecting to 127.0.0.1:7497 | 2020-07-08 12:34:25.638 IB TWS socket (1) | Creating socket. | 2020-07-08 12:34:25.638 IB TWS socket (1) | Connecting to IP: 127.0.0.1. | 2020-07-08 12:34:25.638 Interactive Brokers | Sending API sign: API | 2020-07-08 12:34:26.140 Interactive Brokers | Sending client version: v100..136 +PACEAPI. Waiting for acceptance. | 2020-07-08 12:34:26.140 Interactive Brokers | TWS server version: 136 | 2020-07-08 12:34:26.145 Interactive Brokers | TWS time: 20200708 12:34:24 EST | 2020-07-08 12:34:26.145 Interactive Brokers | Connected. Sending Start API command. | 2020-07-08 12:34:26.396 Interactive Brokers | Waiting for account information. | 2020-07-08 12:34:26.396 IB Account information received. | 2020-07-08 12:34:26.406 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2020-07-08 12:34:26.406 Interactive Brokers | Connected to Demo or Simulated account. | 2020-07-08 12:34:26.406 Interactive Brokers | Connected to data and trading server. | 2020-07-08 12:34:26.406 Triggering next historical data download in queue. | 2020-07-08 12:34:26.406 Triggering next historical data download in queue. | 2020-07-08 12:34:26.406 Triggering next historical data download in queue. | 2020-07-08 12:34:26.406 Triggering next historical data download in queue. | 2020-07-08 12:34:26.406 Notice: Not connected to Live trading account to receive CME realtime futures data at non-professional fees. | 2020-07-08 12:34:26.478 Next valid order ID: 36 | 2020-07-08 12:34:26.478 Message from IB: Market data farm connection is OK:usfarm.nj. IB Error Code: 2104. Request ID: -1. | 2020-07-08 12:34:26.478 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2020-07-08 12:34:26.478 Message from IB: HMDS data farm connection is OK:fundfarm. IB Error Code: 2106. Request ID: -1. | 2020-07-08 12:34:26.478 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2020-07-08 12:34:26.478 Message from IB: Sec-def data farm connection is OK:secdefnj. IB Error Code: 2158. Request ID: -1. | 2020-07-08 12:34:26.478 Next valid order ID: 36 | 2020-07-08 12:34:26.478 Next valid order ID: 36 | 2020-07-08 12:34:26.478 Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates (6)) for account: DU11* | 2020-07-08 12:34:31.403 Interactive Brokers | Received Trade Positions download end message for account DU11* | 2020-07-08 12:34:31.405 Interactive Brokers | Begin Trade Positions processing. | 2020-07-08 12:34:31.405 Interactive Brokers | Received Trade Positions for all accounts. Performing final processing. | 2020-07-08 12:34:31.405 NVDA #1 | Reloading chart. | 2020-07-08 12:36:04.955 NVDA #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-07-08 12:36:04.956 Mapping NVDA to NVDA. Service code: equities.us | 2020-07-08 12:36:05.456 SC Data - All Services | Starting real-time market data updates for: NVDA (NVDA). ID: 1 Service code: equities.us | 2020-07-08 12:36:05.456 SC Data - All Services | Using username 0 | 2020-07-08 12:36:05.456 SC Data - All Services | Connecting to the server ds1.sierracharts.com. Port 10047 | 2020-07-08 12:36:05.456 SC Data - All Services | Requesting security definition data for: NVDA (NVDA). ID: 1 | 2020-07-08 12:36:05.456 Starting DelayedDownloadMonitoringTimer | 2020-07-08 12:36:05.456 Starting HDTimeoutTimer | 2020-07-08 12:36:05.456 Added historical Intraday data request for NVDA to the queue. | 2020-07-08 12:36:05.456 Intraday data recording state for symbol NVDA is set to download 'Pending'. | 2020-07-08 12:36:05.456 Triggering next historical data download in queue. | 2020-07-08 12:36:05.456 DTC Client socket (2) | Creating socket. | 2020-07-08 12:36:05.456 DTC Client socket (2) | Connecting to IP: 8.18.161.135. | 2020-07-08 12:36:05.456 Delaying start of download for NVDA | 2020-07-08 12:36:05.458 SC Data - All Services | Connected to server. | 2020-07-08 12:36:05.620 SC Data - All Services | Starting socket receive thread. | 2020-07-08 12:36:05.620 SC Data - All Services | Sending encoding request to server: Binary VLS | 2020-07-08 12:36:05.620 SC Data - All Services | Setting DTC encoding to Binary VLS | 2020-07-08 12:36:05.801 SC Data - All Services | Sending logon request message. | 2020-07-08 12:36:05.801 SC Data - All Services | Received logon response. | 2020-07-08 12:36:05.988 SC Data - All Services | Server Name: SC Realtime Server. | 2020-07-08 12:36:05.988 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2020-07-08 12:36:05.988 SC Data - All Services | Successfully connected. | 2020-07-08 12:36:05.988 SC Data - All Services | Trading is not supported. | 2020-07-08 12:36:05.988 SC Data - All Services | Restarting real-time data updates for symbol: NVDA -> NVDA | 2020-07-08 12:36:05.988 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\NVDA.2020-07-08.depth | 2020-07-08 12:36:06.176 SC Data - All Services | Received security definition for symbol NVDA | 2020-07-08 12:36:06.176 Requesting market depth updates for: NVDA if supported. | 2020-07-08 12:36:06.403 Separate subscription for market depth updates not supported. NVDA | 2020-07-08 12:36:06.403 HD Request # 1 | Downloading Intraday chart data for NVDA to the file NVDA.scid. Service: equities.us | 2020-07-08 12:36:11.455 HD Request # 1 | Download start date-time: 2020-07-08 12:34:02.000 | 2020-07-08 12:36:11.455 HD Request # 1 | Using server: exchangehistdata2.sierracharts.com port 10150 | 2020-07-08 12:36:11.455 Socket (3) | Creating socket. | 2020-07-08 12:36:11.456 Socket (3) | Connecting to IP: 8.18.161.133. | 2020-07-08 12:36:11.456 HD Request # 1 | Setting DTC encoding to Binary VLS | 2020-07-08 12:36:11.793 HD Request # 1 | Sending historical data logon request message. | 2020-07-08 12:36:11.793 HD Request # 1 | Requesting Intraday data. Start date-time: 2020-07-08 12:34:02. Record interval: 0. Symbol: NVDA | 2020-07-08 12:36:11.959 HD Request # 1 | Decompressing data. | 2020-07-08 12:36:12.124 HD Request # 1 | Receiving Intraday data for NVDA starting at 2020-07-08 12:34:02 | 2020-07-08 12:36:12.124 Socket (3) | CloseSocket call. | 2020-07-08 12:36:12.125 Socket (3) | Shutdown started. Waiting for graceful close. | 2020-07-08 12:36:12.125 Historical data download thread signaled to stop. | 2020-07-08 12:36:12.125 HD Request # 1 | Timestamp of first Intraday data file record written: 2020-07-08 12:34:04 | 2020-07-08 12:36:12.125 HD Request # 1 | Received 298 records from 2020-07-08 12:34:02.000 to 2020-07-08 12:36:07.004 (2.1 minutes) and wrote 296 records for NVDA | 2020-07-08 12:36:12.125 HD Request # 1 | Completion time: 1s | 2020-07-08 12:36:12.130 HD Request # 1 | Intraday data download complete for NVDA. Unique request ID: 1 | 2020-07-08 12:36:12.130 Removing historical data download ID 1. | 2020-07-08 12:36:12.130 Real-time Intraday chart data file updates started for NVDA | 2020-07-08 12:36:12.130 Intraday chart data file opened for NVDA | 2020-07-08 12:36:12.130 HD Request # 1 | Enabling Intraday chart updating for symbol. | 2020-07-08 12:36:12.130 Triggering next historical data download in queue. | 2020-07-08 12:36:12.130 Socket (3) | Socket gracefully closed by remote side. | 2020-07-08 12:36:12.290 Socket (3) | Closed. | 2020-07-08 12:36:12.290 Opened cached Intraday file: C:\SierraChart\Data\NVDA.scid. Thread ID: 20428 | 2020-07-08 12:36:15.394 NVDA 1 Min #1 | Reloading chart. | 2020-07-08 12:36:41.909 Loading market depth data. | 2020-07-08 12:36:46.193 Loaded depth data records for NVDA 2020-07-08 from 2020-07-08 12:14:21 to 2020-07-08 12:36:44. | 2020-07-08 12:36:46.201 NVDA[M] 1 Min #1 | Reloading chart. | 2020-07-08 12:36:47.094 Loading market depth data. | 2020-07-08 12:36:50.594 Loaded depth data records for NVDA 2020-07-08 from 2020-07-08 12:14:21 to 2020-07-08 12:36:43. | 2020-07-08 12:36:50.602 |
| [2020-07-08 18:56:52] |
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It is not the same issue. In this case, you are only getting the Best Bid and Ask because that is all that is available with the U.S. Equities exchange on the Sierra Chart Exchange Data Feed. 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 |
| [2020-07-08 20:17:23] |
| User346098 - Posts: 38 |
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I am confused. I thought when choosing "Data/Trade Services Settings -> Service: Interactive Brokers [trading]" and at the same time "Allow Support for Sierra Chart Data Feeds" is checked in "Data/Trade Services Settings" then level 2 data (bid, ask levels) would come from Interactive Brokers and Time and Sales from "Sierra Chart Exchange Data Feed" and that comes from barchart.com which has accurate tick by tick data ... |
| [2020-07-08 21:32:07] |
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No, that is incorrect. You can only receive the entire data flow from one source or another. Right now, you are getting the data from the Sierra Chart Exchange Data Feed. If you want to get the data from Interactive Brokers in order to have the additional depth data, then you would need to uncheck the option for Allow Support for Sierra Chart Data Feeds in the Data/Trade Service Settings. If you find that you will be using the IB data, then be sure to deactivate the renewal of the Sierra Chart Exchange Data Feed, so you are not charged for it if you are not using it. 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 |
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