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Direct MessagesDate/Time: Thu, 25 Apr 2024 16:39:57 +0000
MBO data not visible
View Count: 699
| [2021-05-05 19:26:07] |
| brym.stone - Posts: 4 |
|
Hi, I've activated package 12 yesterday and I'm unable to see MBO for ES. Here's what I've checked. Subscribe Market by Order Data When Market Depth Subscribed -> Yes TradingDOM customised with Bid/Ask Market Order columns added -> data empty Disconnected / Reconnected -> nothing, multiple times Regards, |
| [2021-05-05 20:05:23] |
| John - SC Support - Posts: 31109 |
|
Do you have the regular Market Depth showing for the symbol? If not, then that is the first issue. If this is the case, then most likely you are looking at a symbol that is not traded on the CME exchange. you just have the CME with Market Depth activated, so any other symbol would not have the market depth. 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 |
| [2021-05-05 20:20:34] |
| brym.stone - Posts: 4 |
|
Do you have the regular Market Depth showing for the symbol?
Yes. I can see the market depth.Symbol is ES-202116-GLOBEX Software version: 2253 64-bit | 2021-05-05 21:17:26.654 Primary Thread ID: 2612 | 2021-05-05 21:17:26.654 Usage end date: 2021-06-15 | 2021-05-05 21:17:26.654 Enabled for: Advanced Features 2. | 2021-05-05 21:17:26.654 Enabled for: Sierra Chart Historical Data Service. | 2021-05-05 21:17:26.654 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-05-05 21:17:26.654 Enabled for: Delayed Denali Exchange Data Feed. | 2021-05-05 21:17:26.654 Enabled for exchange2: CME | 2021-05-05 21:17:26.654 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-05-05 21:17:26.654 Current selected Data/Trading service: Interactive Brokers | 2021-05-05 21:17:26.654 Custom symbol settings values: enabled | 2021-05-05 21:17:26.654 Chart Update Interval: 10 | 2021-05-05 21:17:26.654 Intraday Data Storage Time Unit: 0 | 2021-05-05 21:17:26.654 Time Zone: +01:00:00 (GMT+00BST+01,M3.5.0/01:00,M10.5.0/02:00) | 2021-05-05 21:17:26.654 2021-05-05 20:17:26 Local computer time in UTC | 2021-05-05 21:17:26.654 2021-05-05 21:17:26 Local computer time in SC Time Zone | 2021-05-05 21:17:26.654 2021-05-05 14:19:53 Server time in UTC | 2021-05-05 21:17:26.654 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-05-05 21:17:26.654 Program path: C:\SierraChart\ | 2021-05-05 21:17:26.654 Data Files path: C:\SierraChart\Data\ | 2021-05-05 21:17:26.654 OS Version Number: 10.0 | 2021-05-05 21:17:26.654 Locale Setting: C | 2021-05-05 21:17:26.654 DLLs: UserContributedStudies_64.dll | 2021-05-05 21:17:26.654 Allowed protected custom studies: | 2021-05-05 21:17:26.654 File >> Disconnect selected. | 2021-05-05 21:18:02.305 IB TWS socket (1) | CloseSocket call. | 2021-05-05 21:18:02.310 IB TWS socket (1) | Shutdown started. Waiting for graceful close. | 2021-05-05 21:18:02.310 SC Data - All Services (Market Orders Data) | Waiting for socket receive thread to end | 2021-05-05 21:18:02.310 DTC Client socket (3) | CloseSocket call. | 2021-05-05 21:18:02.310 DTC Client socket (3) | Shutdown started. Waiting for graceful close. | 2021-05-05 21:18:02.310 SC Data - All Services (Market Orders Data) | Disconnected from the server. | 2021-05-05 21:18:02.310 IB TWS socket (1) | Socket gracefully closed by remote side. | 2021-05-05 21:18:02.311 IB TWS socket (1) | Closed. | 2021-05-05 21:18:02.311 SC Data - All Services | Waiting for socket receive thread to end | 2021-05-05 21:18:02.311 DTC Client socket (2) | CloseSocket call. | 2021-05-05 21:18:02.312 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2021-05-05 21:18:02.312 SC Data - All Services | Disconnected from the server. | 2021-05-05 21:18:02.312 Interactive Brokers | Disconnected. | 2021-05-05 21:18:02.312 DTC Client socket (3) | Socket gracefully closed by remote side. | 2021-05-05 21:18:02.426 DTC Client socket (3) | Closed. | 2021-05-05 21:18:02.426 DTC Client socket (2) | Socket gracefully closed by remote side. | 2021-05-05 21:18:02.426 DTC Client socket (2) | Closed. | 2021-05-05 21:18:02.426 Interactive Brokers | Connecting to 127.0.0.1:7496 | 2021-05-05 21:18:12.841 IB TWS socket (1) | Creating socket. | 2021-05-05 21:18:12.841 IB TWS socket (1) | New receive buffer size: 5242880 | 2021-05-05 21:18:12.841 IB TWS socket (1) | Connecting to IP: 127.0.0.1. | 2021-05-05 21:18:12.841 Interactive Brokers | Sending API sign: API | 2021-05-05 21:18:13.343 Interactive Brokers | Sending client version: v100..136 +PACEAPI. Waiting for acceptance. | 2021-05-05 21:18:13.343 Interactive Brokers | TWS server version: 136 | 2021-05-05 21:18:13.370 Interactive Brokers | TWS time: 20210505 21:18:13 British Summer Time | 2021-05-05 21:18:13.370 Interactive Brokers | Connected. Sending Start API command. | 2021-05-05 21:18:13.625 Interactive Brokers | Waiting for account information. | 2021-05-05 21:18:13.625 IB Account information received. | 2021-05-05 21:18:13.626 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2021-05-05 21:18:13.626 Interactive Brokers | Connected to Live account. | 2021-05-05 21:18:13.626 Interactive Brokers | Connected to server complete. | 2021-05-05 21:18:13.626 Triggering next historical data download in queue. | 2021-05-05 21:18:13.626 Triggering next historical data download in queue. | 2021-05-05 21:18:13.626 Triggering next historical data download in queue. | 2021-05-05 21:18:13.626 Triggering next historical data download in queue. | 2021-05-05 21:18:13.626 Updated verified funded futures trading account ending date to: 2021-06-04 20:18:13 | 2021-05-05 21:18:13.626 Next valid order ID: 110 | 2021-05-05 21:18:13.629 Message from IB: Sec-def data farm connection is OK:secdefeu. IB Error Code: 2158. Request ID: -1. | 2021-05-05 21:18:13.629 No download requests in the queue to start downloads for. | 2021-05-05 21:18:13.629 No download requests in the queue to start downloads for. | 2021-05-05 21:18:13.629 No download requests in the queue to start downloads for. | 2021-05-05 21:18:13.629 No download requests in the queue to start downloads for. | 2021-05-05 21:18:13.629 Next valid order ID: 110 | 2021-05-05 21:18:13.630 Mapping ES-202106-GLOBEX to ESM21. Service code: cme | 2021-05-05 21:18:13.630 SC Data - All Services | Starting real-time market data updates for: ES-202106-GLOBEX (ESM21). ID: 1 Service code: cme | 2021-05-05 21:18:13.630 SC Data - All Services | Connecting to the server ds5-2.sierracharts.com. Port 443 | 2021-05-05 21:18:13.630 SC Data - All Services | Requesting security definition data for: ES-202106-GLOBEX (ESM21). ID: 1 | 2021-05-05 21:18:13.630 Next valid order ID: 110 | 2021-05-05 21:18:13.631 Added historical Intraday data request for ES-202106-GLOBEX to the queue. | 2021-05-05 21:18:13.632 Intraday data recording state for symbol ES-202106-GLOBEX is set to download 'Pending'. | 2021-05-05 21:18:13.632 Triggering next historical data download in queue. | 2021-05-05 21:18:13.632 Delaying start of download for ES-202106-GLOBEX | 2021-05-05 21:18:13.633 DTC Client socket (2) | Creating socket. | 2021-05-05 21:18:13.690 DTC Client socket (2) | New receive buffer size: 5242880 | 2021-05-05 21:18:13.690 DTC Client socket (2) | Connecting to IP: 51.195.180.15. | 2021-05-05 21:18:13.690 SC Data - All Services | Network connection to server complete. | 2021-05-05 21:18:13.767 SC Data - All Services | Starting socket receive thread. | 2021-05-05 21:18:13.767 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: high | 2021-05-05 21:18:13.767 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-05-05 21:18:13.848 SC Data - All Services | Sending logon request message. | 2021-05-05 21:18:13.848 SC Data - All Services | Received logon response. | 2021-05-05 21:18:14.213 SC Data - All Services | Server Name: SC Realtime Server. | 2021-05-05 21:18:14.213 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-05-05 21:18:14.213 SC Data - All Services | Successfully connected. | 2021-05-05 21:18:14.213 SC Data - All Services | Trading is not supported. | 2021-05-05 21:18:14.213 SC Data - All Services | Restarting real-time data updates for symbol: ES-202106-GLOBEX -> ESM21 | 2021-05-05 21:18:14.213 Added historical Market depth datarequest for ES-202106-GLOBEX to the queue. | 2021-05-05 21:18:14.248 Market depth data recording state for symbol ES-202106-GLOBEX is set to download 'Pending'. | 2021-05-05 21:18:14.248 Triggering next historical data download in queue. | 2021-05-05 21:18:14.248 HD Request # 9 | Downloading market depth chart data for ES-202106-GLOBEX. Service: cme.marketdepth | 2021-05-05 21:18:14.248 HD Request # 9 | Download start date-time: 2021-05-05 21:18:02.310197. | 2021-05-05 21:18:14.249 SC Data - All Services | Received security definition for symbol ES-202106-GLOBEX | 2021-05-05 21:18:14.249 HD Request # 9 | Using server: ds21.sierracharts.com port 10149 | 2021-05-05 21:18:14.249 Socket (4) | Creating socket. | 2021-05-05 21:18:14.313 Socket (4) | New receive buffer size: 5242880 | 2021-05-05 21:18:14.313 Socket (4) | Connecting to IP: 216.1.90.129. | 2021-05-05 21:18:14.313 HD Request # 9 | Setting DTC encoding to Binary VLS | 2021-05-05 21:18:14.554 HD Request # 9 | Sending historical data logon request message. | 2021-05-05 21:18:14.554 HD Request # 9 | Requesting market depth data. Start date-time: 2021-05-05 21:18:02. Symbol: ESM21 | 2021-05-05 21:18:15.113 HD Request # 9 | Decompressing data. | 2021-05-05 21:18:15.223 Interactive Brokers | Requesting Trade Positions snapshot and updates (IB account data updates (6)) for account: U546* | 2021-05-05 21:18:18.629 Requesting market depth updates for: ES-202106-GLOBEX if supported. | 2021-05-05 21:18:18.629 SC Data - All Services (Market Orders Data) | Connecting to the server ds5-2.sierracharts.com. Port 10060 | 2021-05-05 21:18:18.630 DTC Client socket (3) | Creating socket. | 2021-05-05 21:18:18.631 DTC Client socket (3) | New receive buffer size: 5242880 | 2021-05-05 21:18:18.631 DTC Client socket (3) | Connecting to IP: 51.195.180.15. | 2021-05-05 21:18:18.631 SC Data - All Services (Market Orders Data) | Network connection to server complete. | 2021-05-05 21:18:18.676 SC Data - All Services (Market Orders Data) | Starting socket receive thread. | 2021-05-05 21:18:18.676 SC Data - All Services (Market Orders Data) | Sending encoding request to server: Binary VLS. Compression: high | 2021-05-05 21:18:18.676 Interactive Brokers | Begin Trade Positions processing. | 2021-05-05 21:18:18.708 Interactive Brokers | Received Trade Positions download end message for account U546* | 2021-05-05 21:18:18.708 Interactive Brokers | Received Trade Positions for all accounts. Performing final processing. | 2021-05-05 21:18:18.708 SC Data - All Services (Market Orders Data) | Setting DTC encoding to Binary VLS | 2021-05-05 21:18:18.730 SC Data - All Services (Market Orders Data) | Sending logon request message. | 2021-05-05 21:18:18.730 SC Data - All Services | Clearing market depth for ES-202106-GLOBEX | 2021-05-05 21:18:18.730 SC Data - All Services (Market Orders Data) | Received logon response. | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Server Name: SC Realtime Server. | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Server protocol version: 8. Client protocol version: 8 | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Successfully connected. | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Trading is not supported. | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESM21. MinimumMarketByOrderQuantity: 0. Service code: cme | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: ES-202106-GLOBEX -> ESM21 | 2021-05-05 21:18:18.867 SC Data - All Services (Market Orders Data) | Real-time data for symbol ES-202106-GLOBEX is currently unavailable. | 2021-05-05 21:18:18.961 HD Request # 10 | Downloading Intraday chart data for ES-202106-GLOBEX to the file ES-202106-GLOBEX.scid. Service: cme | 2021-05-05 21:18:19.575 HD Request # 10 | Download start date-time: 2021-05-05 21:14:59.000000. File last date-time: 2021-05-05 21:14:59.938000 | 2021-05-05 21:18:19.576 HD Request # 10 | Using server: ds21.sierracharts.com port 10149 | 2021-05-05 21:18:19.576 Socket (5) | Creating socket. | 2021-05-05 21:18:19.576 Socket (5) | New receive buffer size: 5242880 | 2021-05-05 21:18:19.576 Socket (5) | Connecting to IP: 216.1.90.129. | 2021-05-05 21:18:19.576 HD Request # 10 | Setting DTC encoding to Binary VLS | 2021-05-05 21:18:19.824 HD Request # 10 | Sending historical data logon request message. | 2021-05-05 21:18:19.824 HD Request # 10 | Requesting Intraday data. Start date-time: 2021-05-05 21:14:59. Record interval: 0. Symbol: ESM21 | 2021-05-05 21:18:19.947 HD Request # 10 | Decompressing data. | 2021-05-05 21:18:20.054 HD Request # 10 | Receiving Intraday data for ES-202106-GLOBEX starting at 2021-05-05 21:14:59.026000 | 2021-05-05 21:18:20.054 Socket (5) | CloseSocket call. | 2021-05-05 21:18:20.054 Socket (5) | Shutdown started. Waiting for graceful close. | 2021-05-05 21:18:20.054 Historical data download thread signaled to stop. | 2021-05-05 21:18:20.054 HD Request # 10 | Received 18 records from 2021-05-05 21:14:59.026000 to 2021-05-05 21:14:59.938000 (0.9 seconds) and wrote 0 records for ES-202106-GLOBEX | 2021-05-05 21:18:20.054 HD Request # 10 | Completion time: 1s | 2021-05-05 21:18:20.054 HD Request # 10 | Intraday data download complete for ES-202106-GLOBEX. Unique request ID: 9 | 2021-05-05 21:18:20.054 Removing historical data download ID 9. | 2021-05-05 21:18:20.054 Real-time Intraday chart data file updates started for ES-202106-GLOBEX | 2021-05-05 21:18:20.054 Intraday chart data file opened for ES-202106-GLOBEX | 2021-05-05 21:18:20.054 HD Request # 10 | Enabling Intraday chart updating for symbol. | 2021-05-05 21:18:20.054 Triggering next historical data download in queue. | 2021-05-05 21:18:20.054 No download requests in the queue to start downloads for. | 2021-05-05 21:18:20.054 Chart #2 has tagged chart #6 for full recalculation. Chartbook: ES.Cht | 2021-05-05 21:18:20.157 Chart #1 has tagged chart #6 for full recalculation. Chartbook: ES.Cht | 2021-05-05 21:18:20.158 Socket (5) | Socket gracefully closed by remote side. | 2021-05-05 21:18:20.177 Socket (5) | Closed. | 2021-05-05 21:18:20.177 ES-202106-GLOBEX [CBV][M] #6 | Performing a full recalculation because it has been tagged. Chartbook: ES.Cht | 2021-05-05 21:18:20.241 HD Request # 9 | Receiving market depth data for ES-202106-GLOBEX starting at 2021-05-05 21:18:02.699000 | 2021-05-05 21:18:34.649 Socket (4) | CloseSocket call. | 2021-05-05 21:18:34.649 Socket (4) | Shutdown started. Waiting for graceful close. | 2021-05-05 21:18:34.649 Historical data download thread signaled to stop. | 2021-05-05 21:18:34.663 HD Request # 9 | Timestamp of first market depth data file record written: 2021-05-05 21:18:02.699000 | 2021-05-05 21:18:34.663 HD Request # 9 | Received 9 records from 2021-05-05 21:18:02.699000 to 2021-05-05 21:18:13.832000 (11.1 seconds) and wrote 9 records for ES-202106-GLOBEX | 2021-05-05 21:18:34.663 HD Request # 9 | Completion time: 20s | 2021-05-05 21:18:34.663 HD Request # 9 | Market depth data download complete for ES-202106-GLOBEX. Unique request ID: 10 | 2021-05-05 21:18:34.663 Removing historical data download ID 10. | 2021-05-05 21:18:34.663 Real-time market depth file updates started for ES-202106-GLOBEX | 2021-05-05 21:18:34.663 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ES-202106-GLOBEX.2021-05-05.depth | 2021-05-05 21:18:34.667 Triggering next historical data download in queue. | 2021-05-05 21:18:34.667 No download requests in the queue to start downloads for. | 2021-05-05 21:18:34.667 Socket (4) | Socket gracefully closed by remote side. | 2021-05-05 21:18:34.769 Socket (4) | Closed. | 2021-05-05 21:18:34.769 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ES-202106-GLOBEX.2021-05-05.depth | 2021-05-05 21:18:35.588 |
| [2021-05-05 21:13:23] |
| John - SC Support - Posts: 31109 |
|
By any chance do you have the Chart >> Chart Settings >> Trade and Current Quote field set to anything? If so, what is it?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-05-05 21:13:47
|
| [2021-05-06 03:38:14] |
| brym.stone - Posts: 4 |
|
It's currently empty. I tried it to set it to the same symbol, disconnected/reconnected; it doesn't seem to correct the behaviour. |
| [2021-05-06 05:36:30] |
| Sierra_Chart Engineering - Posts: 14088 |
|
We apologize for the delay on this. You need to set Global Settings >> Sierra Chart Server Settings >> Use Separate Connection for Market by Order Data to No. We have not yet implemented the separate connection. And: File Menu: Procedure to Reconnect to the Data and Trade Servers 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-05-06 06:22:23
|
| [2021-05-06 06:00:12] |
| brym.stone - Posts: 4 |
|
Thanks for the quick response. I can confirm the setting above fixed the issue.
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