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OEC problems

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[2014-02-22 02:46:02] #1 [Go To First Post]
User626121 - Posts: 82
I have two problems with my OEC feed: 1. If I use any version above 1078, OEC won't connect. With 1078 and below everything is fine. 2. When I try to chart symbols from LIFFE, Eurex or CFE, the last day(s) don't show up. CBOT/CME charts are fine. E.g. I try to chart STERLM4, the chart only goes to 2-14 instead of 2-21. Here's the log (charting STERLM4 and FESXH4, the former ends at 2-14, the latter ends at 2-21 17:58 CET): Software version: 1078 \| 2014-02-22 03:37:35 Usage end date: 2014-09-17 \| 2014-02-22 03:37:35 Enabled for: Sierra Chart Historical Data Service. \| 2014-02-22 03:37:35 Allow Support for Sierra Chart Data Feeds is enabled. \| 2014-02-22 03:37:35 Active service: Open E Cry FIX/FAST \| 2014-02-22 03:37:35 Time Zone: +01:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) \| 2014-02-22 03:37:35 2014-02-22 03:37:35 Local computer clock time \| 2014-02-22 03:37:35 2014-02-22 02:37:35 GMT time \| 2014-02-22 03:37:35 2014-02-22 03:37:35 Time zone adjusted time \| 2014-02-22 03:37:35 Time difference to server time: 4 seconds. \| 2014-02-22 03:37:35 Program path: C:\SierraChart5\ \| 2014-02-22 03:37:35 Data Files path: C:\SierraChart5\Data\ \| 2014-02-22 03:37:35 OS Version Number: 6.2 \| 2014-02-22 03:37:35 Checking for new symbol settings for oec \| 2014-02-22 03:37:35 Open E Cry FIX/FAST: Connecting to serverprod.openecry.com. \| 2014-02-22 03:37:40 Open E Cry FIX/FAST: Connected. \| 2014-02-22 03:37:42 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart5\Data\STERLM4.scid \| 2014-02-22 03:37:50 Open E Cry FIX/FAST - Starting real-time market data updates for: STERLM4 \| 2014-02-22 03:37:51 HD Request # 2 - Downloading Intraday chart data for STERLM4 to the file STERLM4.scid. Service: oec \| 2014-02-22 03:37:51 Compressing file: C:\SierraChart5\Data\STERLM4.scid. This may take a while... \| 2014-02-22 03:37:51 HD Request # 2 - Download start Date-Time: 00:00:00.0 \| 2014-02-22 03:37:51 HD Request # 2 - Performing multistage download. Downloading Minute data first. \| 2014-02-22 03:37:51 Open E Cry tick subscription ID: 2 \| 2014-02-22 03:37:51 HD Request # 2 - Requesting Historical Minute data from 2014-01-20 02:37:51 (UTC) to 2014-02-22 02:37:51 (UTC). \| 2014-02-22 03:37:51 HD Request # 2 - Open E Cry history request subscription ID: 3 \| 2014-02-22 03:37:51 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart5\Data\STERLM4.scid \| 2014-02-22 03:37:51 HD Request # 2 - Receiving intraday data for STERLM4. (Subscription ID: 3) \| 2014-02-22 03:37:52 HD Request # 2 - Receiving Intraday data for STERLM4 starting at 2014-01-20 09:21:00 \| 2014-02-22 03:37:52 HD Request # 2 - Timestamp of first Intraday data file record written: 2014-01-20 09:21:00 \| 2014-02-22 03:37:52 HD Request # 2 - Received 8192 records from 2014-01-20 09:21:00 to 2014-02-21 18:59:00 (32.4 days) and wrote 8192 records for STERLM4 \| 2014-02-22 03:37:53 HD Request # 2 - Intraday download COMPLETE for STERLM4 \| 2014-02-22 03:37:53 HD Request # 3 - Downloading Intraday chart data for STERLM4 to the file STERLM4.scid. Service: oec \| 2014-02-22 03:37:53 HD Request # 3 - Download start Date-Time: 00:00:00.0 \| 2014-02-22 03:37:53 HD Request # 3 - Requesting Historical Tick data from 2014-02-17 02:37:51 (UTC) to 2014-02-22 02:37:53 (UTC). \| 2014-02-22 03:37:53 HD Request # 3 - Open E Cry history request subscription ID: 4 \| 2014-02-22 03:37:53 HD Request # 3 - OEC Trading service: Receiving intraday tick data for STERLM4. (Subscription ID: 4) \| 2014-02-22 03:37:53 HD Request # 3 - OEC Trading service: Request 1 for STERLM4: Received 6803 records from 17.02.2014 08:30:00 to 21.02.2014 18:59:56. \| 2014-02-22 03:37:53 HD Request # 3 - Requesting Historical Tick data from 2014-02-17 02:37:51 (UTC) to 2014-02-17 07:30:00 (UTC). \| 2014-02-22 03:37:53 HD Request # 3 - Open E Cry history request subscription ID: 5 \| 2014-02-22 03:37:53 HD Request # 3 - OEC Trading service: Request 2 for STERLM4: Received 0 records. \| 2014-02-22 03:37:54 HD Request # 3 - Receiving Intraday data for STERLM4 starting at 2014-02-17 08:30:00 \| 2014-02-22 03:37:54 HD Request # 3 - Truncating Intraday data file at 2014-02-17 08:30:00 while receiving initial tick data during multistage download. \| 2014-02-22 03:37:54 HD Request # 3 - Date-time after truncate 2014-02-14 18:59:00 \| 2014-02-22 03:37:54 HD Request # 3 - Adjusting last record read after truncate to 2014-02-14 18:59:59 \| 2014-02-22 03:37:54 HD Request # 3 - Timestamp of first Intraday data file record written: 2014-02-17 08:30:00 \| 2014-02-22 03:37:54 HD Request # 3 - Received 6803 records from 2014-02-17 08:30:00 to 2014-02-21 18:59:56 (4.4 days) and wrote 6803 records for STERLM4 \| 2014-02-22 03:37:54 HD Request # 3 - Intraday download COMPLETE for STERLM4 \| 2014-02-22 03:37:54 Real-time Intraday chart data file updates started for STERLM4 \| 2014-02-22 03:37:54 HD Request # 3 - Reloading Intraday charts for symbol. \| 2014-02-22 03:37:54 Reloading all charts with filename: STERLM4.scid \| 2014-02-22 03:37:54 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart5\Data\FESXH4.scid \| 2014-02-22 03:38:05 Open E Cry FIX/FAST - Starting real-time market data updates for: FESXH4 \| 2014-02-22 03:38:05 HD Request # 4 - Downloading Intraday chart data for FESXH4 to the file FESXH4.scid. Service: oec \| 2014-02-22 03:38:05 Compressing file: C:\SierraChart5\Data\FESXH4.scid. This may take a while... \| 2014-02-22 03:38:05 HD Request # 4 - Download start Date-Time: 00:00:00.0 \| 2014-02-22 03:38:05 HD Request # 4 - Performing multistage download. Downloading Minute data first. \| 2014-02-22 03:38:05 Open E Cry tick subscription ID: 7 \| 2014-02-22 03:38:05 HD Request # 4 - Requesting Historical Minute data from 2014-01-20 02:38:05 (UTC) to 2014-02-22 02:38:05 (UTC). \| 2014-02-22 03:38:05 HD Request # 4 - Open E Cry history request subscription ID: 8 \| 2014-02-22 03:38:05 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart5\Data\FESXH4.scid \| 2014-02-22 03:38:06 HD Request # 4 - Receiving intraday data for FESXH4. (Subscription ID: 8) \| 2014-02-22 03:38:06 HD Request # 4 - Receiving Intraday data for FESXH4 starting at 2014-02-10 09:25:00 \| 2014-02-22 03:38:06 HD Request # 4 - Timestamp of first Intraday data file record written: 2014-02-10 09:25:00 \| 2014-02-22 03:38:06 HD Request # 4 - Received 8192 records from 2014-02-10 09:25:00 to 2014-02-21 21:59:00 (11.5 days) and wrote 8192 records for FESXH4 \| 2014-02-22 03:38:07 HD Request # 4 - Intraday download COMPLETE for FESXH4 \| 2014-02-22 03:38:07 HD Request # 5 - Downloading Intraday chart data for FESXH4 to the file FESXH4.scid. Service: oec \| 2014-02-22 03:38:07 HD Request # 5 - Download start Date-Time: 00:00:00.0 \| 2014-02-22 03:38:07 HD Request # 5 - Requesting Historical Tick data from 2014-02-17 02:38:05 (UTC) to 2014-02-22 02:38:07 (UTC). \| 2014-02-22 03:38:07 HD Request # 5 - Open E Cry history request subscription ID: 9 \| 2014-02-22 03:38:07 HD Request # 5 - OEC Trading service: Receiving intraday tick data for FESXH4. (Subscription ID: 9) \| 2014-02-22 03:38:08 HD Request # 5 - OEC Trading service: Request 1 for FESXH4: Received 65536 records from 20.02.2014 10:26:31 to 21.02.2014 21:59:59. \| 2014-02-22 03:38:12 HD Request # 5 - Requesting Historical Tick data from 2014-02-17 02:38:05 (UTC) to 2014-02-20 09:26:31 (UTC). \| 2014-02-22 03:38:12 HD Request # 5 - Open E Cry history request subscription ID: 10 \| 2014-02-22 03:38:12 HD Request # 5 - OEC Trading service: Request 2 for FESXH4: Received 65536 records from 18.02.2014 13:32:57 to 20.02.2014 10:26:30. \| 2014-02-22 03:38:18 HD Request # 5 - Requesting Historical Tick data from 2014-02-17 02:38:05 (UTC) to 2014-02-18 12:32:57 (UTC). \| 2014-02-22 03:38:18 HD Request # 5 - Open E Cry history request subscription ID: 11 \| 2014-02-22 03:38:18 HD Request # 5 - OEC Trading service: Request 3 for FESXH4: Received 32363 records from 17.02.2014 08:00:04 to 18.02.2014 13:32:56. \| 2014-02-22 03:38:20 HD Request # 5 - Requesting Historical Tick data from 2014-02-17 02:38:05 (UTC) to 2014-02-17 07:00:04 (UTC). \| 2014-02-22 03:38:20 HD Request # 5 - Open E Cry history request subscription ID: 12 \| 2014-02-22 03:38:20 HD Request # 5 - OEC Trading service: Request 4 for FESXH4: Received 0 records. \| 2014-02-22 03:38:20 HD Request # 5 - Receiving Intraday data for FESXH4 starting at 2014-02-17 08:00:04 \| 2014-02-22 03:38:20 HD Request # 5 - Truncating Intraday data file at 2014-02-17 08:00:04 while receiving initial tick data during multistage download. \| 2014-02-22 03:38:20 HD Request # 5 - Date-time after truncate 2014-02-17 08:00:00 \| 2014-02-22 03:38:20 HD Request # 5 - Adjusting last record read after truncate to 2014-02-17 08:00:59 \| 2014-02-22 03:38:20 HD Request # 5 - Timestamp of first Intraday data file record written: 2014-02-17 08:01:00 \| 2014-02-22 03:38:20 HD Request # 5 - Received 163435 records from 2014-02-17 08:00:04 to 2014-02-21 21:59:59 (4.6 days) and wrote 163388 records for FESXH4 \| 2014-02-22 03:38:20 HD Request # 5 - Intraday download COMPLETE for FESXH4 \| 2014-02-22 03:38:20 Real-time Intraday chart data file updates started for FESXH4 \| 2014-02-22 03:38:20 HD Request # 5 - Reloading Intraday charts for symbol. \| 2014-02-22 03:38:20 Reloading all charts with filename: FESXH4.scid \| 2014-02-22 03:38:20 Date Time Of Last Edit: 2014-02-22 02:47:37

[2014-02-22 03:02:34] #2 [Go To First Post]
User626121 - Posts: 82
Ok, I tried out version 1045 and everything is fine with the charts.

[2014-02-22 06:09:03] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. In newer versions of Sierra Chart there is a different connection method to OEC and we have had reports of this problem. Contact OEC and ask them what username you should use when using FIX to connect to their system. At that time, then update Sierra Chart and then use that Username in Global Settings >>Data/Trade Service Settings. 2. We do see data to the latest time being downloaded for STERLM4 and FESXH4, , according to the Message Log: HD Request # 2 - Received 8192 records from 2014-01-20 09:21:00 to 2014-02-21 18:59:00 (32.4 days) and wrote 8192 records for STERLM4 \| 2014-02-22 03:37:53 And you also said: Here's the log (charting STERLM4 and FESXH4, the former ends at 2-14, the latter ends at 2-21 17:58 CET): For the FESXH4, the latest you will get will be 2-21 17:58 CET. However, you are not accessing the enhanced historical data for the FESX. To get this, update the symbol settings: https://www.sierrachart.com/index.php?l=doc/doc_GlobalSymbolSettings.php#UpdateSettings After updating the symbol settings go to that chart and select Edit >> Delete All Data and Download. 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

[2014-02-22 06:10:29] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Ok, I tried out version 1045 and everything is fine with the charts. Other than the issue connecting to OEC, the version is not the problem at all. We do not recommend going back to an earlier version. In the case of OEC you can use 1078 or be on the current version of Sierra Chart. This is the relevant help topic in regards to missing Intraday data: Http://www.sierrachart.com/index.php?l=doc/helpdetails7.html 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: 2014-02-22 06:10:59

[2014-02-22 10:58:34] #5 [Go To First Post]
User38117 - Posts: 11
Why have you changed something that worked to a version that is not working???

[2014-02-22 11:07:42] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
If you are referring to the connection problem, that is an OEC issue. You would have to ask OEC why you would have a problem connecting when FIX is used. We do not know the answer to that. There really should not be this problem and that was never expected. Anyway they will be able to solve it for you and provide an explanation. The data download issue is not specific to any particular version. Although we really did not see any problem with that other than you are not getting the enhanced historical data for the EUREX. 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

[2014-02-25 18:19:19] #7 [Go To First Post]
User626121 - Posts: 82
Ok, I upgraded to version 1097 and I don't have connection problems with OEC anymore. I updated the symbol settings, and the symbols load fine, HOWEVER, only the first 5 contracts. After the first five contracts it says "download failed". This doesn't/didn't happen with earlier versions connected to OEC (after the first 5 contracts the charts loaded, but didn't update in realtime, which was fine for me). Edit: Now it happens after 2 symbols. Also for symbol VX it doesn't load charts prior to about 10 minutes. Here's the log for VXH4, VXJ4 and VXK4: Software version: 1097 \| 2014-02-25 19:20:06 Usage end date: 2014-09-17 \| 2014-02-25 19:20:06 Enabled for: Sierra Chart Historical Data Service. \| 2014-02-25 19:20:06 Allow Support for Sierra Chart Data Feeds is enabled. \| 2014-02-25 19:20:06 Active service: Open E Cry FIX/FAST \| 2014-02-25 19:20:06 Time Zone: +01:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) \| 2014-02-25 19:20:06 2014-02-25 19:20:06 Local computer clock time \| 2014-02-25 19:20:06 2014-02-25 18:20:06 GMT time \| 2014-02-25 19:20:06 2014-02-25 19:20:06 Time zone adjusted time \| 2014-02-25 19:20:06 Time difference to server time: 6 seconds. \| 2014-02-25 19:20:06 Program path: C:\SierraChart7\ \| 2014-02-25 19:20:06 Data Files path: C:\SierraChart7\Data\ \| 2014-02-25 19:20:06 OS Version Number: 6.2 \| 2014-02-25 19:20:06 Checking for new symbol settings for oec \| 2014-02-25 19:20:06 Symbol settings are up-to-date for oec \| 2014-02-25 19:20:06 Open E Cry FIX/FAST - Connecting to trading server prod.openecry.com:9400. \| 2014-02-25 19:20:11 Resolved address prod.openecry.com to IP xx.xx.xx.xxx \| 2014-02-25 19:20:11 The network socket is connected. \| 2014-02-25 19:20:11 Starting SSL connection on the socket. \| 2014-02-25 19:20:11 SSL socket is now connected. \| 2014-02-25 19:20:12 OEC FIX Trading: Sending the Logon message. \| 2014-02-25 19:20:12 Open E Cry FIX/FAST: Connected to trading server. \| 2014-02-25 19:20:12 Open E Cry FIX/FAST: Connecting to FAST market data server: prod.openecry.com:9301. \| 2014-02-25 19:20:12 Unrecognized FIX message (B): 8=FIX.4.49=49735=B34=249=OEC52=20140225-18:20:0656=MSchaefer170558=ALERT:Please note: Friday, February 28th, is First Notice Day for March Grains, Metals, and Interest Rates. To avoid the risk of delivery, all long positions in these contracts must be offset by the close of markets Thursday, February 27th. Also note that these contracts will be set to liquidation only at the close of business Wednesday, February 26th. If you have any questions, please contact the trade desk.61=1148=Notification10=182 \| 2014-02-25 19:20:12 Resolved address prod.openecry.com to IP xx.xx.xx.xxx \| 2014-02-25 19:20:12 The network socket is connected. \| 2014-02-25 19:20:12 OEC FAST Data: Sending the Hello message. \| 2014-02-25 19:20:12 OEC FAST Data: Sending the Logon message. \| 2014-02-25 19:20:12 Open E Cry FIX/FAST: Connected to the market data server. \| 2014-02-25 19:20:13 Open E Cry FIX/FAST: Connected. \| 2014-02-25 19:20:13 Open E Cry FIX/FAST - Starting real-time market data updates for: VXH4 \| 2014-02-25 19:20:19 HD Request # 2 - Downloading Intraday chart data for VXH4 to the file VXH4.scid. Service: oec \| 2014-02-25 19:20:19 HD Request # 2 - Download start Date-Time: 2014-02-25 19:12:43.0 \| 2014-02-25 19:20:19 HD Request # 2 - Receiving Intraday data for VXH4 starting at 2014-02-25 19:12:43 \| 2014-02-25 19:20:19 HD Request # 2 - Timestamp of first Intraday data file record written: 2014-02-25 19:12:58 \| 2014-02-25 19:20:19 HD Request # 2 - Received 65 records from 2014-02-25 19:12:43 to 2014-02-25 19:20:09 (7.4 minutes) and wrote 57 records for VXH4 \| 2014-02-25 19:20:19 HD Request # 2 - Intraday download COMPLETE for VXH4 \| 2014-02-25 19:20:19 Real-time Intraday chart data file updates started for VXH4 \| 2014-02-25 19:20:19 Open E Cry FIX/FAST: Received position acknowledgment message. Request Result: 2. Request Status: 1 \| 2014-02-25 19:20:27 Open E Cry FIX/FAST - Starting real-time market data updates for: VXJ4 \| 2014-02-25 19:20:34 HD Request # 3 - Downloading Intraday chart data for VXJ4 to the file VXJ4.scid. Service: oec \| 2014-02-25 19:20:34 HD Request # 3 - Download start Date-Time: 2014-02-25 19:12:33.0 \| 2014-02-25 19:20:34 HD Request # 3 - Receiving Intraday data for VXJ4 starting at 2014-02-25 19:12:33 \| 2014-02-25 19:20:34 HD Request # 3 - Timestamp of first Intraday data file record written: 2014-02-25 19:12:58 \| 2014-02-25 19:20:34 HD Request # 3 - Received 51 records from 2014-02-25 19:12:33 to 2014-02-25 19:20:09 (7.6 minutes) and wrote 50 records for VXJ4 \| 2014-02-25 19:20:34 HD Request # 3 - Intraday download COMPLETE for VXJ4 \| 2014-02-25 19:20:34 Real-time Intraday chart data file updates started for VXJ4 \| 2014-02-25 19:20:34 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart7\Data\VXK4.scid \| 2014-02-25 19:20:40 Open E Cry FIX/FAST - Starting real-time market data updates for: VXK4 \| 2014-02-25 19:20:40 HD Request # 4 - Downloading Intraday chart data for VXK4 to the file VXK4.scid. Service: oec \| 2014-02-25 19:20:40 HD Request # 4 - Download start Date-Time: 00:00:00.0 \| 2014-02-25 19:20:40 HD Request # 4 - Error downloading historical Intraday data for VXK4. FIX reject reason: Your subscription limit of 5 has been reached \| 2014-02-25 19:20:40 HD Request # 4 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for VXK4 \| 2014-02-25 19:20:40 HD Request # 4 - Intraday download COMPLETE for VXK4 \| 2014-02-25 19:20:40 Real-time Intraday chart data file updates started for VXK4 \| 2014-02-25 19:20:40 Date Time Of Last Edit: 2014-02-25 18:40:12

[2014-02-26 05:36:32] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The issues described in post #7 will be resolved when we set up historical data support for VX futures for OEC. We are working on this now. We will reply back when done. 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

[2014-02-26 06:06:22] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
As we proceeded to set up the historical data support, we realized we could not for this particular futures contract. It may be a while before we can. You are running into symbol limits on the OEC side that we have no control over. There is not really much we can do to help you right now other than to tell you to keep under 5 symbols and avoid using VX. For instructions about how to recover from Symbol limit, see: https://www.sierrachart.com/index.php?l=doc/openecry.php#Symbols 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: 2014-02-26 06:06:57

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