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Date/Time: Fri, 29 Mar 2024 15:02:47 +0000



Fees associated with Sierra Chart

View Count: 900

[2021-04-29 15:55:17]
User818268 - Posts: 10
I am trying to setup Sierra Charts for the first time. I would like to use the Sierra Chart Futures Routing Service with Data. I have an account with Phillip Capital linked to a Ninjatrader account. Can I link this to Sierra Charts also? I would like to use non-professional CME with market depth. I would like to use the TPO market profile. I would like the Service Package 11 or Service Package 10 if it includes TPO profile. Could you tell me if I left anything out that I need or if any of this is redundant or a cheaper alternative, please? Thank you
[2021-04-29 16:40:50]
John - SC Support - Posts: 30459
You have all the right ideas. You will need to be on Package 11 in order to get the Denali data and have access to the TPO profiles.

Also, you will need to ensure that you are able to be setup with the Sierra Chart Order Routing Service. Phillip Capital does have the ability to do this, but you need to make sure that NinjaTrader can get it setup.

Once you have the account setup, then follow these instructions to get the Sierra Chart Order Routing Service setup:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions

Within those instructions is the link to the instructions to setup the data. So just follow through step-by-step and you will be fine.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-04-29 17:38:01]
User818268 - Posts: 10
What does Ninjatrader have to do?
[2021-04-29 17:58:31]
John - SC Support - Posts: 30459
You stated that you have an account with NinjaTrader who is then using Phillip Capital for their Futures Commission Merchant. You need to ensure that NinjaTrader can setup an account with Phillip Capital using TT (the Sierra Chart Order Routing Service).
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-04-29 18:37:18]
User818268 - Posts: 10
If Ninjatrader can't, what are my options?
[2021-04-29 18:57:39]
John - SC Support - Posts: 30459
If you want to stay with NinjaTrader, then you can probably get setup with CQG for the order routing. Refer to the following:
CQG Trading Platform Service

Otherwise, you would have to find a different broker if you wanted to stay with Sierra Chart. If you really want to use the Sierra Chart Order Routing Service, then refer to the partial list of brokers at Step #2 here:
https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php#SetupInstructions

But check with Ninja Trader first. We really do not know whether they can do it or not.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-05 16:40:31]
User818268 - Posts: 10
I spoke to Ninjatrader and they said Sierra Chart only uses CQG. No TT
[2021-05-05 18:36:33]
John - SC Support - Posts: 30459
If you want to stay with your current broker then you would follow these instructions:
CQG Trading Platform Service: Setup Instructions
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-11 16:43:10]
User818268 - Posts: 10
I have my Phillip Capital account linked to Sierra Chart. I have Service Package 11 setup. But it looks like I have delayed data on the TPO charts and DOM. What am I missing?
[2021-05-12 13:38:20]
Sierra Chart Engineering - Posts: 104368
This is because you do not have any exchanges active. You can do that from here:
https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#DenaliExchangeDataFeed
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
[2021-05-12 14:21:54]
User818268 - Posts: 10
I pay for an exchange thru Ninjatrader. Can I use that?
[2021-05-12 14:48:58]
User818268 - Posts: 10
I chose exchange data, filled out the certification, and agreement. I still have delayed data.
[2021-05-12 15:47:36]
John - SC Support - Posts: 30459
Everything on your account looks good. The one thing we want to point out is that you activated the following exchange:
- CME with Market Depth for nonprofessional Trading accounts

Therefore, if you are opening a chart for a symbol that does not trade on the CME exchange, then that data will be delayed (such as Gold (GC) that is traded on the COMEX exchange).

If you have a chart for a symbol that is traded on the CME exchange and are getting delayed data, then we need to get your Message Log by following these instructions:

Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Open a chart for the symbol you have an issue with. Tell us that symbol of the chart.

Disconnect from the data feed with "File >> Disconnect".

Connect to the data feed with "File >> Connect to Data Feed".

After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-12 16:15:24]
User818268 - Posts: 10
Software version: 2250 64-bit | 2021-05-12 16:07:49.987
Primary Thread ID: 10640 | 2021-05-12 16:07:49.987
Usage end date: 2021-06-11 | 2021-05-12 16:07:49.987
Enabled for: Advanced Features 2. | 2021-05-12 16:07:49.987
Enabled for: Sierra Chart Historical Data Service. | 2021-05-12 16:07:49.987
Enabled for: Denali Real-Time Exchange Data Feed. | 2021-05-12 16:07:49.987
Enabled for: Delayed Denali Exchange Data Feed. | 2021-05-12 16:07:49.987
Enabled for exchange2: CME | 2021-05-12 16:07:49.987
Allow Support for Sierra Chart Data Feeds is enabled. | 2021-05-12 16:07:49.987
Current selected Data/Trading service: CQG WebAPI | 2021-05-12 16:07:49.987
Custom symbol settings values: enabled | 2021-05-12 16:07:49.987
Chart Update Interval: 500 | 2021-05-12 16:07:49.987
Intraday Data Storage Time Unit: 1 | 2021-05-12 16:07:49.987
Time Zone: +00:00:00 (UTC+00) | 2021-05-12 16:07:49.987
2021-05-12 16:07:49 Local computer time in UTC | 2021-05-12 16:07:49.987
2021-05-12 16:07:49 Local computer time in SC Time Zone | 2021-05-12 16:07:49.987
2021-05-12 16:03:55 Server time in UTC | 2021-05-12 16:07:49.987
Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-05-12 16:07:49.987
Program path: C:\SierraChart\ | 2021-05-12 16:07:49.987
Data Files path: C:\SierraChart\Data\ | 2021-05-12 16:07:49.987
OS Version Number: 10.0 | 2021-05-12 16:07:49.988
Locale Setting: C | 2021-05-12 16:07:49.988
DLLs: UserContributedStudies_64.dll | 2021-05-12 16:07:49.988
Allowed protected custom studies: | 2021-05-12 16:07:49.988

File >> Disconnect selected. | 2021-05-12 16:10:52.710
Canceling queued historical data download request for F.US.EPU20 Intraday data. | 2021-05-12 16:10:52.710
Removing historical data download ID 3. | 2021-05-12 16:10:52.710
Mapping F.US.EPU20 to ESU20. Service code: cme | 2021-05-12 16:10:52.710
Canceling queued historical data download request for F.US.EPZ20 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 4. | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.EPH21 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 5. | 2021-05-12 16:10:52.711
Mapping F.US.EPH21 to ESH21. Service code: cme | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.M2KH20 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 7. | 2021-05-12 16:10:52.711
Mapping F.US.M2KH20 to M2KH20. Service code: cme | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.M2KM20 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 8. | 2021-05-12 16:10:52.711
Mapping F.US.M2KM20 to M2KM20. Service code: cme | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.M2KU20 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 9. | 2021-05-12 16:10:52.711
Mapping F.US.M2KU20 to M2KU20. Service code: cme | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.M2KZ20 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 10. | 2021-05-12 16:10:52.711
Mapping F.US.M2KZ20 to M2KZ20. Service code: cme | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.M2KH21 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 11. | 2021-05-12 16:10:52.711
Mapping F.US.M2KH21 to M2KH21. Service code: cme | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.EPM21 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 12. | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.ENQM21 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 14. | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.M2KM21 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 15. | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.MNQM21 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 16. | 2021-05-12 16:10:52.711
Canceling queued historical data download request for F.US.MESM21 Intraday data. | 2021-05-12 16:10:52.711
Removing historical data download ID 19. | 2021-05-12 16:10:52.711
HD Request # 9 | Active download canceled. | 2021-05-12 16:10:52.711
Historical data download thread signaled to stop. | 2021-05-12 16:10:52.712
Socket (2) | CloseSocket call. | 2021-05-12 16:10:52.712
Socket (2) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:10:52.712
HD Request # 9 | Received 47276551 records from 2020-02-26 00:01:28.000000 to 2020-05-04 16:10:15.008000 (68.7 days) and wrote 47276551 records for F.US.EPM20 | 2021-05-12 16:10:52.730
HD Request # 9 | Completion time: 4m 42s | 2021-05-12 16:10:52.731
HD Request # 9 | Intraday data download complete for F.US.EPM20. Unique request ID: 2 | 2021-05-12 16:10:52.731
Removing historical data download ID 2. | 2021-05-12 16:10:52.731
HD Request # 9 | Enabling Intraday chart updating for symbol. | 2021-05-12 16:10:52.731

Triggering next historical data download in queue. | 2021-05-12 16:10:52.731
CQG WebAPI | Sending Web API Logoff message. | 2021-05-12 16:10:52.787
CQG WebSocket socket (1) | CloseSocket call. | 2021-05-12 16:10:52.787
CQG WebSocket socket (1) | Max send buffers used during socket life: 4 | 2021-05-12 16:10:52.787
CQG WebSocket socket (1) | Max send buffer size during socket life: 309 | 2021-05-12 16:10:52.787
CQG WebSocket | WebSocket closed. | 2021-05-12 16:10:52.787
CQG WebAPI | WebSocket closed. | 2021-05-12 16:10:52.787
CQG WebSocket socket (1) | Write in progress. Shutdown being delayed. PendingSize=0 | 2021-05-12 16:10:52.787
SC Data - All Services | Waiting for socket receive thread to end | 2021-05-12 16:10:52.787
DTC Client socket (4) | CloseSocket call. | 2021-05-12 16:10:52.787
DTC Client socket (4) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:10:52.787
SC Data - All Services | Disconnected from the server. | 2021-05-12 16:10:52.787
CQG WebAPI | Disconnected. | 2021-05-12 16:10:52.787
No download requests in the queue to start downloads for. | 2021-05-12 16:10:52.788
CQG WebSocket socket (1) | Write has completed. Shutdown being performed. | 2021-05-12 16:10:52.830
CQG WebSocket socket (1) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:10:52.830
F.US.M2KM21 [CB] #18 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-05-12 16:10:52.924
F.US.M2KM21 [CB] #18 | Reloading chart. | 2021-05-12 16:10:52.925
F.US.EPM21 [CB] #3 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-05-12 16:10:52.993
F.US.EPM21 [CB] #3 | Reloading chart. | 2021-05-12 16:10:52.994
F.US.EPM21 [CB] #2 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-05-12 16:10:53.151
F.US.EPM21 [CB] #2 | Reloading chart. | 2021-05-12 16:10:53.152
F.US.M2KM21 [CB] #18 | Reloading chart. | 2021-05-12 16:10:53.435
F.US.EPM21 [CB] #3 | Reloading chart. | 2021-05-12 16:10:53.656
F.US.EPM21 [CB] #2 | Reloading chart. | 2021-05-12 16:10:53.933

CQG WebAPI | Connecting to server api.cqg.com | 2021-05-12 16:11:03.871
CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2021-05-12 16:11:03.871
CQG WebSocket socket (3) | Creating socket. Using TLS 1.2. | 2021-05-12 16:11:03.926
CQG WebSocket socket (3) | New receive buffer size: 5242880 | 2021-05-12 16:11:03.927
CQG WebSocket socket (3) | Connecting to IP: 208.48.16.35. | 2021-05-12 16:11:03.927
CQG WebSocket | Opening WebSocket. | 2021-05-12 16:11:03.982
CQG WebSocket | Sending WebSocket handshake. | 2021-05-12 16:11:03.982
CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2021-05-12 16:11:04.127
CQG WebSocket | Server header | Connection: upgrade | 2021-05-12 16:11:04.127
CQG WebSocket | Server header | Sec-WebSocket-Accept: TPKgUodrvl51cqEDaZcGi4R8Rfs= | 2021-05-12 16:11:04.127
CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2021-05-12 16:11:04.127
CQG WebSocket | Server header | Upgrade: websocket | 2021-05-12 16:11:04.127
CQG WebSocket | Server header | | 2021-05-12 16:11:04.127
CQG WebSocket | Web socket state is now open. | 2021-05-12 16:11:04.127
CQG WebAPI | WebSocket connected. | 2021-05-12 16:11:04.127
CQG WebAPI | Sending market data logon message. | 2021-05-12 16:11:04.127
CQG WebAPI | Base Time: 2021-05-10T22:07:19. 2021-05-10 22:07:19 | 2021-05-12 16:11:04.277
CQG WebAPI | Logon successful. Session Token = ftSbOg8GQddniLLYxXEDowE9lQcLzJxDV1PQWwH+EYwuSXip8dfo9dUGMAq5oivPWzNYNy7sftI | 2021-05-12 16:11:04.277
CQG WebAPI | Connected to server complete. | 2021-05-12 16:11:04.277
Triggering next historical data download in queue. | 2021-05-12 16:11:04.278
Triggering next historical data download in queue. | 2021-05-12 16:11:04.278
Triggering next historical data download in queue. | 2021-05-12 16:11:04.278
Triggering next historical data download in queue. | 2021-05-12 16:11:04.278
Updated verified funded futures trading account ending date to: 2021-06-11 16:11:04 | 2021-05-12 16:11:04.278
CQG WebAPI | Sending Trade Accounts request message. | 2021-05-12 16:11:04.312
No download requests in the queue to start downloads for. | 2021-05-12 16:11:04.312
No download requests in the queue to start downloads for. | 2021-05-12 16:11:04.312
No download requests in the queue to start downloads for. | 2021-05-12 16:11:04.312
No download requests in the queue to start downloads for. | 2021-05-12 16:11:04.312
CQG WebAPI | Brokerage name: PhillipNTB. Account Name: George S. Wood | 2021-05-12 16:11:04.404
CQG WebAPI | Sending collateral subscribe request. | 2021-05-12 16:11:04.404
Mapping F.US.MNQM21 to MNQM21. Service code: cme | 2021-05-12 16:11:04.415
SC Data - All Services | Starting real-time market data updates for: F.US.MNQM21 (MNQM21). ID: 1 Service code: cme | 2021-05-12 16:11:04.415
SC Data - All Services | Connecting to the server ds12-2.sierracharts.com. Port 443 | 2021-05-12 16:11:04.415
CQG WebAPI | Sending symbol resolution request for F.US.MNQM21. ID: 271067 | 2021-05-12 16:11:04.415
SC Data - All Services | Requesting security definition data for: F.US.MNQM21 (MNQM21). ID: 1 | 2021-05-12 16:11:04.415
Added historical Intraday data request for F.US.MNQM21 to the queue. | 2021-05-12 16:11:04.415
Intraday data recording state for symbol F.US.MNQM21 is set to download 'Pending'. | 2021-05-12 16:11:04.415
Triggering next historical data download in queue. | 2021-05-12 16:11:04.415
Delaying start of download for F.US.MNQM21 | 2021-05-12 16:11:04.416
Mapping F.US.EPZ20 to ESZ20. Service code: cme | 2021-05-12 16:11:04.418
SC Data - All Services | Starting real-time market data updates for: F.US.EPZ20 (ESZ20). ID: 2 Service code: cme | 2021-05-12 16:11:04.419
CQG WebAPI | Sending symbol resolution request for F.US.EPZ20. ID: 271068 | 2021-05-12 16:11:04.419
SC Data - All Services | Requesting security definition data for: F.US.EPZ20 (ESZ20). ID: 2 | 2021-05-12 16:11:04.419
Requesting market depth updates for: F.US.EPZ20 if supported. | 2021-05-12 16:11:04.419
Separate subscription for market depth updates not supported. F.US.EPZ20 | 2021-05-12 16:11:04.419
Added historical Intraday data request for F.US.EPZ20 to the queue. | 2021-05-12 16:11:04.419
Intraday data recording state for symbol F.US.EPZ20 is set to download 'Pending'. | 2021-05-12 16:11:04.419
Triggering next historical data download in queue. | 2021-05-12 16:11:04.419
Mapping F.US.ENQM21 to NQM21. Service code: cme | 2021-05-12 16:11:04.426
SC Data - All Services | Starting real-time market data updates for: F.US.ENQM21 (NQM21). ID: 3 Service code: cme | 2021-05-12 16:11:04.426
CQG WebAPI | Sending symbol resolution request for F.US.ENQM21. ID: 271069 | 2021-05-12 16:11:04.426
SC Data - All Services | Requesting security definition data for: F.US.ENQM21 (NQM21). ID: 3 | 2021-05-12 16:11:04.426
Added historical Intraday data request for F.US.ENQM21 to the queue. | 2021-05-12 16:11:04.426
Intraday data recording state for symbol F.US.ENQM21 is set to download 'Pending'. | 2021-05-12 16:11:04.426
Triggering next historical data download in queue. | 2021-05-12 16:11:04.426
DTC Client socket (5) | Creating socket. | 2021-05-12 16:11:04.465
DTC Client socket (5) | New receive buffer size: 5242880 | 2021-05-12 16:11:04.465
DTC Client socket (5) | Connecting to IP: 204.15.197.13. | 2021-05-12 16:11:04.465
Mapping F.US.EPM21 to ESM21. Service code: cme | 2021-05-12 16:11:04.489
SC Data - All Services | Starting real-time market data updates for: F.US.EPM21 (ESM21). ID: 4 Service code: cme | 2021-05-12 16:11:04.489
CQG WebAPI | Sending symbol resolution request for F.US.EPM21. ID: 271070 | 2021-05-12 16:11:04.489
SC Data - All Services | Requesting security definition data for: F.US.EPM21 (ESM21). ID: 4 | 2021-05-12 16:11:04.489
Added historical Intraday data request for F.US.EPM21 to the queue. | 2021-05-12 16:11:04.489
Intraday data recording state for symbol F.US.EPM21 is set to download 'Pending'. | 2021-05-12 16:11:04.489
Triggering next historical data download in queue. | 2021-05-12 16:11:04.489
CQG WebAPI | Received symbol resolution report for symbol F.US.MNQM21. Search Symbol: F.US.MNQM21. Request ID: 271067. Contract ID: 1. | 2021-05-12 16:11:04.493
CQG WebAPI | Received message: Requested symbol was not found. | 2021-05-12 16:11:04.493
Symbol Error - F.US.EPZ20 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-05-12 16:11:04.493
CQG WebAPI | Received symbol resolution report for symbol F.US.ENQM21. Search Symbol: F.US.ENQM21. Request ID: 271069. Contract ID: 2. | 2021-05-12 16:11:04.520
Mapping F.US.M2KM21 to M2KM21. Service code: cme | 2021-05-12 16:11:04.528
SC Data - All Services | Starting real-time market data updates for: F.US.M2KM21 (M2KM21). ID: 5 Service code: cme | 2021-05-12 16:11:04.528
CQG WebAPI | Sending symbol resolution request for F.US.M2KM21. ID: 271071 | 2021-05-12 16:11:04.529
SC Data - All Services | Requesting security definition data for: F.US.M2KM21 (M2KM21). ID: 5 | 2021-05-12 16:11:04.529
Added historical Intraday data request for F.US.M2KM21 to the queue. | 2021-05-12 16:11:04.529
Intraday data recording state for symbol F.US.M2KM21 is set to download 'Pending'. | 2021-05-12 16:11:04.529
Triggering next historical data download in queue. | 2021-05-12 16:11:04.529
SC Data - All Services | Network connection to server complete. | 2021-05-12 16:11:04.532
SC Data - All Services | Starting socket receive thread. | 2021-05-12 16:11:04.532
SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2021-05-12 16:11:04.532
CQG WebAPI | Received symbol resolution report for symbol F.US.EPM21. Search Symbol: F.US.EPM21. Request ID: 271070. Contract ID: 3. | 2021-05-12 16:11:04.532
CQG WebAPI | Received symbol resolution report for symbol F.US.M2KM21. Search Symbol: F.US.M2KM21. Request ID: 271071. Contract ID: 4. | 2021-05-12 16:11:04.573
SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-05-12 16:11:04.614
SC Data - All Services | Sending logon request message. | 2021-05-12 16:11:04.614
SC Data - All Services | Received logon response. | 2021-05-12 16:11:04.687
SC Data - All Services | Server Name: SC Real-Time Server. | 2021-05-12 16:11:04.687
SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-05-12 16:11:04.687
SC Data - All Services | Logon error received from server: Maximum connections reached. | 2021-05-12 16:11:04.687
SC Data - All Services | Waiting for socket receive thread to end | 2021-05-12 16:11:04.687
DTC Client socket (5) | CloseSocket call. | 2021-05-12 16:11:04.688
DTC Client socket (5) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:11:04.688
SC Data - All Services | Disconnected from the server. | 2021-05-12 16:11:04.688
SC Data - All Services | Data feed disconnected. Will reconnect in 2 seconds. | 2021-05-12 16:11:04.688
CQG WebAPI | Starting real-time market data updates for: $VIX. ID: 6 Service code: cboe.index | 2021-05-12 16:11:04.692
CQG WebAPI | Sending symbol resolution request for $VIX. ID: 271072 | 2021-05-12 16:11:04.693
CQG WebAPI | Requesting security definition data for: $VIX. ID: 6 | 2021-05-12 16:11:04.693
Mapping F.US.MESM21 to MESM21. Service code: cme | 2021-05-12 16:11:04.693
SC Data - All Services | Starting real-time market data updates for: F.US.MESM21 (MESM21). ID: 7 Service code: cme | 2021-05-12 16:11:04.693
CQG WebAPI | Sending symbol resolution request for F.US.MESM21. ID: 271073 | 2021-05-12 16:11:04.693
SC Data - All Services | Requesting security definition data for: F.US.MESM21 (MESM21). ID: 7 | 2021-05-12 16:11:04.693
Added historical Intraday data request for F.US.MESM21 to the queue. | 2021-05-12 16:11:04.693
Intraday data recording state for symbol F.US.MESM21 is set to download 'Pending'. | 2021-05-12 16:11:04.693
Triggering next historical data download in queue. | 2021-05-12 16:11:04.693
DTC Client socket (5) | Socket gracefully closed by remote side. | 2021-05-12 16:11:04.751
DTC Client socket (5) | Closed. | 2021-05-12 16:11:04.751
CQG WebAPI | Received symbol resolution report for symbol F.US.MESM21. Search Symbol: F.US.MESM21. Request ID: 271073. Contract ID: 5. | 2021-05-12 16:11:04.757
CQG WebAPI | Received message: Requested symbol was not found. | 2021-05-12 16:11:04.759
Symbol Error - $VIX is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-05-12 16:11:04.759
SC Data - All Services | Connecting to the server ds21.sierracharts.com. Port 443 | 2021-05-12 16:11:06.691
DTC Client socket (5) | Creating socket. | 2021-05-12 16:11:06.691
DTC Client socket (5) | New receive buffer size: 5242880 | 2021-05-12 16:11:06.691
DTC Client socket (5) | Connecting to IP: 216.1.90.129. | 2021-05-12 16:11:06.691
SC Data - All Services | Network connection to server complete. | 2021-05-12 16:11:06.733
SC Data - All Services | Starting socket receive thread. | 2021-05-12 16:11:06.733
SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2021-05-12 16:11:06.734
SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-05-12 16:11:06.786
SC Data - All Services | Sending logon request message. | 2021-05-12 16:11:06.786
SC Data - All Services | Received logon response. | 2021-05-12 16:11:07.534
SC Data - All Services | Server Name: SC Realtime Server. | 2021-05-12 16:11:07.534
SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-05-12 16:11:07.534
SC Data - All Services | Successfully connected. | 2021-05-12 16:11:07.534
SC Data - All Services | Trading is not supported. | 2021-05-12 16:11:07.534
SC Data - All Services | Restarting real-time data updates for symbol: F.US.ENQM21 -> NQM21 | 2021-05-12 16:11:07.534
SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPM21 -> ESM21 | 2021-05-12 16:11:07.534
SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPZ20 -> ESZ20 | 2021-05-12 16:11:07.534
SC Data - All Services | Restarting real-time data updates for symbol: F.US.M2KM21 -> M2KM21 | 2021-05-12 16:11:07.534
SC Data - All Services | Restarting real-time data updates for symbol: F.US.MESM21 -> MESM21 | 2021-05-12 16:11:07.534
SC Data - All Services | Restarting real-time data updates for symbol: F.US.MNQM21 -> MNQM21 | 2021-05-12 16:11:07.534
Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPZ20.2021-05-12.depth | 2021-05-12 16:11:07.660
SC Data - All Services | Received security definition for symbol F.US.ENQM21 | 2021-05-12 16:11:07.660
SC Data - All Services | Received security definition for symbol F.US.EPM21 | 2021-05-12 16:11:07.660
SC Data - All Services | Real-time data for symbol F.US.EPZ20 is currently unavailable. | 2021-05-12 16:11:07.660
SC Data - All Services | Received security definition for symbol F.US.EPZ20 | 2021-05-12 16:11:07.660
SC Data - All Services | Received security definition for symbol F.US.M2KM21 | 2021-05-12 16:11:07.660
SC Data - All Services | Received security definition for symbol F.US.MESM21 | 2021-05-12 16:11:07.660
SC Data - All Services | Received security definition for symbol F.US.MNQM21 | 2021-05-12 16:11:07.661
CQG WebAPI | Sending positions subscribe request. RequestID: 271074 | 2021-05-12 16:11:09.356
CQG WebAPI | Sending orders subscribe request. RequestID: 271075 | 2021-05-12 16:11:09.356
Requesting market depth updates for: F.US.EPM21 if supported. | 2021-05-12 16:11:09.357
Requesting market depth updates for: F.US.M2KM21 if supported. | 2021-05-12 16:11:09.357
Requesting market depth updates for: F.US.MESM21 if supported. | 2021-05-12 16:11:09.357
Requesting market depth updates for: F.US.MNQM21 if supported. | 2021-05-12 16:11:09.357
SC Data - All Services | Clearing market depth for F.US.EPM21 | 2021-05-12 16:11:09.415
SC Data - All Services | Clearing market depth for F.US.M2KM21 | 2021-05-12 16:11:09.415
SC Data - All Services | Clearing market depth for F.US.MESM21 | 2021-05-12 16:11:09.415
SC Data - All Services | Clearing market depth for F.US.MNQM21 | 2021-05-12 16:11:09.415
HD Request # 10 | Downloading Intraday chart data for F.US.MNQM21 to the file F.US.MNQM21.scid. Service: cme | 2021-05-12 16:11:12.657
HD Request # 10 | Download start date-time: 2021-05-12 14:36:23.000000. File last date-time: 2021-05-12 14:36:23.000000 | 2021-05-12 16:11:12.658
HD Request # 10 | Using server: ds23.sierracharts.com port 10150 | 2021-05-12 16:11:12.658
Socket (6) | Creating socket. | 2021-05-12 16:11:12.658
Socket (6) | New receive buffer size: 5242880 | 2021-05-12 16:11:12.658
Socket (6) | Connecting to IP: 216.1.90.130. | 2021-05-12 16:11:12.658
HD Request # 10 | Setting DTC encoding to Binary VLS | 2021-05-12 16:11:12.757
HD Request # 10 | Sending historical data logon request message. | 2021-05-12 16:11:12.757
HD Request # 10 | Requesting Intraday data. Start date-time: 2021-05-12 14:36:23. Record interval: 1. Symbol: MNQM21 | 2021-05-12 16:11:13.265
HD Request # 10 | Decompressing data. | 2021-05-12 16:11:13.328
HD Request # 10 | Receiving Intraday data for F.US.MNQM21 starting at 2021-05-12 14:36:23.081000 | 2021-05-12 16:11:13.623
Socket (6) | CloseSocket call. | 2021-05-12 16:11:13.630
Socket (6) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:11:13.630
Historical data download thread signaled to stop. | 2021-05-12 16:11:13.631
HD Request # 10 | Timestamp of first Intraday data file record written: 2021-05-12 14:36:23.081000 | 2021-05-12 16:11:13.637
HD Request # 10 | Received 5689 records from 2021-05-12 14:36:23.081000 to 2021-05-12 16:11:11.031000 (94.8 minutes) and wrote 5689 records for F.US.MNQM21 | 2021-05-12 16:11:13.637
HD Request # 10 | Add time&sales data | Remembered last file record date-time: 2021-05-12 16:11:11.031000 | 2021-05-12 16:11:13.638
Added 2 Time and Sales records to Intraday data file for F.US.MNQM21 after download. | 2021-05-12 16:11:13.638
HD Request # 10 | Completion time: 1s | 2021-05-12 16:11:13.639
HD Request # 10 | Intraday data download complete for F.US.MNQM21. Unique request ID: 21 | 2021-05-12 16:11:13.639
Removing historical data download ID 21. | 2021-05-12 16:11:13.639
Real-time Intraday chart data file updates started for F.US.MNQM21 | 2021-05-12 16:11:13.639
Opened cached Intraday file: C:\SierraChart\Data\F.US.MNQM21.scid. Thread ID: 10640 | 2021-05-12 16:11:13.639
Intraday chart data file opened for F.US.MNQM21 | 2021-05-12 16:11:13.639
HD Request # 10 | Enabling Intraday chart updating for symbol. | 2021-05-12 16:11:13.639

Triggering next historical data download in queue. | 2021-05-12 16:11:13.639
HD Request # 11 | Downloading Intraday chart data for F.US.EPZ20 to the file F.US.EPZ20.scid. Service: cme | 2021-05-12 16:11:13.639
HD Request # 11 | Performing multistage download. Downloading Minute data first. | 2021-05-12 16:11:13.640
HD Request # 11 | Download start date-time: 2020-11-02 15:54:02.000000. File last date-time: 2020-11-02 15:54:02.999004 | 2021-05-12 16:11:13.640
HD Request # 11 | Disabling Intraday chart updating for symbol. | 2021-05-12 16:11:13.640
HD Request # 11 | Using server: ds21.sierracharts.com port 10149 | 2021-05-12 16:11:13.640
Socket (7) | Creating socket. | 2021-05-12 16:11:13.640
Socket (7) | New receive buffer size: 5242880 | 2021-05-12 16:11:13.640
Socket (7) | Connecting to IP: 216.1.90.129. | 2021-05-12 16:11:13.640
Socket (6) | Socket gracefully closed by remote side. | 2021-05-12 16:11:13.681
Socket (6) | Closed. | 2021-05-12 16:11:13.681
HD Request # 11 | Setting DTC encoding to Binary VLS | 2021-05-12 16:11:13.730
HD Request # 11 | Sending historical data logon request message. | 2021-05-12 16:11:13.730
HD Request # 11 | Requesting Intraday data. Start date-time: 2020-11-02 15:54:02. Record interval: 60. Symbol: ESZ20 | 2021-05-12 16:11:14.415
HD Request # 11 | Decompressing data. | 2021-05-12 16:11:14.558
HD Request # 11 | Receiving Intraday data for F.US.EPZ20 starting at 2020-11-02 15:54:02.386000 | 2021-05-12 16:11:16.610
HD Request # 11 | Timestamp of first Intraday data file record written: 2020-11-02 15:55:00.013000 | 2021-05-12 16:11:19.821
Socket (7) | CloseSocket call. | 2021-05-12 16:11:20.958
Socket (7) | Shutdown started. Waiting for graceful close. | 2021-05-12 16:11:20.958
Historical data download thread signaled to stop. | 2021-05-12 16:11:20.964
HD Request # 11 | Received 45673 records from 2020-11-02 15:54:02.386000 to 2020-12-18 14:29:00.823000 (45.9 days) and wrote 45672 records for F.US.EPZ20 | 2021-05-12 16:11:20.977
HD Request # 11 | Completion time: 7s | 2021-05-12 16:11:20.977
HD Request # 11 | Intraday data download complete for F.US.EPZ20. Unique request ID: 22 | 2021-05-12 16:11:20.977
Added historical Intraday data request for F.US.EPZ20 to the queue. | 2021-05-12 16:11:20.977
Triggering next historical data download in queue. | 2021-05-12 16:11:20.977

HD Request # 12 | Downloading Intraday chart data for F.US.EPZ20 to the file F.US.EPZ20.scid. Service: cme | 2021-05-12 16:11:20.977
HD Request # 12 | Rounding start date-time down to the minute: 2020-11-02 15:54:00.000 | 2021-05-12 16:11:20.978
HD Request # 12 | Download start date-time: 2020-11-02 15:54:00.000000. File last date-time: 00:00:00.000000 | 2021-05-12 16:11:20.978
HD Request # 12 | Using server: ds23.sierracharts.com port 10150 | 2021-05-12 16:11:20.978
Socket (6) | Creating socket. | 2021-05-12 16:11:20.978
Socket (6) | New receive buffer size: 5242880 | 2021-05-12 16:11:20.978
Socket (6) | Connecting to IP: 216.1.90.130. | 2021-05-12 16:11:20.978
Socket (7) | Socket gracefully closed by remote side. | 2021-05-12 16:11:20.996
Socket (7) | Closed. | 2021-05-12 16:11:20.996
HD Request # 12 | Setting DTC encoding to Binary VLS | 2021-05-12 16:11:21.077
HD Request # 12 | Sending historical data logon request message. | 2021-05-12 16:11:21.077
HD Request # 12 | Requesting Intraday data. Start date-time: 2020-11-02 15:54:00. Record interval: 0. Symbol: ESZ20 | 2021-05-12 16:11:21.113
HD Request # 12 | Decompressing data. | 2021-05-12 16:11:21.160
HD Request # 12 | Receiving Intraday data for F.US.EPZ20 starting at 2020-11-02 15:54:00.012000 | 2021-05-12 16:11:25.095
HD Request # 12 | Rounded first tick record Date-time down to minute: 2020-11-02 15:54:00 | 2021-05-12 16:11:25.095
HD Request # 12 | Truncated Intraday data file at 2020-11-02 15:54:00 while receiving initial tick data during multistage download. | 2021-05-12 16:11:25.096
HD Request # 12 | Date-time after truncate 2020-11-02 15:53:59 | 2021-05-12 16:11:25.096
HD Request # 12 | Timestamp of first Intraday data file record written: 2020-11-02 15:54:00.012000 | 2021-05-12 16:11:25.377
Socket (6) | New receive buffer size: 10485760 | 2021-05-12 16:11:39.400
Socket (6) | New receive buffer size: 16777216 | 2021-05-12 16:11:39.434
F.US.EPZ20[M] 1 Trades #7 | Out of order timestamps detected. Chart tool drawings and some chart studies may not function properly. Prior Date Time: 2020-12-04 10:31:03. Next Bar Date Time: 2020-11-02 16:11:08. Filename: F.US.EPZ20.scid | 2021-05-12 16:12:18.532
CQG WebSocket socket (1) | Timed out waiting for shutdown. Performing an immediate socket close. | 2021-05-12 16:13:03.795
CQG WebSocket socket (1) | Closed. | 2021-05-12 16:13:03.795
Socket (2) | Timed out waiting for shutdown. Performing an immediate socket close. | 2021-05-12 16:13:03.795
Socket (2) | Closed. | 2021-05-12 16:13:03.795
DTC Client socket (4) | Timed out waiting for shutdown. Performing an immediate socket close. | 2021-05-12 16:13:03.795
DTC Client socket (4) | Closed. | 2021-05-12 16:13:03.796
CQG WebSocket socket (1) | Deleting network socket now after delay. | 2021-05-12 16:13:33.809
Socket (2) | Deleting network socket now after delay. | 2021-05-12 16:13:33.810
DTC Client socket (4) | Deleting network socket now after delay. | 2021-05-12 16:13:33.810
[2021-05-12 16:17:42]
User818268 - Posts: 10
chart symbol F.US.EPM21
[2021-05-12 19:07:01]
Sierra Chart Engineering - Posts: 104368
There is no indication based upon this Message Log that the data is delayed for CME symbols. The real-time data feed is being connected to and there are no errors.

However, you need to update to the latest version. Instructions:
Software Download: Fast Update

In order to solve an issue with historical data data downloading when using CQG.
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: 2021-05-12 19:49:41

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