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Direct MessagesDate/Time: Mon, 13 May 2024 05:07:30 +0000
market depth
View Count: 572
| [2020-10-01 15:28:06] |
| User491464 - Posts: 21 |
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I came in today and i had no live data. Since I started receiving live data i am still missing market depth. Any advice how to fix? thanks
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| [2020-10-01 16:38:39] |
| John - SC Support - Posts: 31555 |
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Right now, you are only setup to receive Real-Time data for the EUREX exchange including the Market Depth data. Are you having a problem with the data from that exchange?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2020-10-02 07:46:33] |
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Tell us what symbol you are referring to.
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: 2020-10-02 07:46:56
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| [2020-10-04 18:13:26] |
| User491464 - Posts: 21 |
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Apologies for the delay I have had computer issues. Yes I am getting no market depth in the market data historical graph for symbols GG and FX within Eurex. I am having the same issues within my Denali data feed account that I access through Amp, with no market depth.
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| [2020-10-04 21:52:12] |
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Make sure the Low Bandwidth option is not on: Real-Time Exchange Data Feeds Available From Sierra Chart: Low Bandwidth Option The fastest solution to the problem is to update to the latest version of Sierra Chart: Software Download: Fast Update Which does not support the low bandwidth option. 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: 2020-10-04 21:52:52
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| [2020-10-05 09:10:56] |
| User491464 - Posts: 21 |
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The low bandwidth option was already switched off. Are there any other potential issues |
| [2020-10-05 13:37:09] |
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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 |
| [2020-10-05 14:51:53] |
| User491464 - Posts: 21 |
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Software version: 2138 64-bit | 2020-10-05 14:43:19.061 Primary Thread ID: 6076 | 2020-10-05 14:43:19.061 Usage end date: 2020-11-06 | 2020-10-05 14:43:19.061 Enabled for: Sierra Chart Historical Data Service. | 2020-10-05 14:43:19.061 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2020-10-05 14:43:19.061 Enabled for: Denali Real-Time Exchange Data Feed. | 2020-10-05 14:43:19.061 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-10-05 14:43:19.061 Enabled for exchange: Eurex with Market Depth | 2020-10-05 14:43:19.061 Enabled for exchange2: CME (Trading Account Required) | 2020-10-05 14:43:19.061 Enabled for exchange2: CBOT (Trading Account Required) | 2020-10-05 14:43:19.061 Enabled for exchange2: COMEX (Trading Account Required) | 2020-10-05 14:43:19.061 Enabled for exchange2: NYMEX (Trading Account Required) | 2020-10-05 14:43:19.061 Received 1 data feed usernames. | 2020-10-05 14:43:19.061 Allow Support for Sierra Chart Data Feeds is enabled. | 2020-10-05 14:43:19.061 Current selected Data/Trading service: SC Data - All Services | 2020-10-05 14:43:19.061 Custom symbol settings values: enabled | 2020-10-05 14:43:19.061 Chart Update Interval: 500 | 2020-10-05 14:43:19.061 Intraday Data Storage Time Unit: 1 | 2020-10-05 14:43:19.061 Time Zone: +00:00:00 (UTC+00) | 2020-10-05 14:43:19.061 2020-10-05 15:43:19 Local computer time | 2020-10-05 14:43:19.061 2020-10-05 14:43:19 Local computer time in UTC | 2020-10-05 14:43:19.061 2020-10-05 14:43:19 Local computer time in SC Time Zone | 2020-10-05 14:43:19.061 2020-10-05 12:34:26 Server time in UTC | 2020-10-05 14:43:19.061 Local computer UTC time and Server UTC time difference: 0 seconds. | 2020-10-05 14:43:19.061 Program path: C:\SierraChart\ | 2020-10-05 14:43:19.061 Data Files path: C:\SierraChart\Data\ | 2020-10-05 14:43:19.061 OS Version Number: 10.0 | 2020-10-05 14:43:19.062 Locale Setting: C | 2020-10-05 14:43:19.062 Allowed protected custom studies: PullStack, SST_ATEAM, SST_ATEAM_PS, SST_FreeBundle, TWFX_Free | 2020-10-05 14:43:19.062 File >> Disconnect selected. | 2020-10-05 14:48:39.729 SC Data - All Services | Waiting for socket receive thread to end | 2020-10-05 14:48:39.760 DTC Client socket (1) | CloseSocket call. | 2020-10-05 14:48:39.760 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2020-10-05 14:48:39.760 SC Data - All Services | Disconnected from the server. | 2020-10-05 14:48:39.760 SC Data - All Services | Waiting for socket receive thread to end | 2020-10-05 14:48:39.760 DTC Client socket (2) | CloseSocket call. | 2020-10-05 14:48:39.760 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2020-10-05 14:48:39.760 SC Data - All Services | Disconnected from the server. | 2020-10-05 14:48:39.760 SC Data - All Services | Disconnected. | 2020-10-05 14:48:39.761 DTC Client socket (1) | Socket gracefully closed by remote side. | 2020-10-05 14:48:39.848 DTC Client socket (1) | Closed. | 2020-10-05 14:48:39.848 DTC Client socket (2) | Socket gracefully closed by remote side. | 2020-10-05 14:48:39.857 DTC Client socket (2) | Closed. | 2020-10-05 14:48:39.857 SC Data - All Services | Connected to data server. | 2020-10-05 14:48:42.787 Triggering next historical data download in queue. | 2020-10-05 14:48:42.791 Triggering next historical data download in queue. | 2020-10-05 14:48:42.791 Triggering next historical data download in queue. | 2020-10-05 14:48:42.791 Triggering next historical data download in queue. | 2020-10-05 14:48:42.791 Mapping ZBZ20 to ZBZ20. Service code: cbot | 2020-10-05 14:48:42.817 SC Data - All Services | Starting real-time market data updates for: ZBZ20 (ZBZ20). ID: 1 Service code: cbot | 2020-10-05 14:48:42.817 SC Data - All Services | Connecting to the server ds21.sierracharts.com. Port 10048 | 2020-10-05 14:48:42.817 SC Data - All Services | Requesting security definition data for: ZBZ20 (ZBZ20). ID: 1 | 2020-10-05 14:48:42.817 Added historical Intraday data request for ZBZ20 to the queue. | 2020-10-05 14:48:42.817 Intraday data recording state for symbol ZBZ20 is set to download 'Pending'. | 2020-10-05 14:48:42.817 ZNZ20[M] 30 Min #3 | Started historical data download for additional symbol ZBZ20. Download ID: 4 | 2020-10-05 14:48:42.817 Delaying start of download for ZBZ20 | 2020-10-05 14:48:42.819 DTC Client socket (1) | Creating socket. | 2020-10-05 14:48:42.822 DTC Client socket (1) | Connecting to IP: 216.1.90.129. | 2020-10-05 14:48:42.822 Mapping GGZ20 to GGZ20. Service code: eurex | 2020-10-05 14:48:42.825 SC Data - All Services | Starting real-time market data updates for: GGZ20 (GGZ20). ID: 2 Service code: eurex | 2020-10-05 14:48:42.825 SC Data - All Services | Using username 0 | 2020-10-05 14:48:42.825 SC Data - All Services | Connecting to the server ds7.sierracharts.com. Port 443 | 2020-10-05 14:48:42.825 SC Data - All Services | Requesting security definition data for: GGZ20 (GGZ20). ID: 2 | 2020-10-05 14:48:42.825 Added historical Intraday data request for GGZ20 to the queue. | 2020-10-05 14:48:42.825 Intraday data recording state for symbol GGZ20 is set to download 'Pending'. | 2020-10-05 14:48:42.825 Triggering next historical data download in queue. | 2020-10-05 14:48:42.825 DTC Client socket (2) | Creating socket. | 2020-10-05 14:48:42.827 DTC Client socket (2) | Connecting to IP: 8.18.161.133. | 2020-10-05 14:48:42.827 SC Data - All Services | Connected to server. | 2020-10-05 14:48:42.913 SC Data - All Services | Starting socket receive thread. | 2020-10-05 14:48:42.913 SC Data - All Services | Sending encoding request to server: Binary VLS | 2020-10-05 14:48:42.913 SC Data - All Services | Connected to server. | 2020-10-05 14:48:42.915 SC Data - All Services | Starting socket receive thread. | 2020-10-05 14:48:42.915 SC Data - All Services | Sending encoding request to server: Binary VLS | 2020-10-05 14:48:42.915 SC Data - All Services | Setting DTC encoding to Binary VLS | 2020-10-05 14:48:43.016 SC Data - All Services | Sending logon request message. | 2020-10-05 14:48:43.016 SC Data - All Services | Setting DTC encoding to Binary VLS | 2020-10-05 14:48:43.032 SC Data - All Services | Sending logon request message. | 2020-10-05 14:48:43.032 Requesting market depth updates for: GGZ20 if supported. | 2020-10-05 14:48:43.159 Separate subscription for market depth updates not supported. GGZ20 | 2020-10-05 14:48:43.159 Mapping ZNZ20 to ZNZ20. Service code: cbot | 2020-10-05 14:48:43.223 SC Data - All Services | Starting real-time market data updates for: ZNZ20 (ZNZ20). ID: 3 Service code: cbot | 2020-10-05 14:48:43.223 SC Data - All Services | Requesting security definition data for: ZNZ20 (ZNZ20). ID: 3 | 2020-10-05 14:48:43.223 Added historical Intraday data request for ZNZ20 to the queue. | 2020-10-05 14:48:43.223 Intraday data recording state for symbol ZNZ20 is set to download 'Pending'. | 2020-10-05 14:48:43.223 Triggering next historical data download in queue. | 2020-10-05 14:48:43.223 SC Data - All Services | Received logon response. | 2020-10-05 14:48:43.726 SC Data - All Services | Server Name: SC Realtime Server. | 2020-10-05 14:48:43.726 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2020-10-05 14:48:43.726 SC Data - All Services | Successfully connected. | 2020-10-05 14:48:43.726 SC Data - All Services | Trading is not supported. | 2020-10-05 14:48:43.726 SC Data - All Services | Restarting real-time data updates for symbol: GGZ20 -> GGZ20. Market Depth data restarted. | 2020-10-05 14:48:43.726 SC Data - All Services | Received logon response. | 2020-10-05 14:48:43.846 SC Data - All Services | Server Name: SC Realtime Server. | 2020-10-05 14:48:43.846 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2020-10-05 14:48:43.846 SC Data - All Services | Successfully connected. | 2020-10-05 14:48:43.846 SC Data - All Services | Trading is not supported. | 2020-10-05 14:48:43.846 SC Data - All Services | Restarting real-time data updates for symbol: ZBZ20 -> ZBZ20 | 2020-10-05 14:48:43.846 SC Data - All Services | Restarting real-time data updates for symbol: ZNZ20 -> ZNZ20 | 2020-10-05 14:48:43.846 SC Data - All Services | Clearing market depth for GGZ20 | 2020-10-05 14:48:43.924 SC Data - All Services | Received security definition for symbol GGZ20 | 2020-10-05 14:48:43.924 Enabling compression for file: C:\SierraChart\Data\MarketDepthData\GGZ20.2020-10-05.depth. This may take a while. | 2020-10-05 14:48:43.924 * Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\GGZ20.2020-10-05.depth | 2020-10-05 14:48:43.925 SC Data - All Services | Received security definition for symbol ZBZ20 | 2020-10-05 14:48:44.036 SC Data - All Services | Received security definition for symbol ZNZ20 | 2020-10-05 14:48:44.036 HD Request # 4 | Downloading Intraday chart data for ZBZ20 to the file ZBZ20.scid. Service: cbot | 2020-10-05 14:48:49.262 Enabling compression for file: C:\SierraChart\Data\ZBZ20.scid. This may take a while. | 2020-10-05 14:48:49.262 HD Request # 4 | Download start date-time: 2020-10-05 14:48:29.000 | 2020-10-05 14:48:49.263 HD Request # 4 | Using server: ds21.sierracharts.com port 10149 | 2020-10-05 14:48:49.263 Socket (3) | Creating socket. | 2020-10-05 14:48:49.263 Socket (3) | Connecting to IP: 216.1.90.129. | 2020-10-05 14:48:49.263 HD Request # 4 | Setting DTC encoding to Binary VLS | 2020-10-05 14:48:49.459 HD Request # 4 | Sending historical data logon request message. | 2020-10-05 14:48:49.460 HD Request # 4 | Requesting Intraday data. Start date-time: 2020-10-05 14:48:29. Record interval: 1. Symbol: ZBZ20 | 2020-10-05 14:48:49.962 HD Request # 4 | Decompressing data. | 2020-10-05 14:48:50.058 HD Request # 4 | Receiving Intraday data for ZBZ20 starting at 2020-10-05 14:48:29 | 2020-10-05 14:48:50.061 Socket (3) | CloseSocket call. | 2020-10-05 14:48:50.062 Socket (3) | Shutdown started. Waiting for graceful close. | 2020-10-05 14:48:50.062 Historical data download thread signaled to stop. | 2020-10-05 14:48:50.062 HD Request # 4 | Timestamp of first Intraday data file record written: 2020-10-05 14:48:29 | 2020-10-05 14:48:50.062 HD Request # 4 | Received 1 record from 2020-10-05 14:48:29.000 to 2020-10-05 14:48:29.000 (0.0 seconds) and wrote 1 record for ZBZ20 | 2020-10-05 14:48:50.062 HD Request # 4 | Completion time: 1s | 2020-10-05 14:48:50.063 HD Request # 4 | Intraday data download complete for ZBZ20. Unique request ID: 4 | 2020-10-05 14:48:50.063 Removing historical data download ID 4. | 2020-10-05 14:48:50.063 Real-time Intraday chart data file updates started for ZBZ20 | 2020-10-05 14:48:50.063 Opened cached Intraday file: C:\SierraChart\Data\ZBZ20.scid. Thread ID: 6076 | 2020-10-05 14:48:50.063 Intraday chart data file opened for ZBZ20 | 2020-10-05 14:48:50.063 HD Request # 4 | Enabling Intraday chart updating for symbol. | 2020-10-05 14:48:50.063 ZNZ20[M] 30 Min #3 | Historical data download for additional symbol ZBZ20 with ID 4 has completed. | 2020-10-05 14:48:50.063 Triggering next historical data download in queue. | 2020-10-05 14:48:50.063 HD Request # 5 | Downloading Intraday chart data for GGZ20 to the file GGZ20.scid. Service: eurex | 2020-10-05 14:48:50.063 Enabling compression for file: C:\SierraChart\Data\GGZ20.scid. This may take a while. | 2020-10-05 14:48:50.064 * HD Request # 5 | Download start date-time: 2020-10-05 14:48:25.000 | 2020-10-05 14:48:50.064 HD Request # 5 | Using server: exchangehistdata2.sierracharts.com port 10150 | 2020-10-05 14:48:50.064 Socket (4) | Creating socket. | 2020-10-05 14:48:50.064 Socket (4) | Connecting to IP: 8.18.161.133. | 2020-10-05 14:48:50.064 Socket (3) | Socket gracefully closed by remote side. | 2020-10-05 14:48:50.158 Socket (3) | Closed. | 2020-10-05 14:48:50.158 HD Request # 5 | Setting DTC encoding to Binary VLS | 2020-10-05 14:48:50.268 HD Request # 5 | Sending historical data logon request message. | 2020-10-05 14:48:50.268 HD Request # 5 | Requesting Intraday data. Start date-time: 2020-10-05 14:48:25. Record interval: 1. Symbol: GGZ20 | 2020-10-05 14:48:50.894 HD Request # 5 | Decompressing data. | 2020-10-05 14:48:50.986 HD Request # 5 | Receiving Intraday data for GGZ20 starting at 2020-10-05 14:48:25 | 2020-10-05 14:48:50.986 Socket (4) | CloseSocket call. | 2020-10-05 14:48:50.987 Socket (4) | Shutdown started. Waiting for graceful close. | 2020-10-05 14:48:50.987 Historical data download thread signaled to stop. | 2020-10-05 14:48:50.987 HD Request # 5 | Timestamp of first Intraday data file record written: 2020-10-05 14:48:25 | 2020-10-05 14:48:50.987 HD Request # 5 | Received 3 records from 2020-10-05 14:48:25.000 to 2020-10-05 14:48:48.000 (23.0 seconds) and wrote 3 records for GGZ20 | 2020-10-05 14:48:50.987 HD Request # 5 | Completion time: 0s | 2020-10-05 14:48:50.988 HD Request # 5 | Intraday data download complete for GGZ20. Unique request ID: 5 | 2020-10-05 14:48:50.988 Removing historical data download ID 5. | 2020-10-05 14:48:50.988 Real-time Intraday chart data file updates started for GGZ20 | 2020-10-05 14:48:50.988 Opened cached Intraday file: C:\SierraChart\Data\GGZ20.scid. Thread ID: 6076 | 2020-10-05 14:48:50.988 Intraday chart data file opened for GGZ20 | 2020-10-05 14:48:50.988 HD Request # 5 | Enabling Intraday chart updating for symbol. | 2020-10-05 14:48:50.988 Triggering next historical data download in queue. | 2020-10-05 14:48:50.988 HD Request # 6 | Downloading Intraday chart data for ZNZ20 to the file ZNZ20.scid. Service: cbot | 2020-10-05 14:48:50.988 Enabling compression for file: C:\SierraChart\Data\ZNZ20.scid. This may take a while. | 2020-10-05 14:48:50.988 * HD Request # 6 | Download start date-time: 2020-10-05 14:48:38.000 | 2020-10-05 14:48:50.988 HD Request # 6 | Using server: ds21.sierracharts.com port 10149 | 2020-10-05 14:48:50.988 Socket (3) | Creating socket. | 2020-10-05 14:48:50.988 Socket (3) | Connecting to IP: 216.1.90.129. | 2020-10-05 14:48:50.988 Socket (4) | Socket gracefully closed by remote side. | 2020-10-05 14:48:51.074 Socket (4) | Closed. | 2020-10-05 14:48:51.074 Chart #1 has tagged chart #3 for full recalculation. Chartbook: Bund.Cht | 2020-10-05 14:48:51.130 HD Request # 6 | Setting DTC encoding to Binary VLS | 2020-10-05 14:48:51.188 HD Request # 6 | Sending historical data logon request message. | 2020-10-05 14:48:51.188 ZNZ20[M] 30 Min #3 | Performing a full recalculation because it has been tagged. Chartbook: Bund.Cht | 2020-10-05 14:48:51.241 HD Request # 6 | Requesting Intraday data. Start date-time: 2020-10-05 14:48:38. Record interval: 1. Symbol: ZNZ20 | 2020-10-05 14:48:51.285 HD Request # 6 | Decompressing data. | 2020-10-05 14:48:51.382 HD Request # 6 | Receiving Intraday data for ZNZ20 starting at 2020-10-05 14:48:38 | 2020-10-05 14:48:51.382 Socket (3) | CloseSocket call. | 2020-10-05 14:48:51.382 Socket (3) | Shutdown started. Waiting for graceful close. | 2020-10-05 14:48:51.382 Historical data download thread signaled to stop. | 2020-10-05 14:48:51.382 HD Request # 6 | Timestamp of first Intraday data file record written: 2020-10-05 14:48:38 | 2020-10-05 14:48:51.382 HD Request # 6 | Received 5 records from 2020-10-05 14:48:38.000 to 2020-10-05 14:48:49.000 (11.0 seconds) and wrote 5 records for ZNZ20 | 2020-10-05 14:48:51.382 Added 12 Time and Sales records to Intraday data file for ZNZ20 after download. | 2020-10-05 14:48:51.383 HD Request # 6 | Completion time: 1s | 2020-10-05 14:48:51.383 HD Request # 6 | Intraday data download complete for ZNZ20. Unique request ID: 6 | 2020-10-05 14:48:51.383 Removing historical data download ID 6. | 2020-10-05 14:48:51.383 Real-time Intraday chart data file updates started for ZNZ20 | 2020-10-05 14:48:51.383 Opened cached Intraday file: C:\SierraChart\Data\ZNZ20.scid. Thread ID: 6076 | 2020-10-05 14:48:51.383 Intraday chart data file opened for ZNZ20 | 2020-10-05 14:48:51.383 HD Request # 6 | Enabling Intraday chart updating for symbol. | 2020-10-05 14:48:51.383 Triggering next historical data download in queue. | 2020-10-05 14:48:51.383 Socket (3) | Socket gracefully closed by remote side. | 2020-10-05 14:48:51.480 Socket (3) | Closed. | 2020-10-05 14:48:51.480 |
| [2020-10-06 08:50:38] |
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We only see market depth data requested for GGZ20. We do not see any problem in this Log. Refer to the information 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 |
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