Support Board
Date/Time: Sat, 18 May 2024 06:48:31 +0000
refresh of data flow
View Count: 496
[2021-04-30 15:34:20] |
User710133 - Posts: 6 |
Hi I am on a trial and watching NQ Nasdaq on CME. The data does not flow smoothly on charts or Dom as it does for example on cqg, cqg updates far more and I can view all trade, bids offers etc. I have tried adjusting chart update interval but this does not improve the chunkiness of the trades (rather than seeing each one). Is this because I am on a trial or is this is how the live version would be? Is there an adjustment to stop this? Thanks |
[2021-04-30 15:51:44] |
John - SC Support - Posts: 31704 |
You should be receiving the Delayed Streaming data for the NQ. So you should not have clunky data, as it should flow the same as real-time, just be 10 minutes and 10 seconds behind the real-time data. What exactly is the symbol name that you are using? Also, follow these instructions to get us your Message Log: 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 |
[2021-04-30 16:13:25] |
User710133 - Posts: 6 |
Page type i am viewing is NQM21 Software version: 2247 64-bit | 2021-04-30 17:08:40.220 Primary Thread ID: 5968 | 2021-04-30 17:08:40.220 Usage end date: 2021-05-05 | 2021-04-30 17:08:40.220 Enabled for: Advanced Features 2. | 2021-04-30 17:08:40.220 Enabled for: Sierra Chart Historical Data Service. | 2021-04-30 17:08:40.220 Enabled for: Delayed Denali Exchange Data Feed. | 2021-04-30 17:08:40.220 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-04-30 17:08:40.220 Current selected Data/Trading service: SC Data - All Services | 2021-04-30 17:08:40.220 Custom symbol settings values: enabled | 2021-04-30 17:08:40.220 Chart Update Interval: 500 | 2021-04-30 17:08:40.220 Intraday Data Storage Time Unit: 0 | 2021-04-30 17:08:40.220 Time Zone: +01:00:00 (GMT+00BST+01,M3.5.0/01:00,M10.5.0/02:00) | 2021-04-30 17:08:40.220 2021-04-30 16:08:40 Local computer time in UTC | 2021-04-30 17:08:40.220 2021-04-30 17:08:40 Local computer time in SC Time Zone | 2021-04-30 17:08:40.220 2021-04-25 13:43:04 Server time in UTC | 2021-04-30 17:08:40.220 Local computer UTC time and Server UTC time difference: 1 seconds. | 2021-04-30 17:08:40.220 Program path: C:\SierraChart\ | 2021-04-30 17:08:40.220 Data Files path: C:\SierraChart\Data\ | 2021-04-30 17:08:40.220 OS Version Number: 10.0 | 2021-04-30 17:08:40.221 Locale Setting: C | 2021-04-30 17:08:40.221 DLLs: UserContributedStudies_64.dll | 2021-04-30 17:08:40.221 Allowed protected custom studies: | 2021-04-30 17:08:40.221 File >> Disconnect selected. | 2021-04-30 17:09:50.958 SC DTC Data with Market Depth | Waiting for socket receive thread to end | 2021-04-30 17:09:50.961 DTC Client socket (1) | CloseSocket call. | 2021-04-30 17:09:50.962 SC DTC Data with Market Depth | Disconnected from the server. | 2021-04-30 17:09:50.962 SC DTC Delayed Exchange Data | Waiting for socket receive thread to end | 2021-04-30 17:09:50.962 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2021-04-30 17:09:50.962 DTC Client socket (2) | CloseSocket call. | 2021-04-30 17:09:50.962 SC DTC Delayed Exchange Data | Disconnected from the server. | 2021-04-30 17:09:50.962 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2021-04-30 17:09:50.962 SC Data - All Services | Disconnected. | 2021-04-30 17:09:50.971 DTC Client socket (1) | Socket gracefully closed by remote side. | 2021-04-30 17:09:51.071 DTC Client socket (1) | Closed. | 2021-04-30 17:09:51.071 SC Data - All Services | Connected to server complete. | 2021-04-30 17:10:06.815 Triggering next historical data download in queue. | 2021-04-30 17:10:06.815 Triggering next historical data download in queue. | 2021-04-30 17:10:06.815 Triggering next historical data download in queue. | 2021-04-30 17:10:06.815 Triggering next historical data download in queue. | 2021-04-30 17:10:06.815 No download requests in the queue to start downloads for. | 2021-04-30 17:10:06.818 No download requests in the queue to start downloads for. | 2021-04-30 17:10:06.818 No download requests in the queue to start downloads for. | 2021-04-30 17:10:06.818 No download requests in the queue to start downloads for. | 2021-04-30 17:10:06.818 Mapping NQM21-CME to NQM21. Service code: cme | 2021-04-30 17:10:07.224 SC DTC Delayed Exchange Data | Starting real-time market data updates for: NQM21-CME (NQM21). ID: 1 Service code: cme | 2021-04-30 17:10:07.224 SC DTC Delayed Exchange Data | Connecting to the server ds21.sierracharts.com. Port 10043 | 2021-04-30 17:10:07.224 SC DTC Delayed Exchange Data | Requesting security definition data for: NQM21-CME (NQM21). ID: 1 | 2021-04-30 17:10:07.224 Added historical Intraday data request for NQM21-CME to the queue. | 2021-04-30 17:10:07.224 Intraday data recording state for symbol NQM21-CME is set to download 'Pending'. | 2021-04-30 17:10:07.224 Triggering next historical data download in queue. | 2021-04-30 17:10:07.224 Delaying start of download for NQM21-CME | 2021-04-30 17:10:07.229 DTC Client socket (1) | Creating socket. | 2021-04-30 17:10:07.237 DTC Client socket (1) | New receive buffer size: 5242880 | 2021-04-30 17:10:07.237 DTC Client socket (1) | Connecting to IP: 216.1.90.129. | 2021-04-30 17:10:07.237 Mapping ESM21-CME to ESM21. Service code: cme | 2021-04-30 17:10:07.314 SC DTC Delayed Exchange Data | Starting real-time market data updates for: ESM21-CME (ESM21). ID: 2 Service code: cme | 2021-04-30 17:10:07.314 SC DTC Delayed Exchange Data | Requesting security definition data for: ESM21-CME (ESM21). ID: 2 | 2021-04-30 17:10:07.314 Added historical Intraday data request for ESM21-CME to the queue. | 2021-04-30 17:10:07.314 Intraday data recording state for symbol ESM21-CME is set to download 'Pending'. | 2021-04-30 17:10:07.314 Triggering next historical data download in queue. | 2021-04-30 17:10:07.314 SC DTC Delayed Exchange Data | Network connection to server complete. | 2021-04-30 17:10:07.390 SC DTC Delayed Exchange Data | Starting socket receive thread. | 2021-04-30 17:10:07.390 SC DTC Delayed Exchange Data | Sending encoding request to server: Binary VLS. Compression: standard | 2021-04-30 17:10:07.390 SC DTC Delayed Exchange Data | Setting DTC encoding to Binary VLS | 2021-04-30 17:10:07.552 SC DTC Delayed Exchange Data | Sending logon request message. | 2021-04-30 17:10:07.552 SC DTC Delayed Exchange Data | Received logon response. | 2021-04-30 17:10:11.194 SC DTC Delayed Exchange Data | Server Name: SC Realtime Server. | 2021-04-30 17:10:11.194 SC DTC Delayed Exchange Data | Server protocol version: 8. Client protocol version: 8 | 2021-04-30 17:10:11.194 SC DTC Delayed Exchange Data | Successfully connected. | 2021-04-30 17:10:11.194 SC DTC Delayed Exchange Data | Trading is not supported. | 2021-04-30 17:10:11.194 SC DTC Delayed Exchange Data | Restarting real-time data updates for symbol: ESM21-CME -> ESM21 | 2021-04-30 17:10:11.195 SC DTC Delayed Exchange Data | Restarting real-time data updates for symbol: NQM21-CME -> NQM21 | 2021-04-30 17:10:11.195 SC DTC Delayed Exchange Data | Received security definition for symbol ESM21-CME | 2021-04-30 17:10:11.396 SC DTC Delayed Exchange Data | Received security definition for symbol NQM21-CME | 2021-04-30 17:10:11.396 Requesting market depth updates for: NQM21-CME if supported. | 2021-04-30 17:10:11.996 SC DTC Delayed Exchange Data | Clearing market depth for NQM21-CME | 2021-04-30 17:10:12.134 HD Request # 29 | Downloading Intraday chart data for NQM21-CME to the file NQM21-CME.scid. Service: cme | 2021-04-30 17:10:16.164 HD Request # 29 | Download start date-time: 2021-04-30 16:59:41.000000. File last date-time: 2021-04-30 16:59:41.360000 | 2021-04-30 17:10:16.164 HD Request # 29 | Using server: ds21.sierracharts.com port 10149 | 2021-04-30 17:10:16.164 Socket (3) | Creating socket. | 2021-04-30 17:10:16.164 Socket (3) | New receive buffer size: 5242880 | 2021-04-30 17:10:16.165 Socket (3) | Connecting to IP: 216.1.90.129. | 2021-04-30 17:10:16.165 HD Request # 29 | Setting DTC encoding to Binary VLS | 2021-04-30 17:10:16.401 HD Request # 29 | Sending historical data logon request message. | 2021-04-30 17:10:16.401 HD Request # 29 | Requesting Intraday data. Start date-time: 2021-04-30 16:59:41. Record interval: 0. Symbol: NQM21 | 2021-04-30 17:10:16.958 HD Request # 29 | Decompressing data. | 2021-04-30 17:10:17.064 HD Request # 29 | Receiving Intraday data for NQM21-CME starting at 2021-04-30 16:59:41.360000 | 2021-04-30 17:10:17.065 Socket (3) | CloseSocket call. | 2021-04-30 17:10:17.066 Socket (3) | Shutdown started. Waiting for graceful close. | 2021-04-30 17:10:17.066 Historical data download thread signaled to stop. | 2021-04-30 17:10:17.066 HD Request # 29 | Timestamp of first Intraday data file record written: 2021-04-30 16:59:42.019000 | 2021-04-30 17:10:17.067 HD Request # 29 | Received 348 records from 2021-04-30 16:59:41.360000 to 2021-04-30 17:00:16.464000 (35.1 seconds) and wrote 347 records for NQM21-CME | 2021-04-30 17:10:17.067 HD Request # 29 | Add time&sales data | Remembered last file record date-time: 2021-04-30 16:00:16.464000 | 2021-04-30 17:10:17.075 HD Request # 29 | Completion time: 1s | 2021-04-30 17:10:17.075 HD Request # 29 | Intraday data download complete for NQM21-CME. Unique request ID: 28 | 2021-04-30 17:10:17.075 Removing historical data download ID 28. | 2021-04-30 17:10:17.075 Real-time Intraday chart data file updates started for NQM21-CME | 2021-04-30 17:10:17.075 Intraday chart data file opened for NQM21-CME | 2021-04-30 17:10:17.075 HD Request # 29 | Enabling Intraday chart updating for symbol. | 2021-04-30 17:10:17.075 Triggering next historical data download in queue. | 2021-04-30 17:10:17.075 HD Request # 30 | Downloading Intraday chart data for ESM21-CME to the file ESM21-CME.scid. Service: cme | 2021-04-30 17:10:17.075 HD Request # 30 | Download start date-time: 2021-04-30 16:59:40.000000. File last date-time: 2021-04-30 16:59:40.880000 | 2021-04-30 17:10:17.076 Opened cached Intraday file: C:\SierraChart\Data\NQM21-CME.scid. Thread ID: 13792 | 2021-04-30 17:10:17.076 HD Request # 30 | Using server: ds23.sierracharts.com port 10150 | 2021-04-30 17:10:17.076 Socket (4) | Creating socket. | 2021-04-30 17:10:17.090 Socket (4) | New receive buffer size: 5242880 | 2021-04-30 17:10:17.090 Socket (4) | Connecting to IP: 216.1.90.130. | 2021-04-30 17:10:17.090 Socket (3) | Socket gracefully closed by remote side. | 2021-04-30 17:10:17.180 Socket (3) | Closed. | 2021-04-30 17:10:17.180 HD Request # 30 | Setting DTC encoding to Binary VLS | 2021-04-30 17:10:17.321 HD Request # 30 | Sending historical data logon request message. | 2021-04-30 17:10:17.321 HD Request # 30 | Requesting Intraday data. Start date-time: 2021-04-30 16:59:40. Record interval: 0. Symbol: ESM21 | 2021-04-30 17:10:17.883 HD Request # 30 | Decompressing data. | 2021-04-30 17:10:17.998 HD Request # 30 | Receiving Intraday data for ESM21-CME starting at 2021-04-30 16:59:40.123000 | 2021-04-30 17:10:18.003 Socket (4) | CloseSocket call. | 2021-04-30 17:10:18.005 Historical data download thread signaled to stop. | 2021-04-30 17:10:18.005 Socket (4) | Shutdown started. Waiting for graceful close. | 2021-04-30 17:10:18.005 HD Request # 30 | Timestamp of first Intraday data file record written: 2021-04-30 16:59:42.047000 | 2021-04-30 17:10:18.005 HD Request # 30 | Received 969 records from 2021-04-30 16:59:40.123000 to 2021-04-30 17:00:17.695003 (37.6 seconds) and wrote 939 records for ESM21-CME | 2021-04-30 17:10:18.006 HD Request # 30 | Add time&sales data | Remembered last file record date-time: 2021-04-30 16:00:17.695003 | 2021-04-30 17:10:18.014 HD Request # 30 | Completion time: 1s | 2021-04-30 17:10:18.015 HD Request # 30 | Intraday data download complete for ESM21-CME. Unique request ID: 29 | 2021-04-30 17:10:18.015 Removing historical data download ID 29. | 2021-04-30 17:10:18.015 Real-time Intraday chart data file updates started for ESM21-CME | 2021-04-30 17:10:18.015 Intraday chart data file opened for ESM21-CME | 2021-04-30 17:10:18.015 HD Request # 30 | Enabling Intraday chart updating for symbol. | 2021-04-30 17:10:18.015 Triggering next historical data download in queue. | 2021-04-30 17:10:18.015 No download requests in the queue to start downloads for. | 2021-04-30 17:10:18.016 Socket (4) | Socket gracefully closed by remote side. | 2021-04-30 17:10:18.124 Socket (4) | Closed. | 2021-04-30 17:10:18.124 Opened cached Intraday file: C:\SierraChart\Data\ESM21-CME.scid. Thread ID: 13792 | 2021-04-30 17:10:18.992 |
[2021-04-30 16:54:43] |
John - SC Support - Posts: 31704 |
There is nothing in the log that shows any issue. One thing we want you to do is to select Edit >> Translate Symbols to Current Service. This will ensure that you have the correct symbols for your charts. The statement that you are using the symbol NQM21 rather than NQM21-CME is causing us to want to make sure that everything is correct in this respect. Is the clunkiness you are seeing with regards to the chart bars, or are you specifically referring to the Depth values in the DOM? Let us know how the bar data is developing and whether there are any issues there, separate from any depth data issues. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2021-04-30 17:13:58] |
User710133 - Posts: 6 |
Thanks for your help with this. I am not sure if I am explaining myself very well so I will try describing the issue another way. If I am looking at the dom or a range bar chart I do not see every trade. For example, When the market moves quickly and trades several prices fast (eg 13900.25,13900.50,13900.75....) the prices and volume all appear at the same time as a block rather than seeing every single detail as I currently do on CQG. I assumed this was because I needed to refresh the data at shorter millisecond intervals but that did not have any effect. I hope that explains better. |
[2021-04-30 17:39:16] |
John - SC Support - Posts: 31704 |
Yes, that is what we were wondering. You are doing the right thing in terms of adjusting the Chart Update Interval in order to get a "faster" updating. Make sure you change it per chart, rather than for the entire system, but changing the value for this setting: Chart Settings: Chart Update Interval in Milliseconds (Chart >> Chart Settings >> Display >> Chart Update Interval menu) Try setting it to 100 and see what happens. You do not want to set it too low, or the charts will become unresponsive, since it is just trying to constantly update. But, because of the nature of this setting, and how we calculate the studies, you will never be able to see every trade in real-time. The lowest you can set that setting is 10 milliseconds. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2021-04-30 17:43:33] |
User710133 - Posts: 6 |
ok Thank you
|
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