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Date/Time: Thu, 02 May 2024 23:17:11 +0000



[Programming Help] - Historical data is stale and has incorrect start time in DTC historical request

View Count: 419

[2021-03-12 19:05:52]
User726340 - Posts: 30
i am using DTC client to request historical data, but it seems to only send yesterdays data. I make the request using DTC client, and the symbol is not tracked/chart and not part of intraday fileupdate list. How can i make historical request without adding to intraday fileupdate or have active chart (i need to close all tracked symbols for performance reasons), thanks!


####### LOG ##########

Software version: 2238 64-bit | 2021-03-12 10:55:42.185
Primary Thread ID: 484 | 2021-03-12 10:55:42.185
Usage end date: 2021-07-06 | 2021-03-12 10:55:42.185
Enabled for: Sierra Chart Historical Data Service. | 2021-03-12 10:55:42.185
Enabled for: Denali Real-Time Exchange Data Feed. | 2021-03-12 10:55:42.185
Enabled for: Delayed Denali Exchange Data Feed. | 2021-03-12 10:55:42.185
Enabled for exchange2: CME (Trading Account Required) | 2021-03-12 10:55:42.185
Enabled for exchange2: CBOT (Trading Account Required) | 2021-03-12 10:55:42.185
Enabled for exchange2: COMEX (Trading Account Required) | 2021-03-12 10:55:42.185
Enabled for exchange2: NYMEX (Trading Account Required) | 2021-03-12 10:55:42.185
Allow Support for Sierra Chart Data Feeds is enabled. | 2021-03-12 10:55:42.185
Current selected Data/Trading service: SC Futures Order Routing/Data | 2021-03-12 10:55:42.185
Custom symbol settings values: enabled | 2021-03-12 10:55:42.186
Chart Update Interval: 500 | 2021-03-12 10:55:42.186
Intraday Data Storage Time Unit: 1 | 2021-03-12 10:55:42.186
Time Zone: -08:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-03-12 10:55:42.186
2021-03-12 18:55:42 Local computer time in UTC | 2021-03-12 10:55:42.186
2021-03-12 10:55:42 Local computer time in SC Time Zone | 2021-03-12 10:55:42.186
2021-03-12 04:43:41 Server time in UTC | 2021-03-12 10:55:42.186
Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-03-12 10:55:42.186
Program path: C:\SierraChart\ | 2021-03-12 10:55:42.186
Data Files path: C:\SierraChart\Data\ | 2021-03-12 10:55:42.186
OS Version Number: 6.1 | 2021-03-12 10:55:42.186
Locale Setting: C | 2021-03-12 10:55:42.186
DLLs: UserContributedStudies.dll, UserContributedStudies_64.dll | 2021-03-12 10:55:42.192
Allowed protected custom studies: | 2021-03-12 10:55:42.192

HD Server Manager | Incoming connection from IP: 127.0.0.1 | 2021-03-12 10:55:55.874
HD Server Manager | Started new historical data server. Count=1 | 2021-03-12 10:55:55.875
HD Server | Thread:1824 (1) | Creating socket. | 2021-03-12 10:55:55.879
HD Server | Thread:1824 (1) | New receive buffer size: 262144 | 2021-03-12 10:55:55.879
HD Server | Thread:1824 (1) | Allocated send buffers: 32 of 4096 bytes. | 2021-03-12 10:55:55.879
HD Server | Received login. Requesting authorization. | Username: (none). | Thread:1824 | 2021-03-12 10:55:55.880
HD Server | Login has been authorized. | Username: (none). | Thread:1824 | 2021-03-12 10:55:55.880
HD Server | HD Request #1 | Socket: 1 | Symbol: RUN | ServiceCode: | RecordInterval: 60 | MaximumDaysRequested: 0 | Start date-time: 2021-03-12 18:44:00 | ClientReqID: 1 | Username: (none). | Thread:1824 | 2021-03-12 10:55:55.880
HD Server | HD Request | Socket: 1 | Symbol: RUN | ServiceCode: | RecordInterval: 60 | Records Served: 14 | ClientReqID: 1 | Username: (none). | Thread:1824 | 2021-03-12 10:55:55.880
HD Server | Thread:1824 (1) | Socket gracefully closed by remote side. | 2021-03-12 10:55:56.882
HD Server | Thread:1824 (1) | CloseSocket call. | 2021-03-12 10:55:56.882
HD Server | Thread:1824 (0) | CloseSocket call. | 2021-03-12 10:55:56.884
HD Server | Thread:1824 (1) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2021-03-12 10:55:56.884
HD Server | Thread:1824 (1) | Closed. | 2021-03-12 10:55:56.885
HD Server | Thread:1824 (0) | CloseSocket call. | 2021-03-12 10:55:56.885
HD Server | Server thread ending. Closing socket. | Username: (none). | Thread:1824 | 2021-03-12 10:55:56.912
HD Server Manager | Current server count=0 | 2021-03-12 10:55:56.913
[2021-03-12 19:32:36]
User726340 - Posts: 30
If i exit and restart, it seems to work. But i cannot exit everytime i need latest data, is there some setting i am missing? thanks.

I do not see this "Added historical Intraday data request for RUN to the queue" when i send subsequent historical request for new "delayed" data. It just seems to send old/stale data.

### LOG after i restart ####
No download requests in the queue to start downloads for. | 2021-03-12 11:08:33.362
HD Server Manager | Incoming connection from IP: 127.0.0.1 | 2021-03-12 11:08:53.620
HD Server Manager | Started new historical data server. Count=1 | 2021-03-12 11:08:53.621
HD Server | Thread:2040 (2) | Creating socket. | 2021-03-12 11:08:53.641
HD Server | Thread:2040 (2) | New receive buffer size: 262144 | 2021-03-12 11:08:53.641
HD Server | Thread:2040 (2) | Allocated send buffers: 32 of 4096 bytes. | 2021-03-12 11:08:53.642
HD Server | Received login. Requesting authorization. | Username: (none). | Thread:2040 | 2021-03-12 11:08:53.642
HD Server | Login has been authorized. | Username: (none). | Thread:2040 | 2021-03-12 11:08:53.642
HD Server | HD Request #1 | Socket: 2 | Symbol: RUN | ServiceCode: | RecordInterval: 60 | MaximumDaysRequested: 0 | Start date-time: 2021-03-12 18:44:00 | ClientReqID: 1 | Username: (none). | Thread:2040 | 2021-03-12 11:08:53.642
Starting DelayedDownloadMonitoringTimer | 2021-03-12 11:08:53.642
Starting HDTimeoutTimer | 2021-03-12 11:08:53.642
Added historical Intraday data request for RUN to the queue. | 2021-03-12 11:08:53.642
Triggering next historical data download in queue. | 2021-03-12 11:08:53.642
SC Futures Order Routing/Data | Starting real-time market data updates for: RUN. ID: 1 Service code: equities.us | 2021-03-12 11:08:53.642
SC Futures Order Routing/Data | Subscribing to streaming market data in the service client is not supported. Symbol: RUN | 2021-03-12 11:08:53.642
SC Futures Order Routing/Data | Requesting security definition data for: RUN. ID: 1 | 2021-03-12 11:08:53.642
Delaying start of download for RUN | 2021-03-12 11:08:53.642
SC Futures Order Routing/Data | Received security definition for symbol RUN | 2021-03-12 11:08:53.737
HD Request # 1 | Downloading Intraday chart data for RUN to the file RUN.scid. Service: equities.us | 2021-03-12 11:08:58.643
HD Request # 1 | Download start date-time: 2021-03-11 16:54:19.000000. File last date-time: 2021-03-11 16:54:19.239000 | 2021-03-12 11:08:58.643
HD Request # 1 | Using server: exchangehistdata2.sierracharts.com port 10149 | 2021-03-12 11:08:58.644
Socket (3) | Creating socket. | 2021-03-12 11:08:58.681
Socket (3) | New receive buffer size: 5242880 | 2021-03-12 11:08:58.682
Socket (3) | Connecting to IP: 8.18.161.133. | 2021-03-12 11:08:58.682
HD Request # 1 | Setting DTC encoding to Binary VLS | 2021-03-12 11:08:58.862
HD Request # 1 | Sending historical data logon request message. | 2021-03-12 11:08:58.862
HD Request # 1 | Requesting Intraday data. Start date-time: 2021-03-11 16:54:19. Record interval: 1. Symbol: RUN | 2021-03-12 11:08:59.365
HD Request # 1 | Decompressing data. | 2021-03-12 11:08:59.455
HD Request # 1 | Receiving Intraday data for RUN starting at 2021-03-11 16:54:19.239000 | 2021-03-12 11:08:59.470
Socket (3) | CloseSocket call. | 2021-03-12 11:08:59.718
Historical data download thread signaled to stop. | 2021-03-12 11:08:59.718
Socket (3) | Shutdown started. Waiting for graceful close. | 2021-03-12 11:08:59.718
HD Request # 1 | Timestamp of first Intraday data file record written: 2021-03-11 16:54:19.239000 | 2021-03-12 11:08:59.718
HD Request # 1 | Received 4418 records from 2021-03-11 16:54:19.239000 to 2021-03-12 10:53:43.809000 (18.0 hours) and wrote 4418 records for RUN | 2021-03-12 11:08:59.718
HD Request # 1 | Add time&sales data | Remembered last file record date-time: 2021-03-12 18:53:43.809000 | 2021-03-12 11:08:59.719
HD Request # 1 | Completion time: 1s | 2021-03-12 11:08:59.719
HD Request # 1 | Intraday data download complete for RUN. Unique request ID: 1 | 2021-03-12 11:08:59.719
Removing historical data download ID 1. | 2021-03-12 11:08:59.719
Real-time Intraday chart data file updates started for RUN | 2021-03-12 11:08:59.719
Opened cached Intraday file: C:\SierraChart\Data\RUN.scid. Thread ID: 1936 | 2021-03-12 11:08:59.719
Intraday chart data file opened for RUN | 2021-03-12 11:08:59.719
HD Request # 1 | Enabling Intraday chart updating for symbol. | 2021-03-12 11:08:59.719

Triggering next historical data download in queue. | 2021-03-12 11:08:59.719
No download requests in the queue to start downloads for. | 2021-03-12 11:08:59.719
Socket (3) | Socket gracefully closed by remote side. | 2021-03-12 11:08:59.790
Socket (3) | Closed. | 2021-03-12 11:08:59.790
HD Server | HD Request | Socket: 2 | Symbol: RUN | ServiceCode: | RecordInterval: 60 | Records Served: 10 | ClientReqID: 1 | Username: (none). | Thread:2040 | 2021-03-12 11:09:00.647
HD Server | Thread:2040 (2) | Socket gracefully closed by remote side. | 2021-03-12 11:09:01.649
HD Server | Thread:2040 (2) | CloseSocket call. | 2021-03-12 11:09:01.649
HD Server | Thread:2040 (0) | CloseSocket call. | 2021-03-12 11:09:01.650
HD Server | Thread:2040 (2) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2021-03-12 11:09:01.650
HD Server | Thread:2040 (2) | Closed. | 2021-03-12 11:09:01.651
HD Server | Thread:2040 (0) | CloseSocket call. | 2021-03-12 11:09:01.651
HD Server | Server thread ending. Closing socket. | Username: (none). | Thread:2040 | 2021-03-12 11:09:01.873
HD Server Manager | Current server count=0 | 2021-03-12 11:09:01.874
HD Server Manager | Incoming connection from IP: 127.0.0.1 | 2021-03-12 11:23:50.003
HD Server Manager | Started new historical data server. Count=1 | 2021-03-12 11:23:50.003
HD Server | Thread:2052 (2) | Creating socket. | 2021-03-12 11:23:50.024
HD Server | Thread:2052 (2) | New receive buffer size: 262144 | 2021-03-12 11:23:50.024
HD Server | Thread:2052 (2) | Allocated send buffers: 32 of 4096 bytes. | 2021-03-12 11:23:50.024
HD Server | Received login. Requesting authorization. | Username: (none). | Thread:2052 | 2021-03-12 11:23:50.024
HD Server | Login has been authorized. | Username: (none). | Thread:2052 | 2021-03-12 11:23:50.024
HD Server | HD Request #1 | Socket: 2 | Symbol: RUN | ServiceCode: | RecordInterval: 60 | MaximumDaysRequested: 0 | Start date-time: 2021-03-10 03:23:50 | ClientReqID: 1 | Username: (none). | Thread:2052 | 2021-03-12 11:23:50.025
HD Server | HD Request | Socket: 2 | Symbol: RUN | ServiceCode: | RecordInterval: 60 | Records Served: 1343 | ClientReqID: 1 | Username: (none). | Thread:2052 | 2021-03-12 11:23:50.207
HD Server | Thread:2052 (2) | Socket gracefully closed by remote side. | 2021-03-12 11:23:51.232
HD Server | Thread:2052 (2) | CloseSocket call. | 2021-03-12 11:23:51.232
HD Server | Thread:2052 (0) | CloseSocket call. | 2021-03-12 11:23:51.234
HD Server | Thread:2052 (2) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2021-03-12 11:23:51.234
HD Server | Thread:2052 (2) | Closed. | 2021-03-12 11:23:51.234
HD Server | Thread:2052 (0) | CloseSocket call. | 2021-03-12 11:23:51.234
HD Server | Server thread ending. Closing socket. | Username: (none). | Thread:2052 | 2021-03-12 11:23:51.399
HD Server Manager | Current server count=0 | 2021-03-12 11:23:51.400

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