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Date/Time: Sat, 18 May 2024 10:21:41 +0000



Inaccurate: Denali feed latency varies from 0-600 ms while CQG latency is only between 80-120 ms

View Count: 795

[2021-03-16 16:12:19]
User644165 - Posts: 25
Hi Team,


My app is connected to the platform through DTC (localhost). Due to the transition to Sierra Chart Direct Billing I have decided to subscribe to the Denali feed as well and cancel CQG (I haven't done this yet so I can switch back and forth) as recommended.

This is how I measure latency:
First I let SC to adjust the Windows time.
latency = Windows time - Server update time(can be depth or trade update as well).
My app displays the average latency measured in the last 30 seconds.

If I am using CQG my measured latency is only between 0.08-0.12 ms, but for Denali it varies from 0-600 ms.

The feed doesn't seem slow for my eyes. My app's CPU consumption is around 2%. I have also changed the real-time data compression to no compression, but I haven't noticed any change.Max depth levels is set to 30.

Do you have any idea what is causing this lag?

Thanks.
[2021-03-16 17:03:28]
Sierra Chart Engineering - Posts: 104368
Refer to:
Prices / Data Falling Behind: 4.12 - Sierra Chart Exchange Data Feeds

And also we need to know what server is being used. Follow the instructions below so we can determine the server:

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

. I have also changed the real-time data compression to no compression,
You definitively want to maintain compression. This will reduce latency because the compression times are of no consequence and in the microsecond range.
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: 2021-03-16 17:04:30
[2021-03-31 15:52:58]
User644165 - Posts: 25
I have also uploaded my log here if interested.It includes my windows time, function called, messge(JSOn to string) and the calculated latency.
https://drive.google.com/file/d/1zFpVNsCauKmCW5xhqCdB56Uny8QFc5xs/view?usp=sharing

In my log you can see that the latency is changing between 0.11 - 0.77 sec. For CQG I the gap was only around 0.01-0.03 sec, not 0.66 sec.

Remote buffer delay is set to 50, but I have also tried it with 100 and havent experienced any difference.

Here is the Sierra log:

Software version: 2239 64-bit | 2021-03-31 16:28:38.498
Primary Thread ID: 34232 | 2021-03-31 16:28:38.498
Usage end date: 2021-04-04 | 2021-03-31 16:28:38.498
Enabled for: Advanced Features 2. | 2021-03-31 16:28:38.498
Enabled for: Sierra Chart Historical Data Service. | 2021-03-31 16:28:38.498
Enabled for: Denali Real-Time Exchange Data Feed. | 2021-03-31 16:28:38.498
Enabled for: Delayed Denali Exchange Data Feed. | 2021-03-31 16:28:38.498
Enabled for exchange2: CME (Trading Account Required) | 2021-03-31 16:28:38.498
Enabled for exchange2: CBOT (Trading Account Required) | 2021-03-31 16:28:38.498
Enabled for exchange2: COMEX (Trading Account Required) | 2021-03-31 16:28:38.498
Enabled for exchange2: NYMEX (Trading Account Required) | 2021-03-31 16:28:38.498
Enabled for exchange2: EUREX EOBI | 2021-03-31 16:28:38.498
Allow Support for Sierra Chart Data Feeds is enabled. | 2021-03-31 16:28:38.498
Current selected Data/Trading service: SC Data - All Services | 2021-03-31 16:28:38.498
Custom symbol settings values: disabled | 2021-03-31 16:28:38.498
Chart Update Interval: 30 | 2021-03-31 16:28:38.498
Intraday Data Storage Time Unit: 0 | 2021-03-31 16:28:38.498
Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2021-03-31 16:28:38.498
2021-03-31 14:28:38 Local computer time in UTC | 2021-03-31 16:28:38.498
2021-03-31 16:28:38 Local computer time in SC Time Zone | 2021-03-31 16:28:38.498
2021-03-30 19:26:39 Server time in UTC | 2021-03-31 16:28:38.498
Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-03-31 16:28:38.498
Program path: C:\SierraChart\ | 2021-03-31 16:28:38.498
Data Files path: C:\SierraChart\Data\ | 2021-03-31 16:28:38.498
OS Version Number: 10.0 | 2021-03-31 16:28:38.498
Locale Setting: C | 2021-03-31 16:28:38.498
DLLs: suptrading.dll, suptrading_64.dll, UserContributedStudies.dll, UserContributedStudies_64.dll | 2021-03-31 16:28:38.499
Allowed protected custom studies: | 2021-03-31 16:28:38.499

File >> Disconnect selected. | 2021-03-31 16:28:57.849
SC Data - All Services | Waiting for socket receive thread to end | 2021-03-31 16:28:57.904
DTC Client socket (1) | CloseSocket call. | 2021-03-31 16:28:57.905
DTC Client socket (1) | Max send buffers used during socket life: 4 | 2021-03-31 16:28:57.905
DTC Client socket (1) | Max send buffer size during socket life: 2242 | 2021-03-31 16:28:57.905
SC Data - All Services | Disconnected from the server. | 2021-03-31 16:28:57.905
SC Data - All Services | Waiting for socket receive thread to end | 2021-03-31 16:28:57.905
DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:28:57.905
DTC Client socket (2) | CloseSocket call. | 2021-03-31 16:28:57.905
DTC Client socket (2) | Max send buffers used during socket life: 3 | 2021-03-31 16:28:57.905
DTC Client socket (2) | Max send buffer size during socket life: 408 | 2021-03-31 16:28:57.905
DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:28:57.905
SC Data - All Services | Disconnected from the server. | 2021-03-31 16:28:57.905
SC Data - All Services | Disconnected. | 2021-03-31 16:28:57.905

SC Data - All Services | Connected to server complete. | 2021-03-31 16:29:01.311
Triggering next historical data download in queue. | 2021-03-31 16:29:01.316
Triggering next historical data download in queue. | 2021-03-31 16:29:01.316
Triggering next historical data download in queue. | 2021-03-31 16:29:01.316
Triggering next historical data download in queue. | 2021-03-31 16:29:01.316
No download requests in the queue to start downloads for. | 2021-03-31 16:29:01.320
No download requests in the queue to start downloads for. | 2021-03-31 16:29:01.320
No download requests in the queue to start downloads for. | 2021-03-31 16:29:01.320
No download requests in the queue to start downloads for. | 2021-03-31 16:29:01.320
Mapping ESM21-CME to ESM21. Service code: cme | 2021-03-31 16:29:01.321
SC Data - All Services | Starting real-time market data updates for: ESM21-CME (ESM21). ID: 1 Service code: cme | 2021-03-31 16:29:01.322
SC Data - All Services | Connecting to the server ds5-2.sierracharts.com. Port 10048 | 2021-03-31 16:29:01.322
SC Data - All Services | Requesting security definition data for: ESM21-CME (ESM21). ID: 1 | 2021-03-31 16:29:01.322
Added historical Intraday data request for ESM21-CME to the queue. | 2021-03-31 16:29:01.322
Intraday data recording state for symbol ESM21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.322
Triggering next historical data download in queue. | 2021-03-31 16:29:01.322
DTC Client socket (8) | Creating socket. | 2021-03-31 16:29:01.322
DTC Client socket (8) | New receive buffer size: 5242880 | 2021-03-31 16:29:01.322
DTC Client socket (8) | Connecting to IP: 51.195.180.15. | 2021-03-31 16:29:01.322
Delaying start of download for ESM21-CME | 2021-03-31 16:29:01.323
Mapping GCM21-COMEX to GCM21. Service code: comex | 2021-03-31 16:29:01.339
SC Data - All Services | Starting real-time market data updates for: GCM21-COMEX (GCM21). ID: 2 Service code: comex | 2021-03-31 16:29:01.339
SC Data - All Services | Requesting security definition data for: GCM21-COMEX (GCM21). ID: 2 | 2021-03-31 16:29:01.339
Added historical Intraday data request for GCM21-COMEX to the queue. | 2021-03-31 16:29:01.339
Intraday data recording state for symbol GCM21-COMEX is set to download 'Pending'. | 2021-03-31 16:29:01.339
Triggering next historical data download in queue. | 2021-03-31 16:29:01.339
Mapping SIK21-COMEX to SIK21. Service code: comex | 2021-03-31 16:29:01.361
SC Data - All Services | Starting real-time market data updates for: SIK21-COMEX (SIK21). ID: 3 Service code: comex | 2021-03-31 16:29:01.361
SC Data - All Services | Requesting security definition data for: SIK21-COMEX (SIK21). ID: 3 | 2021-03-31 16:29:01.361
Added historical Intraday data request for SIK21-COMEX to the queue. | 2021-03-31 16:29:01.361
Intraday data recording state for symbol SIK21-COMEX is set to download 'Pending'. | 2021-03-31 16:29:01.361
Triggering next historical data download in queue. | 2021-03-31 16:29:01.361
SC Data - All Services | Network connection to server complete. | 2021-03-31 16:29:01.371
SC Data - All Services | Starting socket receive thread. | 2021-03-31 16:29:01.371
SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2021-03-31 16:29:01.371
Mapping CLK21-NYMEX to CLK21. Service code: nymex | 2021-03-31 16:29:01.403
SC Data - All Services | Starting real-time market data updates for: CLK21-NYMEX (CLK21). ID: 4 Service code: nymex | 2021-03-31 16:29:01.403
SC Data - All Services | Requesting security definition data for: CLK21-NYMEX (CLK21). ID: 4 | 2021-03-31 16:29:01.403
Added historical Intraday data request for CLK21-NYMEX to the queue. | 2021-03-31 16:29:01.403
Intraday data recording state for symbol CLK21-NYMEX is set to download 'Pending'. | 2021-03-31 16:29:01.403
Triggering next historical data download in queue. | 2021-03-31 16:29:01.403
Mapping NGK21-NYMEX to NGK21. Service code: nymex | 2021-03-31 16:29:01.425
SC Data - All Services | Starting real-time market data updates for: NGK21-NYMEX (NGK21). ID: 5 Service code: nymex | 2021-03-31 16:29:01.425
SC Data - All Services | Requesting security definition data for: NGK21-NYMEX (NGK21). ID: 5 | 2021-03-31 16:29:01.425
Added historical Intraday data request for NGK21-NYMEX to the queue. | 2021-03-31 16:29:01.425
Intraday data recording state for symbol NGK21-NYMEX is set to download 'Pending'. | 2021-03-31 16:29:01.425
Triggering next historical data download in queue. | 2021-03-31 16:29:01.425
Requesting market depth updates for: NGK21-NYMEX if supported. | 2021-03-31 16:29:01.438
Separate subscription for market depth updates not supported. NGK21-NYMEX | 2021-03-31 16:29:01.438
SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:01.441
SC Data - All Services | Sending logon request message. | 2021-03-31 16:29:01.441
Mapping BTCF21-CME to BTCF21. Service code: cme | 2021-03-31 16:29:01.441
SC Data - All Services | Starting real-time market data updates for: BTCF21-CME (BTCF21). ID: 6 Service code: cme | 2021-03-31 16:29:01.441
SC Data - All Services | Requesting security definition data for: BTCF21-CME (BTCF21). ID: 6 | 2021-03-31 16:29:01.441
Added historical Intraday data request for BTCF21-CME to the queue. | 2021-03-31 16:29:01.441
Intraday data recording state for symbol BTCF21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.441
Triggering next historical data download in queue. | 2021-03-31 16:29:01.441
Requesting market depth updates for: ESM21-CME if supported. | 2021-03-31 16:29:01.453
Separate subscription for market depth updates not supported. ESM21-CME | 2021-03-31 16:29:01.453
Mapping ZNH21-CBOT to ZNH21. Service code: cbot | 2021-03-31 16:29:01.469
SC Data - All Services | Starting real-time market data updates for: ZNH21-CBOT (ZNH21). ID: 7 Service code: cbot | 2021-03-31 16:29:01.469
SC Data - All Services | Requesting security definition data for: ZNH21-CBOT (ZNH21). ID: 7 | 2021-03-31 16:29:01.469
Added historical Intraday data request for ZNH21-CBOT to the queue. | 2021-03-31 16:29:01.470
Intraday data recording state for symbol ZNH21-CBOT is set to download 'Pending'. | 2021-03-31 16:29:01.470
Triggering next historical data download in queue. | 2021-03-31 16:29:01.470
Mapping 6EH21-CME to 6EH21. Service code: cme | 2021-03-31 16:29:01.474
SC Data - All Services | Starting real-time market data updates for: 6EH21-CME (6EH21). ID: 8 Service code: cme | 2021-03-31 16:29:01.474
SC Data - All Services | Requesting security definition data for: 6EH21-CME (6EH21). ID: 8 | 2021-03-31 16:29:01.474
Added historical Intraday data request for 6EH21-CME to the queue. | 2021-03-31 16:29:01.474
Intraday data recording state for symbol 6EH21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.474
Triggering next historical data download in queue. | 2021-03-31 16:29:01.474
Mapping FDAXH21-EUREX to FDAX202103_FUT_EUREX. Service code: eurex | 2021-03-31 16:29:01.485
SC Data - All Services | Starting real-time market data updates for: FDAXH21-EUREX (FDAX202103_FUT_EUREX). ID: 9 Service code: eurex | 2021-03-31 16:29:01.485
SC Data - All Services | Connecting to the server ds14.sierracharts.com. Port 10048 | 2021-03-31 16:29:01.485
SC Data - All Services | Requesting security definition data for: FDAXH21-EUREX (FDAX202103_FUT_EUREX). ID: 9 | 2021-03-31 16:29:01.485
Added historical Intraday data request for FDAXH21-EUREX to the queue. | 2021-03-31 16:29:01.485
Intraday data recording state for symbol FDAXH21-EUREX is set to download 'Pending'. | 2021-03-31 16:29:01.485
Triggering next historical data download in queue. | 2021-03-31 16:29:01.485
DTC Client socket (9) | Creating socket. | 2021-03-31 16:29:01.485
DTC Client socket (9) | New receive buffer size: 5242880 | 2021-03-31 16:29:01.485
DTC Client socket (9) | Connecting to IP: 157.90.1.40. | 2021-03-31 16:29:01.485
Mapping FBTPH21-EUREX to FBTP202103_FUT_EUREX. Service code: eurex | 2021-03-31 16:29:01.492
SC Data - All Services | Starting real-time market data updates for: FBTPH21-EUREX (FBTP202103_FUT_EUREX). ID: 10 Service code: eurex | 2021-03-31 16:29:01.492
SC Data - All Services | Requesting security definition data for: FBTPH21-EUREX (FBTP202103_FUT_EUREX). ID: 10 | 2021-03-31 16:29:01.492
Added historical Intraday data request for FBTPH21-EUREX to the queue. | 2021-03-31 16:29:01.492
Intraday data recording state for symbol FBTPH21-EUREX is set to download 'Pending'. | 2021-03-31 16:29:01.492
Triggering next historical data download in queue. | 2021-03-31 16:29:01.492
Mapping 6BH21-CME to 6BH21. Service code: cme | 2021-03-31 16:29:01.493
SC Data - All Services | Starting real-time market data updates for: 6BH21-CME (6BH21). ID: 11 Service code: cme | 2021-03-31 16:29:01.494
SC Data - All Services | Requesting security definition data for: 6BH21-CME (6BH21). ID: 11 | 2021-03-31 16:29:01.494
Added historical Intraday data request for 6BH21-CME to the queue. | 2021-03-31 16:29:01.494
Intraday data recording state for symbol 6BH21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.494
Triggering next historical data download in queue. | 2021-03-31 16:29:01.494
Mapping NQM21-CME to NQM21. Service code: cme | 2021-03-31 16:29:01.499
SC Data - All Services | Starting real-time market data updates for: NQM21-CME (NQM21). ID: 12 Service code: cme | 2021-03-31 16:29:01.499
SC Data - All Services | Requesting security definition data for: NQM21-CME (NQM21). ID: 12 | 2021-03-31 16:29:01.499
Added historical Intraday data request for NQM21-CME to the queue. | 2021-03-31 16:29:01.499
Intraday data recording state for symbol NQM21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.499
Triggering next historical data download in queue. | 2021-03-31 16:29:01.499
Requesting market depth updates for: GCM21-COMEX if supported. | 2021-03-31 16:29:01.502
Separate subscription for market depth updates not supported. GCM21-COMEX | 2021-03-31 16:29:01.502
SC Data - All Services | Network connection to server complete. | 2021-03-31 16:29:01.517
SC Data - All Services | Starting socket receive thread. | 2021-03-31 16:29:01.517
SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2021-03-31 16:29:01.517
Mapping YMM21-CBOT to YMM21. Service code: cbot | 2021-03-31 16:29:01.522
SC Data - All Services | Starting real-time market data updates for: YMM21-CBOT (YMM21). ID: 13 Service code: cbot | 2021-03-31 16:29:01.522
SC Data - All Services | Requesting security definition data for: YMM21-CBOT (YMM21). ID: 13 | 2021-03-31 16:29:01.522
Added historical Intraday data request for YMM21-CBOT to the queue. | 2021-03-31 16:29:01.522
Intraday data recording state for symbol YMM21-CBOT is set to download 'Pending'. | 2021-03-31 16:29:01.522
Triggering next historical data download in queue. | 2021-03-31 16:29:01.522
Mapping HGH21-COMEX to HGH21. Service code: comex | 2021-03-31 16:29:01.525
SC Data - All Services | Starting real-time market data updates for: HGH21-COMEX (HGH21). ID: 14 Service code: comex | 2021-03-31 16:29:01.525
SC Data - All Services | Requesting security definition data for: HGH21-COMEX (HGH21). ID: 14 | 2021-03-31 16:29:01.525
Added historical Intraday data request for HGH21-COMEX to the queue. | 2021-03-31 16:29:01.525
Intraday data recording state for symbol HGH21-COMEX is set to download 'Pending'. | 2021-03-31 16:29:01.525
Triggering next historical data download in queue. | 2021-03-31 16:29:01.525
Requesting market depth updates for: CLK21-NYMEX if supported. | 2021-03-31 16:29:01.527
Separate subscription for market depth updates not supported. CLK21-NYMEX | 2021-03-31 16:29:01.527
Requesting market depth updates for: SIK21-COMEX if supported. | 2021-03-31 16:29:01.534
Separate subscription for market depth updates not supported. SIK21-COMEX | 2021-03-31 16:29:01.534
Mapping 6EM21-CME to 6EM21. Service code: cme | 2021-03-31 16:29:01.541
SC Data - All Services | Starting real-time market data updates for: 6EM21-CME (6EM21). ID: 15 Service code: cme | 2021-03-31 16:29:01.541
SC Data - All Services | Requesting security definition data for: 6EM21-CME (6EM21). ID: 15 | 2021-03-31 16:29:01.541
Mapping 6EU21-CME to 6EU21. Service code: cme | 2021-03-31 16:29:01.541
SC Data - All Services | Starting real-time market data updates for: 6EU21-CME (6EU21). ID: 16 Service code: cme | 2021-03-31 16:29:01.541
SC Data - All Services | Requesting security definition data for: 6EU21-CME (6EU21). ID: 16 | 2021-03-31 16:29:01.541
Mapping CLJ21-NYMEX to CLJ21. Service code: nymex | 2021-03-31 16:29:01.541
SC Data - All Services | Starting real-time market data updates for: CLJ21-NYMEX (CLJ21). ID: 17 Service code: nymex | 2021-03-31 16:29:01.541
SC Data - All Services | Requesting security definition data for: CLJ21-NYMEX (CLJ21). ID: 17 | 2021-03-31 16:29:01.541
Mapping CLM21-NYMEX to CLM21. Service code: nymex | 2021-03-31 16:29:01.541
SC Data - All Services | Starting real-time market data updates for: CLM21-NYMEX (CLM21). ID: 18 Service code: nymex | 2021-03-31 16:29:01.541
SC Data - All Services | Requesting security definition data for: CLM21-NYMEX (CLM21). ID: 18 | 2021-03-31 16:29:01.541
Mapping ESH21-CME to ESH21. Service code: cme | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: ESH21-CME (ESH21). ID: 19 Service code: cme | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: ESH21-CME (ESH21). ID: 19 | 2021-03-31 16:29:01.542
Mapping FGBLH21-EUREX to FGBL202103_FUT_EUREX. Service code: eurex | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: FGBLH21-EUREX (FGBL202103_FUT_EUREX). ID: 20 Service code: eurex | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: FGBLH21-EUREX (FGBL202103_FUT_EUREX). ID: 20 | 2021-03-31 16:29:01.542
Mapping FGBLM21-EUREX to FGBL202106_FUT_EUREX. Service code: eurex | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: FGBLM21-EUREX (FGBL202106_FUT_EUREX). ID: 21 Service code: eurex | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: FGBLM21-EUREX (FGBL202106_FUT_EUREX). ID: 21 | 2021-03-31 16:29:01.542
Mapping GCJ21-COMEX to GCJ21. Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: GCJ21-COMEX (GCJ21). ID: 22 Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: GCJ21-COMEX (GCJ21). ID: 22 | 2021-03-31 16:29:01.542
Mapping GCQ21-COMEX to GCQ21. Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: GCQ21-COMEX (GCQ21). ID: 23 Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: GCQ21-COMEX (GCQ21). ID: 23 | 2021-03-31 16:29:01.542
Mapping HGK21-COMEX to HGK21. Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: HGK21-COMEX (HGK21). ID: 24 Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: HGK21-COMEX (HGK21). ID: 24 | 2021-03-31 16:29:01.542
Mapping HGN21-COMEX to HGN21. Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: HGN21-COMEX (HGN21). ID: 25 Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: HGN21-COMEX (HGN21). ID: 25 | 2021-03-31 16:29:01.542
Mapping NGJ21-NYMEX to NGJ21. Service code: nymex | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: NGJ21-NYMEX (NGJ21). ID: 26 Service code: nymex | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: NGJ21-NYMEX (NGJ21). ID: 26 | 2021-03-31 16:29:01.542
Mapping NGM21-NYMEX to NGM21. Service code: nymex | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: NGM21-NYMEX (NGM21). ID: 27 Service code: nymex | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: NGM21-NYMEX (NGM21). ID: 27 | 2021-03-31 16:29:01.542
Mapping NQH21-CME to NQH21. Service code: cme | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: NQH21-CME (NQH21). ID: 28 Service code: cme | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: NQH21-CME (NQH21). ID: 28 | 2021-03-31 16:29:01.542
Mapping SIN21-COMEX to SIN21. Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: SIN21-COMEX (SIN21). ID: 29 Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: SIN21-COMEX (SIN21). ID: 29 | 2021-03-31 16:29:01.542
Mapping SIU21-COMEX to SIU21. Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: SIU21-COMEX (SIU21). ID: 30 Service code: comex | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: SIU21-COMEX (SIU21). ID: 30 | 2021-03-31 16:29:01.542
Mapping ZNM21-CBOT to ZNM21. Service code: cbot | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: ZNM21-CBOT (ZNM21). ID: 31 Service code: cbot | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: ZNM21-CBOT (ZNM21). ID: 31 | 2021-03-31 16:29:01.542
Mapping ZNU21-CBOT to ZNU21. Service code: cbot | 2021-03-31 16:29:01.542
SC Data - All Services | Starting real-time market data updates for: ZNU21-CBOT (ZNU21). ID: 32 Service code: cbot | 2021-03-31 16:29:01.542
SC Data - All Services | Requesting security definition data for: ZNU21-CBOT (ZNU21). ID: 32 | 2021-03-31 16:29:01.542
SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:01.570
SC Data - All Services | Sending logon request message. | 2021-03-31 16:29:01.570
SC Data - All Services | Received logon response. | 2021-03-31 16:29:01.654
SC Data - All Services | Server Name: SC Realtime Server. | 2021-03-31 16:29:01.654
SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-03-31 16:29:01.654
SC Data - All Services | Successfully connected. | 2021-03-31 16:29:01.654
SC Data - All Services | Trading is not supported. | 2021-03-31 16:29:01.654
SC Data - All Services | Restarting real-time data updates for symbol: FBTPH21-EUREX -> FBTP202103_FUT_EUREX | 2021-03-31 16:29:01.654
SC Data - All Services | Restarting real-time data updates for symbol: FDAXH21-EUREX -> FDAX202103_FUT_EUREX | 2021-03-31 16:29:01.654
SC Data - All Services | Restarting real-time data updates for symbol: FGBLH21-EUREX -> FGBL202103_FUT_EUREX | 2021-03-31 16:29:01.654
SC Data - All Services | Restarting real-time data updates for symbol: FGBLM21-EUREX -> FGBL202106_FUT_EUREX | 2021-03-31 16:29:01.654
SC Data - All Services | Real-time data for symbol FBTPH21-EUREX is currently unavailable. | 2021-03-31 16:29:01.738
SC Data - All Services | Received security definition for symbol FBTPH21-EUREX | 2021-03-31 16:29:01.738
SC Data - All Services | Real-time data for symbol FDAXH21-EUREX is currently unavailable. | 2021-03-31 16:29:01.738
SC Data - All Services | Received security definition for symbol FDAXH21-EUREX | 2021-03-31 16:29:01.738
SC Data - All Services | Real-time data for symbol FGBLH21-EUREX is currently unavailable. | 2021-03-31 16:29:01.738
SC Data - All Services | Received security definition for symbol FGBLH21-EUREX | 2021-03-31 16:29:01.738
SC Data - All Services | Received security definition for symbol FGBLM21-EUREX | 2021-03-31 16:29:01.738
SC Data - All Services | Received logon response. | 2021-03-31 16:29:01.870
SC Data - All Services | Server Name: SC Realtime Server. | 2021-03-31 16:29:01.870
SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-03-31 16:29:01.870
SC Data - All Services | Successfully connected. | 2021-03-31 16:29:01.870
SC Data - All Services | Trading is not supported. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: 6BH21-CME -> 6BH21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: 6EH21-CME -> 6EH21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: 6EM21-CME -> 6EM21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: 6EU21-CME -> 6EU21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: BTCF21-CME -> BTCF21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: CLJ21-NYMEX -> CLJ21 | 2021-03-31 16:29:01.870
Added historical Market depth datarequest for CLK21-NYMEX to the queue. | 2021-03-31 16:29:01.870
Market depth data recording state for symbol CLK21-NYMEX is set to download 'Pending'. | 2021-03-31 16:29:01.870
Triggering next historical data download in queue. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: CLK21-NYMEX -> CLK21. Market Depth data restarted. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: CLM21-NYMEX -> CLM21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: ESH21-CME -> ESH21 | 2021-03-31 16:29:01.870
Added historical Market depth datarequest for ESM21-CME to the queue. | 2021-03-31 16:29:01.870
Market depth data recording state for symbol ESM21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: ESM21-CME -> ESM21. Market Depth data restarted. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: GCJ21-COMEX -> GCJ21 | 2021-03-31 16:29:01.870
Added historical Market depth datarequest for GCM21-COMEX to the queue. | 2021-03-31 16:29:01.870
Market depth data recording state for symbol GCM21-COMEX is set to download 'Pending'. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: GCM21-COMEX -> GCM21. Market Depth data restarted. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: GCQ21-COMEX -> GCQ21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: HGH21-COMEX -> HGH21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: HGK21-COMEX -> HGK21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: HGN21-COMEX -> HGN21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: NGJ21-NYMEX -> NGJ21 | 2021-03-31 16:29:01.870
Added historical Market depth datarequest for NGK21-NYMEX to the queue. | 2021-03-31 16:29:01.870
Market depth data recording state for symbol NGK21-NYMEX is set to download 'Pending'. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: NGK21-NYMEX -> NGK21. Market Depth data restarted. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: NGM21-NYMEX -> NGM21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: NQH21-CME -> NQH21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: NQM21-CME -> NQM21 | 2021-03-31 16:29:01.870
Added historical Market depth datarequest for SIK21-COMEX to the queue. | 2021-03-31 16:29:01.870
Market depth data recording state for symbol SIK21-COMEX is set to download 'Pending'. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: SIK21-COMEX -> SIK21. Market Depth data restarted. | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: SIN21-COMEX -> SIN21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: SIU21-COMEX -> SIU21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: YMM21-CBOT -> YMM21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: ZNH21-CBOT -> ZNH21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: ZNM21-CBOT -> ZNM21 | 2021-03-31 16:29:01.870
SC Data - All Services | Restarting real-time data updates for symbol: ZNU21-CBOT -> ZNU21 | 2021-03-31 16:29:01.870
HD Request # 427 | Downloading market depth chart data for CLK21-NYMEX. Service: nymex.marketdepth | 2021-03-31 16:29:01.870
HD Request # 427 | Download start date-time: 2021-03-31 16:28:57.854348. | 2021-03-31 16:29:01.872
HD Request # 427 | Using server: ds21.sierracharts.com port 10149 | 2021-03-31 16:29:01.872
Socket (10) | Creating socket. | 2021-03-31 16:29:01.873
Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:01.873
Socket (10) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:01.873
SC Data - All Services | Real-time data for symbol 6BH21-CME is currently unavailable. | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol 6BH21-CME | 2021-03-31 16:29:01.964
SC Data - All Services | Real-time data for symbol 6EH21-CME is currently unavailable. | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol 6EH21-CME | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol 6EM21-CME | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol 6EU21-CME | 2021-03-31 16:29:01.964
SC Data - All Services | Real-time data for symbol BTCF21-CME is currently unavailable. | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol BTCF21-CME | 2021-03-31 16:29:01.964
SC Data - All Services | Real-time data for symbol CLJ21-NYMEX is currently unavailable. | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol CLJ21-NYMEX | 2021-03-31 16:29:01.964
SC Data - All Services | Clearing market depth for CLK21-NYMEX | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol CLK21-NYMEX | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol CLM21-NYMEX | 2021-03-31 16:29:01.964
SC Data - All Services | Real-time data for symbol ESH21-CME is currently unavailable. | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol ESH21-CME | 2021-03-31 16:29:01.964
SC Data - All Services | Clearing market depth for ESM21-CME | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol ESM21-CME | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol GCJ21-COMEX | 2021-03-31 16:29:01.964
SC Data - All Services | Received security definition for symbol GCM21-COMEX | 2021-03-31 16:29:01.964
SC Data - All Services | Clearing market depth for GCM21-COMEX | 2021-03-31 16:29:02.032
SC Data - All Services | Clearing market depth for NGK21-NYMEX | 2021-03-31 16:29:02.032
SC Data - All Services | Clearing market depth for SIK21-COMEX | 2021-03-31 16:29:02.032
SC Data - All Services | Received security definition for symbol GCQ21-COMEX | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol HGH21-COMEX | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol HGK21-COMEX | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol HGN21-COMEX | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol NGJ21-NYMEX | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol NGK21-NYMEX | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol NGM21-NYMEX | 2021-03-31 16:29:02.034
SC Data - All Services | Real-time data for symbol NQH21-CME is currently unavailable. | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol NQH21-CME | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol NQM21-CME | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol SIK21-COMEX | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol SIN21-COMEX | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol SIU21-COMEX | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol YMM21-CBOT | 2021-03-31 16:29:02.034
SC Data - All Services | Real-time data for symbol ZNH21-CBOT is currently unavailable. | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol ZNH21-CBOT | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol ZNM21-CBOT | 2021-03-31 16:29:02.034
SC Data - All Services | Received security definition for symbol ZNU21-CBOT | 2021-03-31 16:29:02.034
HD Request # 427 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:02.173
HD Request # 427 | Sending historical data logon request message. | 2021-03-31 16:29:02.173
HD Request # 427 | Requesting market depth data. Start date-time: 2021-03-31 16:28:57. Symbol: CLK21 | 2021-03-31 16:29:02.773
HD Request # 427 | Decompressing data. | 2021-03-31 16:29:02.919
HD Request # 427 | Receiving market depth data for CLK21-NYMEX starting at 2021-03-31 16:28:57.907000 | 2021-03-31 16:29:02.920
Socket (10) | CloseSocket call. | 2021-03-31 16:29:02.920
Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:02.921
Historical data download thread signaled to stop. | 2021-03-31 16:29:02.923
HD Request # 427 | Timestamp of first market depth data file record written: 2021-03-31 16:28:57.907000 | 2021-03-31 16:29:02.923
HD Request # 427 | Received 536 records from 2021-03-31 16:28:57.907000 to 2021-03-31 16:29:02.613000 (4.7 seconds) and wrote 536 records for CLK21-NYMEX | 2021-03-31 16:29:02.923
HD Request # 427 | Completion time: 1s | 2021-03-31 16:29:02.926
HD Request # 427 | Market depth data download complete for CLK21-NYMEX. Unique request ID: 440 | 2021-03-31 16:29:02.926
Removing historical data download ID 440. | 2021-03-31 16:29:02.926
Real-time market depth file updates started for CLK21-NYMEX | 2021-03-31 16:29:02.926
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\CLK21-NYMEX.2021-03-31.depth | 2021-03-31 16:29:02.926

Triggering next historical data download in queue. | 2021-03-31 16:29:02.926
HD Request # 428 | Downloading market depth chart data for ESM21-CME. Service: cme.marketdepth | 2021-03-31 16:29:02.926
HD Request # 428 | Download start date-time: 2021-03-31 16:28:57.858148. | 2021-03-31 16:29:02.927
HD Request # 428 | Using server: ds23.sierracharts.com port 10150 | 2021-03-31 16:29:02.927
Socket (11) | Creating socket. | 2021-03-31 16:29:02.928
Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:02.928
Socket (11) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:02.928
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\CLK21-NYMEX.2021-03-31.depth | 2021-03-31 16:29:03.002
Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:03.066
Socket (10) | Closed. | 2021-03-31 16:29:03.066
HD Request # 428 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:03.227
HD Request # 428 | Sending historical data logon request message. | 2021-03-31 16:29:03.227
HD Request # 428 | Requesting market depth data. Start date-time: 2021-03-31 16:28:57. Symbol: ESM21 | 2021-03-31 16:29:03.820
HD Request # 428 | Decompressing data. | 2021-03-31 16:29:03.978
HD Request # 428 | Receiving market depth data for ESM21-CME starting at 2021-03-31 16:28:57.888000 | 2021-03-31 16:29:04.124
Socket (11) | CloseSocket call. | 2021-03-31 16:29:04.125
Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:04.125
Historical data download thread signaled to stop. | 2021-03-31 16:29:04.127
HD Request # 428 | Timestamp of first market depth data file record written: 2021-03-31 16:28:57.888000 | 2021-03-31 16:29:04.127
HD Request # 428 | Received 2032 records from 2021-03-31 16:28:57.888000 to 2021-03-31 16:29:02.239000 (4.4 seconds) and wrote 2032 records for ESM21-CME | 2021-03-31 16:29:04.127
HD Request # 428 | Completion time: 2s | 2021-03-31 16:29:04.132
HD Request # 428 | Market depth data download complete for ESM21-CME. Unique request ID: 441 | 2021-03-31 16:29:04.132
Removing historical data download ID 441. | 2021-03-31 16:29:04.132
Real-time market depth file updates started for ESM21-CME | 2021-03-31 16:29:04.132
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESM21-CME.2021-03-31.depth | 2021-03-31 16:29:04.133

Triggering next historical data download in queue. | 2021-03-31 16:29:04.133
HD Request # 429 | Downloading market depth chart data for GCM21-COMEX. Service: comex.marketdepth | 2021-03-31 16:29:04.133
HD Request # 429 | Download start date-time: 2021-03-31 16:28:57.871764. | 2021-03-31 16:29:04.135
HD Request # 429 | Using server: ds21.sierracharts.com port 10149 | 2021-03-31 16:29:04.135
Socket (10) | Creating socket. | 2021-03-31 16:29:04.135
Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:04.135
Socket (10) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:04.135
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESM21-CME.2021-03-31.depth | 2021-03-31 16:29:04.173
Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:04.267
Socket (11) | Closed. | 2021-03-31 16:29:04.267
HD Request # 429 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:04.438
HD Request # 429 | Sending historical data logon request message. | 2021-03-31 16:29:04.438
HD Request # 429 | Requesting market depth data. Start date-time: 2021-03-31 16:28:57. Symbol: GCM21 | 2021-03-31 16:29:04.585
HD Request # 429 | Decompressing data. | 2021-03-31 16:29:04.730
HD Request # 429 | Receiving market depth data for GCM21-COMEX starting at 2021-03-31 16:28:57.974000 | 2021-03-31 16:29:04.730
Socket (10) | CloseSocket call. | 2021-03-31 16:29:04.731
Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:04.731
Historical data download thread signaled to stop. | 2021-03-31 16:29:04.740
HD Request # 429 | Timestamp of first market depth data file record written: 2021-03-31 16:28:57.974000 | 2021-03-31 16:29:04.740
HD Request # 429 | Received 452 records from 2021-03-31 16:28:57.974000 to 2021-03-31 16:29:03.533000 (5.6 seconds) and wrote 452 records for GCM21-COMEX | 2021-03-31 16:29:04.740
HD Request # 429 | Completion time: 0s | 2021-03-31 16:29:04.746
HD Request # 429 | Market depth data download complete for GCM21-COMEX. Unique request ID: 442 | 2021-03-31 16:29:04.746
Removing historical data download ID 442. | 2021-03-31 16:29:04.746
Real-time market depth file updates started for GCM21-COMEX | 2021-03-31 16:29:04.746
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\GCM21-COMEX.2021-03-31.depth | 2021-03-31 16:29:04.747

Triggering next historical data download in queue. | 2021-03-31 16:29:04.747
HD Request # 430 | Downloading market depth chart data for NGK21-NYMEX. Service: nymex.marketdepth | 2021-03-31 16:29:04.747
HD Request # 430 | Download start date-time: 2021-03-31 16:28:57.876720. | 2021-03-31 16:29:04.749
HD Request # 430 | Using server: ds23.sierracharts.com port 10150 | 2021-03-31 16:29:04.749
Socket (11) | Creating socket. | 2021-03-31 16:29:04.749
Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:04.749
Socket (11) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:04.749
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\GCM21-COMEX.2021-03-31.depth | 2021-03-31 16:29:04.810
Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:04.876
Socket (10) | Closed. | 2021-03-31 16:29:04.876
HD Request # 430 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:05.050
HD Request # 430 | Sending historical data logon request message. | 2021-03-31 16:29:05.050
HD Request # 430 | Requesting market depth data. Start date-time: 2021-03-31 16:28:57. Symbol: NGK21 | 2021-03-31 16:29:05.196
HD Request # 430 | Decompressing data. | 2021-03-31 16:29:05.343
HD Request # 430 | Receiving market depth data for NGK21-NYMEX starting at 2021-03-31 16:28:57.942000 | 2021-03-31 16:29:05.344
Socket (11) | CloseSocket call. | 2021-03-31 16:29:05.345
Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:05.345
Historical data download thread signaled to stop. | 2021-03-31 16:29:05.346
HD Request # 430 | Timestamp of first market depth data file record written: 2021-03-31 16:28:57.942000 | 2021-03-31 16:29:05.346
HD Request # 430 | Received 214 records from 2021-03-31 16:28:57.942000 to 2021-03-31 16:29:03.257000 (5.3 seconds) and wrote 214 records for NGK21-NYMEX | 2021-03-31 16:29:05.346
HD Request # 430 | Completion time: 1s | 2021-03-31 16:29:05.359
HD Request # 430 | Market depth data download complete for NGK21-NYMEX. Unique request ID: 443 | 2021-03-31 16:29:05.359
Removing historical data download ID 443. | 2021-03-31 16:29:05.359
Real-time market depth file updates started for NGK21-NYMEX | 2021-03-31 16:29:05.359
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\NGK21-NYMEX.2021-03-31.depth | 2021-03-31 16:29:05.359

Triggering next historical data download in queue. | 2021-03-31 16:29:05.359
HD Request # 431 | Downloading market depth chart data for SIK21-COMEX. Service: comex.marketdepth | 2021-03-31 16:29:05.359
HD Request # 431 | Download start date-time: 2021-03-31 16:28:57.890092. | 2021-03-31 16:29:05.360
HD Request # 431 | Using server: ds21.sierracharts.com port 10149 | 2021-03-31 16:29:05.360
Socket (10) | Creating socket. | 2021-03-31 16:29:05.360
Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:05.361
Socket (10) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:05.361
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\NGK21-NYMEX.2021-03-31.depth | 2021-03-31 16:29:05.398
Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:05.490
Socket (11) | Closed. | 2021-03-31 16:29:05.490
HD Request # 431 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:05.674
HD Request # 431 | Sending historical data logon request message. | 2021-03-31 16:29:05.674
HD Request # 431 | Requesting market depth data. Start date-time: 2021-03-31 16:28:57. Symbol: SIK21 | 2021-03-31 16:29:05.820
HD Request # 431 | Decompressing data. | 2021-03-31 16:29:05.966
HD Request # 431 | Receiving market depth data for SIK21-COMEX starting at 2021-03-31 16:28:57.905000 | 2021-03-31 16:29:05.968
Socket (10) | CloseSocket call. | 2021-03-31 16:29:05.969
Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:05.969
Historical data download thread signaled to stop. | 2021-03-31 16:29:05.969
HD Request # 431 | Timestamp of first market depth data file record written: 2021-03-31 16:28:57.905000 | 2021-03-31 16:29:05.969
HD Request # 431 | Received 249 records from 2021-03-31 16:28:57.905000 to 2021-03-31 16:29:03.598000 (5.7 seconds) and wrote 249 records for SIK21-COMEX | 2021-03-31 16:29:05.969
HD Request # 431 | Completion time: 0s | 2021-03-31 16:29:05.974
HD Request # 431 | Market depth data download complete for SIK21-COMEX. Unique request ID: 444 | 2021-03-31 16:29:05.974
Removing historical data download ID 444. | 2021-03-31 16:29:05.974
Real-time market depth file updates started for SIK21-COMEX | 2021-03-31 16:29:05.974
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\SIK21-COMEX.2021-03-31.depth | 2021-03-31 16:29:05.974

Triggering next historical data download in queue. | 2021-03-31 16:29:05.974
No download requests in the queue to start downloads for. | 2021-03-31 16:29:05.974
Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:06.117
Socket (10) | Closed. | 2021-03-31 16:29:06.117
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\SIK21-COMEX.2021-03-31.depth | 2021-03-31 16:29:06.176
HD Request # 432 | Downloading Intraday chart data for ESM21-CME to the file ESM21-CME.scid. Service: cme | 2021-03-31 16:29:06.397
HD Request # 432 | Download start date-time: 2021-03-31 16:28:54.000000. File last date-time: 2021-03-31 16:28:54.158006 | 2021-03-31 16:29:06.397
HD Request # 432 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:06.397
Socket (10) | Creating socket. | 2021-03-31 16:29:06.397
Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:06.397
Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:06.397
HD Request # 432 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:06.705
HD Request # 432 | Sending historical data logon request message. | 2021-03-31 16:29:06.705
HD Request # 432 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:54. Record interval: 0. Symbol: ESM21 | 2021-03-31 16:29:07.334
HD Request # 432 | Decompressing data. | 2021-03-31 16:29:07.482
HD Request # 432 | Receiving Intraday data for ESM21-CME starting at 2021-03-31 16:28:54.136000 | 2021-03-31 16:29:07.482
Socket (10) | CloseSocket call. | 2021-03-31 16:29:07.482
Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:07.482
Historical data download thread signaled to stop. | 2021-03-31 16:29:07.492
HD Request # 432 | Timestamp of first Intraday data file record written: 2021-03-31 16:28:58.000000 | 2021-03-31 16:29:07.492
HD Request # 432 | Received 454 records from 2021-03-31 16:28:54.136000 to 2021-03-31 16:29:05.646000 (11.5 seconds) and wrote 411 records for ESM21-CME | 2021-03-31 16:29:07.492
HD Request # 432 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:05.646000 | 2021-03-31 16:29:07.497
Added 136 Time and Sales records to Intraday data file for ESM21-CME after download. | 2021-03-31 16:29:07.497
HD Request # 432 | Completion time: 1s | 2021-03-31 16:29:07.503
HD Request # 432 | Intraday data download complete for ESM21-CME. Unique request ID: 426 | 2021-03-31 16:29:07.503
Removing historical data download ID 426. | 2021-03-31 16:29:07.503
Real-time Intraday chart data file updates started for ESM21-CME | 2021-03-31 16:29:07.503
Intraday chart data file opened for ESM21-CME | 2021-03-31 16:29:07.503
HD Request # 432 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:07.503

Triggering next historical data download in queue. | 2021-03-31 16:29:07.503
HD Request # 433 | Downloading Intraday chart data for GCM21-COMEX to the file GCM21-COMEX.scid. Service: comex | 2021-03-31 16:29:07.503
HD Request # 433 | Download start date-time: 2021-03-31 16:28:57.000000. File last date-time: 2021-03-31 16:28:57.076000 | 2021-03-31 16:29:07.504
HD Request # 433 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:07.504
Socket (11) | Creating socket. | 2021-03-31 16:29:07.504
Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:07.504
Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:07.504
Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:07.633
Socket (10) | Closed. | 2021-03-31 16:29:07.633
HD Request # 433 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:07.807
HD Request # 433 | Sending historical data logon request message. | 2021-03-31 16:29:07.807
HD Request # 433 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:57. Record interval: 0. Symbol: GCM21 | 2021-03-31 16:29:08.404
HD Request # 433 | Decompressing data. | 2021-03-31 16:29:08.551
HD Request # 433 | Receiving Intraday data for GCM21-COMEX starting at 2021-03-31 16:28:57.076000 | 2021-03-31 16:29:08.551
Socket (11) | CloseSocket call. | 2021-03-31 16:29:08.551
Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:08.551
Historical data download thread signaled to stop. | 2021-03-31 16:29:08.552
HD Request # 433 | Timestamp of first Intraday data file record written: 2021-03-31 16:28:58.058000 | 2021-03-31 16:29:08.552
HD Request # 433 | Received 26 records from 2021-03-31 16:28:57.076000 to 2021-03-31 16:29:07.175003 (10.1 seconds) and wrote 25 records for GCM21-COMEX | 2021-03-31 16:29:08.553
HD Request # 433 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:07.175003 | 2021-03-31 16:29:08.558
Added 4 Time and Sales records to Intraday data file for GCM21-COMEX after download. | 2021-03-31 16:29:08.558
HD Request # 433 | Completion time: 1s | 2021-03-31 16:29:08.563
HD Request # 433 | Intraday data download complete for GCM21-COMEX. Unique request ID: 427 | 2021-03-31 16:29:08.563
Removing historical data download ID 427. | 2021-03-31 16:29:08.563
Real-time Intraday chart data file updates started for GCM21-COMEX | 2021-03-31 16:29:08.563
Intraday chart data file opened for GCM21-COMEX | 2021-03-31 16:29:08.563
HD Request # 433 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:08.563

Triggering next historical data download in queue. | 2021-03-31 16:29:08.563
HD Request # 434 | Downloading Intraday chart data for SIK21-COMEX to the file SIK21-COMEX.scid. Service: comex | 2021-03-31 16:29:08.563
HD Request # 434 | Download start date-time: 2021-03-31 16:28:55.000000. File last date-time: 2021-03-31 16:28:55.305000 | 2021-03-31 16:29:08.564
HD Request # 434 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:08.564
Socket (10) | Creating socket. | 2021-03-31 16:29:08.564
Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:08.564
Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:08.564
Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:08.697
Socket (11) | Closed. | 2021-03-31 16:29:08.697
HD Request # 434 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:08.869
HD Request # 434 | Sending historical data logon request message. | 2021-03-31 16:29:08.869
HD Request # 434 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:55. Record interval: 0. Symbol: SIK21 | 2021-03-31 16:29:09.015
HD Request # 434 | Decompressing data. | 2021-03-31 16:29:09.163
HD Request # 434 | Receiving Intraday data for SIK21-COMEX starting at 2021-03-31 16:28:55.305000 | 2021-03-31 16:29:09.163
Socket (10) | CloseSocket call. | 2021-03-31 16:29:09.163
Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:09.163
Historical data download thread signaled to stop. | 2021-03-31 16:29:09.163
HD Request # 434 | Timestamp of first Intraday data file record written: 2021-03-31 16:29:00.434000 | 2021-03-31 16:29:09.163
HD Request # 434 | Received 9 records from 2021-03-31 16:28:55.305000 to 2021-03-31 16:29:02.636000 (7.3 seconds) and wrote 8 records for SIK21-COMEX | 2021-03-31 16:29:09.164
HD Request # 434 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:02.636000 | 2021-03-31 16:29:09.169
Added 2 Time and Sales records to Intraday data file for SIK21-COMEX after download. | 2021-03-31 16:29:09.169
HD Request # 434 | Completion time: 1s | 2021-03-31 16:29:09.173
HD Request # 434 | Intraday data download complete for SIK21-COMEX. Unique request ID: 428 | 2021-03-31 16:29:09.173
Removing historical data download ID 428. | 2021-03-31 16:29:09.173
Real-time Intraday chart data file updates started for SIK21-COMEX | 2021-03-31 16:29:09.173
Intraday chart data file opened for SIK21-COMEX | 2021-03-31 16:29:09.173
HD Request # 434 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:09.173

Triggering next historical data download in queue. | 2021-03-31 16:29:09.173
HD Request # 435 | Downloading Intraday chart data for CLK21-NYMEX to the file CLK21-NYMEX.scid. Service: nymex | 2021-03-31 16:29:09.173
HD Request # 435 | Download start date-time: 2021-03-31 16:28:57.000000. File last date-time: 2021-03-31 16:28:57.448000 | 2021-03-31 16:29:09.174
HD Request # 435 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:09.174
Socket (11) | Creating socket. | 2021-03-31 16:29:09.174
Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:09.174
Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:09.174
Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:09.312
Socket (10) | Closed. | 2021-03-31 16:29:09.312
HD Request # 435 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:09.473
HD Request # 435 | Sending historical data logon request message. | 2021-03-31 16:29:09.473
HD Request # 435 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:57. Record interval: 0. Symbol: CLK21 | 2021-03-31 16:29:09.618
HD Request # 435 | Decompressing data. | 2021-03-31 16:29:09.763
HD Request # 435 | Receiving Intraday data for CLK21-NYMEX starting at 2021-03-31 16:28:57.245000 | 2021-03-31 16:29:09.764
Socket (11) | CloseSocket call. | 2021-03-31 16:29:09.764
Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:09.764
Historical data download thread signaled to stop. | 2021-03-31 16:29:09.766
HD Request # 435 | Timestamp of first Intraday data file record written: 2021-03-31 16:28:58.347000 | 2021-03-31 16:29:09.766
HD Request # 435 | Received 68 records from 2021-03-31 16:28:57.245000 to 2021-03-31 16:29:08.152000 (10.9 seconds) and wrote 58 records for CLK21-NYMEX | 2021-03-31 16:29:09.767
HD Request # 435 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:08.152000 | 2021-03-31 16:29:09.774
Added 9 Time and Sales records to Intraday data file for CLK21-NYMEX after download. | 2021-03-31 16:29:09.774
HD Request # 435 | Completion time: 0s | 2021-03-31 16:29:09.778
HD Request # 435 | Intraday data download complete for CLK21-NYMEX. Unique request ID: 429 | 2021-03-31 16:29:09.778
Removing historical data download ID 429. | 2021-03-31 16:29:09.778
Real-time Intraday chart data file updates started for CLK21-NYMEX | 2021-03-31 16:29:09.778
Intraday chart data file opened for CLK21-NYMEX | 2021-03-31 16:29:09.778
HD Request # 435 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:09.778

Triggering next historical data download in queue. | 2021-03-31 16:29:09.778
HD Request # 436 | Downloading Intraday chart data for NGK21-NYMEX to the file NGK21-NYMEX.scid. Service: nymex | 2021-03-31 16:29:09.778
HD Request # 436 | Download start date-time: 2021-03-31 16:28:52.000000. File last date-time: 2021-03-31 16:28:52.774001 | 2021-03-31 16:29:09.778
HD Request # 436 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:09.778
Socket (10) | Creating socket. | 2021-03-31 16:29:09.778
Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:09.778
Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:09.778
Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:09.909
Socket (11) | Closed. | 2021-03-31 16:29:09.909
HD Request # 436 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:10.083
HD Request # 436 | Sending historical data logon request message. | 2021-03-31 16:29:10.083
HD Request # 436 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:52. Record interval: 0. Symbol: NGK21 | 2021-03-31 16:29:10.230
HD Request # 436 | Decompressing data. | 2021-03-31 16:29:10.377
HD Request # 436 | Receiving Intraday data for NGK21-NYMEX starting at 2021-03-31 16:28:52.579000 | 2021-03-31 16:29:10.378
Socket (10) | CloseSocket call. | 2021-03-31 16:29:10.378
Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:10.378
Historical data download thread signaled to stop. | 2021-03-31 16:29:10.379
HD Request # 436 | Timestamp of first Intraday data file record written: 2021-03-31 16:29:00.079000 | 2021-03-31 16:29:10.379
HD Request # 436 | Received 20 records from 2021-03-31 16:28:52.579000 to 2021-03-31 16:29:05.081001 (12.5 seconds) and wrote 16 records for NGK21-NYMEX | 2021-03-31 16:29:10.379
HD Request # 436 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:05.081001 | 2021-03-31 16:29:10.383
HD Request # 436 | Completion time: 1s | 2021-03-31 16:29:10.383
HD Request # 436 | Intraday data download complete for NGK21-NYMEX. Unique request ID: 430 | 2021-03-31 16:29:10.383
Removing historical data download ID 430. | 2021-03-31 16:29:10.383
Real-time Intraday chart data file updates started for NGK21-NYMEX | 2021-03-31 16:29:10.383
Intraday chart data file opened for NGK21-NYMEX | 2021-03-31 16:29:10.383
HD Request # 436 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:10.383

Triggering next historical data download in queue. | 2021-03-31 16:29:10.383
HD Request # 437 | Downloading Intraday chart data for BTCF21-CME to the file BTCF21-CME.scid. Service: cme | 2021-03-31 16:29:10.383
HD Request # 437 | Download start date-time: 2021-01-29 16:59:58.000000. File last date-time: 2021-01-29 16:59:58.655000 | 2021-03-31 16:29:10.384
HD Request # 437 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:10.384
Socket (11) | Creating socket. | 2021-03-31 16:29:10.384
Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:10.384
Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:10.384
Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:10.525
Socket (10) | Closed. | 2021-03-31 16:29:10.525
HD Request # 437 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:10.677
HD Request # 437 | Sending historical data logon request message. | 2021-03-31 16:29:10.677
HD Request # 437 | Requesting Intraday data. Start date-time: 2021-01-29 16:59:58. Record interval: 0. Symbol: BTCF21 | 2021-03-31 16:29:10.824
HD Request # 437 | Decompressing data. | 2021-03-31 16:29:10.968
HD Request # 437 | Receiving Intraday data for BTCF21-CME starting at 2021-01-29 16:59:58.655000 | 2021-03-31 16:29:10.968
Socket (11) | CloseSocket call. | 2021-03-31 16:29:10.968
Historical data download thread signaled to stop. | 2021-03-31 16:29:10.968
HD Request # 437 | Received 1 record from 2021-01-29 16:59:58.655000 to 2021-01-29 16:59:58.655000 (0.0 seconds) and wrote 0 records for BTCF21-CME | 2021-03-31 16:29:10.968
Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:10.968
HD Request # 437 | Add time&sales data | Remembered last file record date-time: 2021-01-29 15:59:58.655000 | 2021-03-31 16:29:10.968
HD Request # 437 | Completion time: 0s | 2021-03-31 16:29:10.968
HD Request # 437 | Intraday data download complete for BTCF21-CME. Unique request ID: 431 | 2021-03-31 16:29:10.968
Removing historical data download ID 431. | 2021-03-31 16:29:10.968
Real-time Intraday chart data file updates started for BTCF21-CME | 2021-03-31 16:29:10.968
Intraday chart data file opened for BTCF21-CME | 2021-03-31 16:29:10.968
HD Request # 437 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:10.968

Triggering next historical data download in queue. | 2021-03-31 16:29:10.968
HD Request # 438 | Downloading Intraday chart data for ZNH21-CBOT to the file ZNH21-CBOT.scid. Service: cbot | 2021-03-31 16:29:10.968
HD Request # 438 | Download start date-time: 2021-03-22 18:00:40.000000. File last date-time: 2021-03-22 18:00:40.541000 | 2021-03-31 16:29:10.969
HD Request # 438 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:10.969
Socket (10) | Creating socket. | 2021-03-31 16:29:10.969
Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:10.969
Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:10.969
Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:11.113
Socket (11) | Closed. | 2021-03-31 16:29:11.113
HD Request # 438 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:11.268
HD Request # 438 | Sending historical data logon request message. | 2021-03-31 16:29:11.268
HD Request # 438 | Requesting Intraday data. Start date-time: 2021-03-22 18:00:40. Record interval: 0. Symbol: ZNH21 | 2021-03-31 16:29:11.412
Opened cached Intraday file: C:\SierraChart\Data\ESM21-CME.scid. Thread ID: 13412 | 2021-03-31 16:29:11.514
Opened cached Intraday file: C:\SierraChart\Data\GCM21-COMEX.scid. Thread ID: 13412 | 2021-03-31 16:29:11.514
Opened cached Intraday file: C:\SierraChart\Data\CLK21-NYMEX.scid. Thread ID: 13412 | 2021-03-31 16:29:11.514
Opened cached Intraday file: C:\SierraChart\Data\NGK21-NYMEX.scid. Thread ID: 13412 | 2021-03-31 16:29:11.514
HD Request # 438 | Decompressing data. | 2021-03-31 16:29:11.558
HD Request # 438 | Receiving Intraday data for ZNH21-CBOT starting at 2021-03-22 18:00:40.056000 | 2021-03-31 16:29:11.558
Socket (10) | CloseSocket call. | 2021-03-31 16:29:11.558
Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:11.559
Historical data download thread signaled to stop. | 2021-03-31 16:29:11.561
HD Request # 438 | Received 16 records from 2021-03-22 18:00:40.056000 to 2021-03-22 18:00:40.541000 (0.5 seconds) and wrote 0 records for ZNH21-CBOT | 2021-03-31 16:29:11.561
HD Request # 438 | Add time&sales data | Remembered last file record date-time: 2021-03-22 17:00:40.541000 | 2021-03-31 16:29:11.561
HD Request # 438 | Completion time: 1s | 2021-03-31 16:29:11.561
HD Request # 438 | Intraday data download complete for ZNH21-CBOT. Unique request ID: 432 | 2021-03-31 16:29:11.561
Removing historical data download ID 432. | 2021-03-31 16:29:11.561
Real-time Intraday chart data file updates started for ZNH21-CBOT | 2021-03-31 16:29:11.561
Intraday chart data file opened for ZNH21-CBOT | 2021-03-31 16:29:11.561
HD Request # 438 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:11.561

Triggering next historical data download in queue. | 2021-03-31 16:29:11.561
HD Request # 439 | Downloading Intraday chart data for 6EH21-CME to the file 6EH21-CME.scid. Service: cme | 2021-03-31 16:29:11.561
HD Request # 439 | Download start date-time: 2021-03-15 15:13:48.000000. File last date-time: 2021-03-15 15:13:48.560000 | 2021-03-31 16:29:11.562
HD Request # 439 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:11.562
Socket (11) | Creating socket. | 2021-03-31 16:29:11.562
Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:11.562
Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:11.562
Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:11.702
Socket (10) | Closed. | 2021-03-31 16:29:11.703
HD Request # 439 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:11.865
HD Request # 439 | Sending historical data logon request message. | 2021-03-31 16:29:11.865
HD Request # 439 | Requesting Intraday data. Start date-time: 2021-03-15 15:13:48. Record interval: 0. Symbol: 6EH21 | 2021-03-31 16:29:12.015
HD Request # 439 | Decompressing data. | 2021-03-31 16:29:12.161
HD Request # 439 | Receiving Intraday data for 6EH21-CME starting at 2021-03-15 15:13:48.560000 | 2021-03-31 16:29:12.161
Socket (11) | CloseSocket call. | 2021-03-31 16:29:12.161
Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:12.162
Historical data download thread signaled to stop. | 2021-03-31 16:29:12.163
HD Request # 439 | Received 1 record from 2021-03-15 15:13:48.560000 to 2021-03-15 15:13:48.560000 (0.0 seconds) and wrote 0 records for 6EH21-CME | 2021-03-31 16:29:12.163
HD Request # 439 | Add time&sales data | Remembered last file record date-time: 2021-03-15 14:13:48.560000 | 2021-03-31 16:29:12.163
HD Request # 439 | Completion time: 1s | 2021-03-31 16:29:12.163
HD Request # 439 | Intraday data download complete for 6EH21-CME. Unique request ID: 433 | 2021-03-31 16:29:12.163
Removing historical data download ID 433. | 2021-03-31 16:29:12.163
Real-time Intraday chart data file updates started for 6EH21-CME | 2021-03-31 16:29:12.163
Intraday chart data file opened for 6EH21-CME | 2021-03-31 16:29:12.163
HD Request # 439 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:12.163

Triggering next historical data download in queue. | 2021-03-31 16:29:12.163
HD Request # 440 | Downloading Intraday chart data for FDAXH21-EUREX to the file FDAXH21-EUREX.scid. Service: eurex | 2021-03-31 16:29:12.163
HD Request # 440 | Download start date-time: 2021-03-19 13:00:00.000000. File last date-time: 2021-03-19 13:00:00.009000 | 2021-03-31 16:29:12.163
HD Request # 440 | Using server: ds14.sierracharts.com port 10149 | 2021-03-31 16:29:12.164
Socket (10) | Creating socket. | 2021-03-31 16:29:12.164
Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:12.164
Socket (10) | Connecting to IP: 157.90.1.40. | 2021-03-31 16:29:12.164
HD Request # 440 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:12.226
HD Request # 440 | Sending historical data logon request message. | 2021-03-31 16:29:12.226
HD Request # 440 | Requesting Intraday data. Start date-time: 2021-03-19 13:00:00. Record interval: 0. Symbol: FDAX202103_FUT_EUREX | 2021-03-31 16:29:12.273
HD Request # 440 | Decompressing data. | 2021-03-31 16:29:12.305
HD Request # 440 | Receiving Intraday data for FDAXH21-EUREX starting at 2021-03-19 13:00:00.007000 | 2021-03-31 16:29:12.305
Socket (10) | CloseSocket call. | 2021-03-31 16:29:12.305
Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:12.305
Historical data download thread signaled to stop. | 2021-03-31 16:29:12.307
HD Request # 440 | Received 2 records from 2021-03-19 13:00:00.007000 to 2021-03-19 13:00:00.009000 (0.0 seconds) and wrote 0 records for FDAXH21-EUREX | 2021-03-31 16:29:12.307
Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:12.308
Socket (11) | Closed. | 2021-03-31 16:29:12.308
HD Request # 440 | Add time&sales data | Remembered last file record date-time: 2021-03-19 12:00:00.009000 | 2021-03-31 16:29:12.308
HD Request # 440 | Completion time: 0s | 2021-03-31 16:29:12.308
HD Request # 440 | Intraday data download complete for FDAXH21-EUREX. Unique request ID: 434 | 2021-03-31 16:29:12.308
Removing historical data download ID 434. | 2021-03-31 16:29:12.308
Real-time Intraday chart data file updates started for FDAXH21-EUREX | 2021-03-31 16:29:12.308
Intraday chart data file opened for FDAXH21-EUREX | 2021-03-31 16:29:12.308
HD Request # 440 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:12.308

Triggering next historical data download in queue. | 2021-03-31 16:29:12.308
HD Request # 441 | Downloading Intraday chart data for FBTPH21-EUREX to the file FBTPH21-EUREX.scid. Service: eurex | 2021-03-31 16:29:12.308
HD Request # 441 | Download start date-time: 2021-03-08 11:17:26.000000. File last date-time: 2021-03-08 11:17:26.152000 | 2021-03-31 16:29:12.309
HD Request # 441 | Using server: ds14.sierracharts.com port 10150 | 2021-03-31 16:29:12.309
Socket (11) | Creating socket. | 2021-03-31 16:29:12.309
Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:12.309
Socket (11) | Connecting to IP: 157.90.1.40. | 2021-03-31 16:29:12.309
Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:12.336
Socket (10) | Closed. | 2021-03-31 16:29:12.336
HD Request # 441 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:12.372
HD Request # 441 | Sending historical data logon request message. | 2021-03-31 16:29:12.372
HD Request # 441 | Requesting Intraday data. Start date-time: 2021-03-08 11:17:26. Record interval: 0. Symbol: FBTP202103_FUT_EUREX | 2021-03-31 16:29:12.417
HD Request # 441 | Decompressing data. | 2021-03-31 16:29:12.449
HD Request # 441 | Receiving Intraday data for FBTPH21-EUREX starting at 2021-03-08 11:17:26.071000 | 2021-03-31 16:29:12.450
Socket (11) | CloseSocket call. | 2021-03-31 16:29:12.450
Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:12.450
Historical data download thread signaled to stop. | 2021-03-31 16:29:12.455
HD Request # 441 | Received 2 records from 2021-03-08 11:17:26.071000 to 2021-03-08 11:17:26.152000 (0.1 seconds) and wrote 0 records for FBTPH21-EUREX | 2021-03-31 16:29:12.458
HD Request # 441 | Add time&sales data | Remembered last file record date-time: 2021-03-08 10:17:26.152000 | 2021-03-31 16:29:12.459
HD Request # 441 | Completion time: 0s | 2021-03-31 16:29:12.459
HD Request # 441 | Intraday data download complete for FBTPH21-EUREX. Unique request ID: 435 | 2021-03-31 16:29:12.459
Removing historical data download ID 435. | 2021-03-31 16:29:12.459
Real-time Intraday chart data file updates started for FBTPH21-EUREX | 2021-03-31 16:29:12.459
Intraday chart data file opened for FBTPH21-EUREX | 2021-03-31 16:29:12.459
HD Request # 441 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:12.459

Triggering next historical data download in queue. | 2021-03-31 16:29:12.461
HD Request # 442 | Downloading Intraday chart data for 6BH21-CME to the file 6BH21-CME.scid. Service: cme | 2021-03-31 16:29:12.461
HD Request # 442 | Download start date-time: 2021-03-15 15:14:18.000000. File last date-time: 2021-03-15 15:14:18.350000 | 2021-03-31 16:29:12.462
HD Request # 442 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:12.462
Socket (10) | Creating socket. | 2021-03-31 16:29:12.462
Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:12.462
Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:12.462
Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:12.482
Socket (11) | Closed. | 2021-03-31 16:29:12.482
HD Request # 442 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:12.800
HD Request # 442 | Sending historical data logon request message. | 2021-03-31 16:29:12.800
HD Request # 442 | Requesting Intraday data. Start date-time: 2021-03-15 15:14:18. Record interval: 0. Symbol: 6BH21 | 2021-03-31 16:29:12.946
HD Request # 442 | Decompressing data. | 2021-03-31 16:29:13.092
HD Request # 442 | Receiving Intraday data for 6BH21-CME starting at 2021-03-15 15:14:18.350000 | 2021-03-31 16:29:13.093
Socket (10) | CloseSocket call. | 2021-03-31 16:29:13.093
Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:13.093
Historical data download thread signaled to stop. | 2021-03-31 16:29:13.094
HD Request # 442 | Received 1 record from 2021-03-15 15:14:18.350000 to 2021-03-15 15:14:18.350000 (0.0 seconds) and wrote 0 records for 6BH21-CME | 2021-03-31 16:29:13.094
HD Request # 442 | Add time&sales data | Remembered last file record date-time: 2021-03-15 14:14:18.350000 | 2021-03-31 16:29:13.094
HD Request # 442 | Completion time: 1s | 2021-03-31 16:29:13.095
HD Request # 442 | Intraday data download complete for 6BH21-CME. Unique request ID: 436 | 2021-03-31 16:29:13.095
Removing historical data download ID 436. | 2021-03-31 16:29:13.095
Real-time Intraday chart data file updates started for 6BH21-CME | 2021-03-31 16:29:13.095
Intraday chart data file opened for 6BH21-CME | 2021-03-31 16:29:13.095
HD Request # 442 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:13.095

Triggering next historical data download in queue. | 2021-03-31 16:29:13.095
HD Request # 443 | Downloading Intraday chart data for NQM21-CME to the file NQM21-CME.scid. Service: cme | 2021-03-31 16:29:13.095
HD Request # 443 | Download start date-time: 2021-03-31 16:28:57.000000. File last date-time: 2021-03-31 16:28:57.620000 | 2021-03-31 16:29:13.095
HD Request # 443 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:13.095
Socket (11) | Creating socket. | 2021-03-31 16:29:13.095
Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:13.095
Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:13.095
Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:13.241
Socket (10) | Closed. | 2021-03-31 16:29:13.241
HD Request # 443 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:13.391
HD Request # 443 | Sending historical data logon request message. | 2021-03-31 16:29:13.391
HD Request # 443 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:57. Record interval: 0. Symbol: NQM21 | 2021-03-31 16:29:13.536
HD Request # 443 | Decompressing data. | 2021-03-31 16:29:13.682
HD Request # 443 | Receiving Intraday data for NQM21-CME starting at 2021-03-31 16:28:57.017000 | 2021-03-31 16:29:13.683
Socket (11) | CloseSocket call. | 2021-03-31 16:29:13.683
Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:13.683
Historical data download thread signaled to stop. | 2021-03-31 16:29:13.684
HD Request # 443 | Timestamp of first Intraday data file record written: 2021-03-31 16:28:58.268000 | 2021-03-31 16:29:13.684
HD Request # 443 | Received 601 records from 2021-03-31 16:28:57.017000 to 2021-03-31 16:29:13.340001 (16.3 seconds) and wrote 594 records for NQM21-CME | 2021-03-31 16:29:13.684
HD Request # 443 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:13.340001 | 2021-03-31 16:29:13.692
Added 6 Time and Sales records to Intraday data file for NQM21-CME after download. | 2021-03-31 16:29:13.692
HD Request # 443 | Completion time: 0s | 2021-03-31 16:29:13.697
HD Request # 443 | Intraday data download complete for NQM21-CME. Unique request ID: 437 | 2021-03-31 16:29:13.697
Removing historical data download ID 437. | 2021-03-31 16:29:13.697
Real-time Intraday chart data file updates started for NQM21-CME | 2021-03-31 16:29:13.697
Intraday chart data file opened for NQM21-CME | 2021-03-31 16:29:13.697
HD Request # 443 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:13.697

Triggering next historical data download in queue. | 2021-03-31 16:29:13.697
HD Request # 444 | Downloading Intraday chart data for YMM21-CBOT to the file YMM21-CBOT.scid. Service: cbot | 2021-03-31 16:29:13.697
HD Request # 444 | Download start date-time: 2021-03-31 16:28:56.000000. File last date-time: 2021-03-31 16:28:56.682000 | 2021-03-31 16:29:13.698
HD Request # 444 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:13.698
Socket (10) | Creating socket. | 2021-03-31 16:29:13.698
Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:13.698
Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:13.698
Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:13.830
Socket (11) | Closed. | 2021-03-31 16:29:13.830
HD Request # 444 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:14.002
HD Request # 444 | Sending historical data logon request message. | 2021-03-31 16:29:14.002
HD Request # 444 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:56. Record interval: 0. Symbol: YMM21 | 2021-03-31 16:29:14.152
HD Request # 444 | Decompressing data. | 2021-03-31 16:29:14.297
HD Request # 444 | Receiving Intraday data for YMM21-CBOT starting at 2021-03-31 16:28:56.682000 | 2021-03-31 16:29:14.298
Socket (10) | CloseSocket call. | 2021-03-31 16:29:14.298
Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:14.298
Historical data download thread signaled to stop. | 2021-03-31 16:29:14.298
HD Request # 444 | Timestamp of first Intraday data file record written: 2021-03-31 16:28:58.000000 | 2021-03-31 16:29:14.298
HD Request # 444 | Received 99 records from 2021-03-31 16:28:56.682000 to 2021-03-31 16:29:10.524000 (13.8 seconds) and wrote 98 records for YMM21-CBOT | 2021-03-31 16:29:14.299
HD Request # 444 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:10.524000 | 2021-03-31 16:29:14.302
Added 36 Time and Sales records to Intraday data file for YMM21-CBOT after download. | 2021-03-31 16:29:14.302
HD Request # 444 | Completion time: 1s | 2021-03-31 16:29:14.305
HD Request # 444 | Intraday data download complete for YMM21-CBOT. Unique request ID: 438 | 2021-03-31 16:29:14.305
Removing historical data download ID 438. | 2021-03-31 16:29:14.305
Real-time Intraday chart data file updates started for YMM21-CBOT | 2021-03-31 16:29:14.305
Intraday chart data file opened for YMM21-CBOT | 2021-03-31 16:29:14.305
HD Request # 444 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:14.305

Triggering next historical data download in queue. | 2021-03-31 16:29:14.305
HD Request # 445 | Downloading Intraday chart data for HGH21-COMEX to the file HGH21-COMEX.scid. Service: comex | 2021-03-31 16:29:14.305
HD Request # 445 | Download start date-time: 2021-03-29 16:55:41.000000. File last date-time: 2021-03-29 16:55:41.376000 | 2021-03-31 16:29:14.305
HD Request # 445 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:14.305
Socket (11) | Creating socket. | 2021-03-31 16:29:14.305
Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:14.305
Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:14.305
Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:14.446
Socket (10) | Closed. | 2021-03-31 16:29:14.446
HD Request # 445 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:14.601
HD Request # 445 | Sending historical data logon request message. | 2021-03-31 16:29:14.601
HD Request # 445 | Requesting Intraday data. Start date-time: 2021-03-29 16:55:41. Record interval: 0. Symbol: HGH21 | 2021-03-31 16:29:14.746
HD Request # 445 | Decompressing data. | 2021-03-31 16:29:14.893
HD Request # 445 | Receiving Intraday data for HGH21-COMEX starting at 2021-03-29 16:55:41.376000 | 2021-03-31 16:29:14.894
Socket (11) | CloseSocket call. | 2021-03-31 16:29:14.894
Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:14.894
Historical data download thread signaled to stop. | 2021-03-31 16:29:14.898
HD Request # 445 | Received 1 record from 2021-03-29 16:55:41.376000 to 2021-03-29 16:55:41.376000 (0.0 seconds) and wrote 0 records for HGH21-COMEX | 2021-03-31 16:29:14.898
HD Request # 445 | Add time&sales data | Remembered last file record date-time: 2021-03-29 14:55:41.376000 | 2021-03-31 16:29:14.898
HD Request # 445 | Completion time: 0s | 2021-03-31 16:29:14.898
HD Request # 445 | Intraday data download complete for HGH21-COMEX. Unique request ID: 439 | 2021-03-31 16:29:14.898
Removing historical data download ID 439. | 2021-03-31 16:29:14.898
Real-time Intraday chart data file updates started for HGH21-COMEX | 2021-03-31 16:29:14.898
Intraday chart data file opened for HGH21-COMEX | 2021-03-31 16:29:14.898
HD Request # 445 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:14.898

Triggering next historical data download in queue. | 2021-03-31 16:29:14.898
No download requests in the queue to start downloads for. | 2021-03-31 16:29:14.898
Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:15.039
Socket (11) | Closed. | 2021-03-31 16:29:15.039
Opened cached Intraday file: C:\SierraChart\Data\SIK21-COMEX.scid. Thread ID: 13412 | 2021-03-31 16:29:16.573
Opened cached Intraday file: C:\SierraChart\Data\NQM21-CME.scid. Thread ID: 13412 | 2021-03-31 16:29:16.574
Opened cached Intraday file: C:\SierraChart\Data\YMM21-CBOT.scid. Thread ID: 13412 | 2021-03-31 16:29:16.574
[2021-03-31 17:41:46]
Sierra Chart Engineering - Posts: 104368
This log shows you are receiving data from the London relay server:
SC Data - All Services | Connecting to the server ds5-2.sierracharts.com. Port 10048 | 2021-03-31 16:29:01.322

For CQG I the gap was only around 0.01-0.03 sec,
We also do not see how this can be correct because based upon your location in Europe if you are comparing to the actual timestamps from the exchange (The sending time from the MDP messages) . At an absolute minimum we would have to say this is got to be at least 200 to 500 ms. So your method of calculation cannot be accurate. There is the overhead of actually processing the data feed, passing it through hardware/software layers, and out across the public Internet. No way you are looking at 10 ms from Chicago to Hungary with so many hardware and software layers involved. Complete impossibility. That is definitively untrue. We are hundred percent certain this is not accurate. As it is a physical impossibility.

In my log you can see that the latency is changing between 0.11 - 0.77 sec.
This is more realistic and is consistent with reality. And also when you are comparing against the local computer clock there is going to be a degree of inaccuracy because these clocks are not completely accurate and drift and when that clock is set from Sierra Chart, there is a degree of imprecision. It cannot be set completely precisely. So that reported the delay is very consistent with practical reality.
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: 2021-03-31 18:38:41
[2021-03-31 19:24:29]
User644165 - Posts: 25
I think you have misunderstood me. My clock is not accurate. So you can assume that my clock is 100 ms late.

I don't really care if the initial number is -0.1 or +0.60.

Once I fire up my app with CQG, that number does not change. So if the initial delay is 0.1 sec, then this number will always be around this number (+- 0.02 sec) for the whole day.

But once I start it usig SC denali feed that delay is very inconsistent. +-0.66 sec is a lot but the data seem fluent so I assume something is wrong with your timestamps.
Date Time Of Last Edit: 2021-03-31 19:26:51

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