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Direct MessagesDate/Time: Fri, 26 Apr 2024 11:18:49 +0000
Notice: CTS Trading Service Symbols
View Count: 15857
| [2014-03-10 02:57:23] |
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Hello, Update: It is now possible to get expired futures contract data when using CTS. This requires Sierra Chart version 1115 or higher. Therefore, the Continuous Futures Contract feature can now be used again. ------------------------ When updating to version 1110 or higher of Sierra Chart and you are using the CTS T4 Trading service, then before performing any trading and to ensure that the charts will function properly, then take note of the following information and perform the steps given. This is very important information, as changes have been made. This is the previous symbol format used by Sierra Chart for CTS: [CTS contract].[CTS market identifier].[CTS exchange] This is the new symbol format beginning with 1110: [CTS contract].[contract month and year (YYYYMM00)].[CTS exchange] This is an example symbol using the new format: ES.20140300.CME_Eq The reason for this change is that the [CTS market identifier] for the next active delivery month for some futures contracts follows a different pattern. Generally we have been able to rely upon the patterns given by CTS as being stable. This is no longer the case. While we could regenerate the symbol lists in Sierra Chart to follow the patterns, we realize that there has to be a more reliable method to handle this. These changes have been implemented by us on short notice because the simple fact is users cannot trade the next futures delivery month from Sierra Chart when using CTS for many futures contracts, with the changes made by CTS. Therefore, CTS users need to update to the newest Sierra Chart version at this time if you encounter any problems with getting market data and trading related to the symbol formats. To update select Help >> Download Current Version. No matter what version of Sierra Chart you are running, the symbols listed in File >> Find Symbol will contain symbols using the new format as well as the old format. To list symbols only using the new format, you must perform a Full Reset of the Symbol Settings as explained here: https://www.sierrachart.com/index.php?l=doc/doc_GlobalSymbolSettings.php#FullResetSymbolSettingsSteps Essential Step after updating to 1110 or higher: It is necessary for you to go through all of your charts and Trade DOM windows and update the symbols to the new format, following the instructions here: https://www.sierrachart.com/index.php?l=doc/doc_SwitchingSymbols.html#ChangingChartSymbol Futures spreads will still follow the old format because the market identifiers are looked up from CTS when you get spreads through the Find Symbol window: [CTS contract].[CTS market identifier].[CTS exchange] Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-06-19 20:37:19
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| [2014-03-10 10:01:07] |
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The real-time updating problem in version 1105 when using the CTS trading service is now resolved. Update by selecting Help >> Download Pre-release.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-03-10 13:56:22] |
| T44 - Posts: 363 |
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Having followed these instructions, historical daily charts do not populate, and continuously display "Waiting to Download Historical Data" The message log stops at: CTS FIX Historical Data: Sending the logon message CTS FIX Historical Data: Connected to Historical data server. eg. CTS FIX Historical Data: Disconnected. | 2014-03-10 09:58:19
HD Request # 16 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for 6E.20110600.CME_Fo | 2014-03-10 09:58:19 HD Request # 16 - Daily download COMPLETE for 6E.20110600.CME_Fo | 2014-03-10 09:58:19 HD Request # 17 - Downloading Historical Daily chart data for 6E.20110900.CME_Fo. Starting date: 1961-09-30. Service: cts | 2014-03-10 09:58:19 CTS FIX Historical Data - Connecting to Historical data server fix-chart.t4login.com:10443 | 2014-03-10 09:58:19 Resolved address fix-chart.t4login.com to IP 69.44.110.227 | 2014-03-10 09:58:19 The network socket is connected. | 2014-03-10 09:58:19 Starting SSL connection on the socket. | 2014-03-10 09:58:19 SSL socket is now connected. | 2014-03-10 09:58:20 CTS FIX Historical Data: Sending the Logon message. | 2014-03-10 09:58:20 CTS FIX Historical Data: Connected to Historical data server. | 2014-03-10 09:58:21 Socket closed. No error. | 2014-03-10 09:59:21 The SSL socket was shut down successfully. | 2014-03-10 09:59:21 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-03-10 09:59:21 CTS FIX Historical Data: Disconnected. | 2014-03-10 09:59:21 HD Request # 17 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for 6E.20110900.CME_Fo | 2014-03-10 09:59:21 HD Request # 18 - Downloading Historical Daily chart data for 6E.20110900.CME_Fo. Starting date: 1961-09-30. Service: cts | 2014-03-10 09:59:21 CTS FIX Historical Data - Connecting to Historical data server fix-chart.t4login.com:10443 | 2014-03-10 09:59:21 Resolved address fix-chart.t4login.com to IP 69.44.110.227 | 2014-03-10 09:59:21 The network socket is connected. | 2014-03-10 09:59:21 Starting SSL connection on the socket. | 2014-03-10 09:59:21 SSL socket is now connected. | 2014-03-10 09:59:22 CTS FIX Historical Data: Sending the Logon message. | 2014-03-10 09:59:22 CTS FIX Historical Data: Connected to Historical data server. | 2014-03-10 09:59:23 Date Time Of Last Edit: 2014-03-10 14:01:00
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| [2014-03-10 14:20:57] |
| T44 - Posts: 363 |
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After restarting the program several times, the historical data has now loaded. However, when choosing Advanced Settings: Continuous Futures Contract historical daily charts do not display data from prior to 2014. |
| [2014-03-10 16:11:41] |
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We see what the problem is. This was an expired contract and Sierra Chart did not get the security ID for it: 6E.20110600.CME_Fo We have to look into how to resolve this. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-03-11 14:59:03] |
| T44 - Posts: 363 |
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See message log, followed insructions to full reset symbol settings 1106. Requesting symbol settings for cts. Overwrite = on. | 2014-03-11 10:56:36
Reading for a HTTP request (1) failed. Windows error code 18: No more files. | 2014-03-11 10:56:36 Request for symbol settings failed. | 2014-03-11 10:56:36 |
| [2014-03-11 16:38:11] |
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Reading for a HTTP request (1) failed. Windows error code 18: No more files. | 2014-03-11 10:56:36 Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-03-11 20:21:29] |
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We need to make an update about the changes to the CTS T4 symbology. In order to make market data requests to support CTS T4 symbology, requires that Sierra Chart makes security definition requests from the CTS T4 system. We are seeing problems with the way the T4 system is responding to those. This is then leading to market data request failures. For example we will make a security definition request for two different symbols and the system responds to those same requests but for the same symbol. Makes no sense. We can see this is a serious problem and we apologize for this, but it is not something of our creation or something we can solve on our side. We are reporting the issue to CTS and making recommendations to get this resolved as soon as possible. Update: based on the feedback from CTS, we are really not sure how soon this problem will be resolved. This whole thing has to be classified as a "mess". If we could solve it, we would. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-03-11 22:05:40
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| [2014-03-11 22:56:38] |
| T44 - Posts: 363 |
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This means that users will need to separate charting and order entry if they wish to continue using SC and executing on T4. Frank question: is SC data feed good enough yet for production purposes? (for CME, CBOT, NYMEX, COMEX and ICE). I experienced issues recently with historical data and downgraded to package 1 in order to use CTS historical data in preference to SC historical data. The alternative would be for users to drop CTS and move to another data and execution platform supported by SC. For e.g. TTFIX, again the reliability of SC historical data would be key as TT does not provide this. CTS T4 FIX and Sierra Chart were a very good solution together, so these developments are unfortunate. Understand your position that these issues are beyond your control. Any future plans to extend Sierra to connect directly into exchanges in order to bypass existing execution providers (CTS, TT, etc)? Appreciate this is a significant undertaking, but if Sierra wishes to continue to provide execution as well as charting support, then either this or better cooperation from e.g. CTS is required. |
| [2014-03-11 23:05:41] |
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In regards to post #8, this has caused us great concern, and we have a temporary workaround. This is actually something we did think about earlier but we did not have confirmation from CTS as to the nature of the problem to know if it is necessary. We are going to put out a new release in about three hours, which hopefully should resolve this problem described in post #8. Frank question: is SC data feed good enough yet for production purposes? (for CME, CBOT, NYMEX, COMEX and ICE).
Yes, absolutely. We are not just saying that for marketing reasons. It is a very solid market data platform.. I experienced issues recently with historical data From what we remember, these issues have to do with multiplier issues, Symbol mapping (both of which have been well resolved by now) and connectivity issues on your side. In general, users are not going to experience these with the Sierra Chart data services.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-03-11 23:28:42
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| [2014-03-11 23:46:47] |
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We now understand the source of the problem. When working on resolving the issue described in post #3 and #4 in this thread, that is when we started to see some unusual problems with security definition responses. At this time we cannot do a security definition request for expired futures contracts. Therefore do NOT use expired futures contracts. And do NOT use the Continuous Futures Contract feature with CTS for the time being. We apologize for this, we are just trying to provide a working solution. We are going to be putting out version 1107, and from what we can tell, everything should work properly with CTS T4 with that version. If you want a solid market data platform, use the Sierra Chart Exchange Data Feed: https://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-03-11 23:48:09
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| [2014-03-11 23:56:58] |
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We also heard from CTS now. Based on what they said, the problem we have been experiencing is going to be resolved and we understand why it is occurring. Therefore, with what they are doing and changes we are making, this issue will all be resolved. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-03-12 07:01:46] |
| crazybears - Posts: 314 |
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Hi Sierra Chart Engineering with version 1106 i use Continuous Futures Contract feature and seems work fine. if i have understood to continue using this feature i haven't to download new versions 'till you write the issue is resolved , right ? |
| [2014-03-12 09:10:18] |
| darkpool - Posts: 39 |
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I am unable to get any new chart data today. Up until yesterday I was using v1097, no problems trading yesterday. However this morning my charts wont update. So I downloaded the latest version, v1107 and performed the symbol update as requested. However my charts still aren't loading. I tried using the Continuous contract (which is what I normally trade with), and without continuous contracts. Still no luck. Is anyone else having issues? Sierra, any news from CTS? Should everything be working correctly? |
| [2014-03-12 09:38:56] |
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Post #13 response: If you are using the Continuous Futures Contract feature and it is fine right now, then this is good. It will work properly with the historical data for expired contracts which is already downloaded for a particular futures market. It will not work properly with CTS with 1106 or higher when data has to be downloaded for expired futures contracts. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-03-12 09:45:21] |
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Sierra, any news from CTS? Should everything be working correctly? If you still have a problem, restart Sierra Chart, open just a single chart, please only one single chart, and if there still is a problem provide a copy of the Message Log by following these steps: https://www.sierrachart.com/index.php?l=PostingInformation.php#log Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-03-12 12:44:50] |
| darkpool - Posts: 39 |
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As suggested I opened Sierra and just opened one chart (File - find symbol). The chart that opens should be for 30 days, yet all that is showing is current data as it is coming through. ie: no historical data. Fortunately I have Sierra installed on 2 computers so my main computer which still has v1097 seems to be working correctly. So I will use that for the time being. Here's the log: CTS T4 - Starting real-time market data updates for: ES.20140300.CME_Eq | 2014-03-12 07:38:18
HD Request # 2 - Downloading Intraday chart data for ES.20140300.CME_Eq to the file ES.20140300.CME_Eq.scid. Service: cts | 2014-03-12 07:38:18 HD Request # 2 - Download start Date-Time: 2014-03-12 07:36:14.0 | 2014-03-12 07:38:18 CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:10443 | 2014-03-12 07:38:18 Resolved address fix-chart-sim.t4login.com to IP 74.201.6.229 | 2014-03-12 07:38:18 The network socket is connected. | 2014-03-12 07:38:18 Starting SSL connection on the socket. | 2014-03-12 07:38:18 CTS T4 - Sending security definition request for symbol ES.20140300.CME_Eq | 2014-03-12 07:38:19 SSL socket is now connected. | 2014-03-12 07:38:19 CTS T4: Received matching security definition for symbol ES.20140300.CME_Eq. Subscribing to data. | 2014-03-12 07:38:19 CTS FIX Historical Data: Sending the Logon message. | 2014-03-12 07:38:19 CTS T4: Received 20 security definitions for underlying symbol ES | 2014-03-12 07:38:20 CTS FIX Historical Data: Connected to Historical data server. | 2014-03-12 07:38:22 HD Request # 2 - Requesting historical Tick data for ES.20140300.CME_Eq from 2014-03-12 00:00:00 to 2014-03-12 00:00:00 (US Central Time). | 2014-03-12 07:38:22 HD Request # 2 - Receiving Intraday data for ES.20140300.CME_Eq starting at 2014-03-11 17:00:00 | 2014-03-12 07:38:28 HD Request # 2 - Timestamp of first Intraday data file record written: 2014-03-12 07:36:14 | 2014-03-12 07:38:28 HD Request # 2 - Requesting historical Tick data for ES.20140300.CME_Eq from 2014-03-13 00:00:00 to 2014-03-13 00:00:00 (US Central Time). | 2014-03-12 07:38:28 HD Request # 2 - Requesting historical Tick data for ES.20140300.CME_Eq from 2014-03-14 00:00:00 to 2014-03-14 00:00:00 (US Central Time). | 2014-03-12 07:38:29 HD Request # 2 - Received 68141 records from 2014-03-11 17:00:00 to 2014-03-12 07:38:23 (14.6 hours) and wrote 1579 records for ES.20140300.CME_Eq | 2014-03-12 07:38:29 Added 81 Time and Sales records to Intraday data file for ES.20140300.CME_Eq after download. | 2014-03-12 07:38:29 HD Request # 2 - Intraday download COMPLETE for ES.20140300.CME_Eq | 2014-03-12 07:38:29 Real-time Intraday chart data file updates started for ES.20140300.CME_Eq | 2014-03-12 07:38:29 Socket closed. No error. | 2014-03-12 07:39:29 The SSL socket was shut down successfully. | 2014-03-12 07:39:29 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-03-12 07:39:29 CTS FIX Historical Data: Disconnected. | 2014-03-12 07:39:29 |
| [2014-03-12 17:27:36] |
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The solution to the issue described in post 17 appears to be an easy one. Possibly due to the prior problem, you are missing historical Intraday data in the chart. Refer to help topic 7.1 here: Http://www.sierrachart.com/index.php?l=doc/helpdetails7.html Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-03-12 19:55:02] |
| T44 - Posts: 363 |
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Post #16 refers to the possibility of intermittent problems. Can you please provide more information about the potential for such problems, particularly whether this could affect submitting orders to CTS through Sierra? It would be useful to have more information in order to make a decision about whether it is sensible to place trades through Sierra+CTS at the present time. Date Time Of Last Edit: 2014-03-12 19:57:03
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| [2014-03-13 08:54:56] |
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The problem is we see some inconsistent and intermittent problems with security definition responses from CTS where ultimately the market ID requested is not provided. Also with the way that Sierra Chart handles security definition requests is not 100% reliable because there are a lot of considerations to handle this correctly in the case of when we do not get the market ID. It takes time to implement this properly and we have not had enough time to do it. The problem is, all of this programming makes no sense for us to be doing. CTS can so easily do this on their side. A failure to get the market ID from a security definition request will prevent a chart or Trade DOM from updating and also prevent the submission of orders. It is not proper for us to be going through an extraordinary amount of work interface to a system. There is a much better way. CTS can easily solve this on their side and we have told them that. We should be able to identify a futures contract by the underlying symbol, the month and year, and the exchange and the security type. They just need to allow this in their market data request. This is so simple. We shouldn't have to go through a complex procedure to look up a market ID and handle all of the failure scenarios. The market ID concept should not even be exposed for outright futures contracts. And they should not be changing these IDs for existing futures contracts which are already listed. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-03-14 02:56:39
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| [2014-03-13 12:22:29] |
| crazybears - Posts: 314 |
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Hi Sierra Chart Engineering the issues described in previous posts also apply when using your data feed ? I mean using continuous futures feature for CME and download all historical data available |
| [2014-03-13 14:50:59] |
| T44 - Posts: 363 |
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CTS can easily solve this on their side and we have told them that.
We should be able to identify a futures contract by the underlying symbol, the month and year, and the exchange and the security type. They just need to allow this in their market data request. This is so simple. We shouldn't have to go through a complex procedure to look up a market ID and handle all of the failure scenarios. The market ID concept should not even be exposed for outright futures contracts. And they should not be changing these IDs for existing futures contracts which are already listed. Thank you for this useful information. Sounds like poor software development practice on the part of CTS; suggest affected users make their displeasure known through their clearing firms. Anything which may "prevent a chart or Trade DOM from updating and also prevent the submission of orders" is unacceptable for production use. There is little excuse for breaking interoperability in this way and placing an unfair burden on Sierra Chart developers. |
| [2014-03-14 02:55:54] |
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the issues described in previous posts also apply when using your data feed ? I mean using continuous futures feature for CME and download all historical data available Furthermore, even users of the old T4 API which was used in version 997 and earlier, also face this very same issue. The way symbols were handled previously with CTS T4, until this most recent change, was very fast and efficient and reliable. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-03-14 08:03:50] |
| darkpool - Posts: 39 |
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Sierra, please advise what the way forward is? Based on the viewpoints you've put forward in this thread it seems there is now a standoff between Sierra and CTS. While I may agree with you based on your explanations that you are in the right,...we as traders are now stuck in the middle with an unreliable trading solution. Are we suppose to just continue using Sierra/CTS and HOPE that everything goes ok each time we put a trade on? Im sorry but that is unacceptable. Again, I believe you are in the right based on the information that has been provided, but never the less the current environment is unreliable and unacceptable. Please advise when this will be fixed, and by whom. Im quite shocked and unimpressed that this standoff is occurring. |
| [2014-03-14 08:14:41] |
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Are you noticing a problem right now? We have resolved the basic issue involving CTS T4 symbols. The problem lies with expired futures contracts symbols. This takes more work and testing. Are we suppose to just continue using Sierra/CTS and HOPE that everything goes ok each time we put a trade on? OK, we need to really be clear about this. We probably have been giving the wrong impression here. when it comes to trading, you would only be trading active markets and we do not see a problem with that.Where there is potential for problem is when invalid or expired symbols are being used. This can result in problem with historical data requests and delays with historical data downloading. It will not affect trading. Another case where there is a potential for problem, is if there is a failure with a security definition request. However, with the way we are handling security definition requests now, we do not observe a problem with that. This was the reason why we removed support for expired futures contracts because when we try to get market IDs for those, then that is where we start to run into a problem. So the way that we have this now coded provides the highest degree of reliability for active markets and trading. This was our primary responsibility. So we had to make a trade-off, and we made it in favor of reliable trading and for the active markets. Therefore, we hope we have given you confidence. Probably because we have very high programming standards, unless everything is done exactly as we want and completely perfect, is the reason we express some indication that things are not handled as best as they can be. But this does not apply to submitting orders for active markets. but never the less the current environment is unreliable and unacceptable Once again, are you noticing a problem right now? If so, we will work to resolve it. We just need to see the Message Log again so we can identify the issue.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-03-14 08:21:28
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