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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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