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Direct MessagesDate/Time: Thu, 18 Apr 2024 04:44:46 +0000
MBO data errors
View Count: 1216
| [2021-06-10 01:26:13] |
| @TRADE_YOUR_PLAN - Posts: 126 |
|
The following video shows, and columns are from left to right: Price Bid Market Order (bid MBO), bid pulling/stacking, bids, recent bid volume, recent ask volume, asks, ask pulling/stacking, Ask Market Order (ask MBO). The column I'm wanting you to look at it is the bid MBO next to price. It is shaded light gray. Notice the quantities are completely incorrect? I have to disconnect and reconnect my data multiple times per day in order for quantities to show up correctly. Why do I know that the data is not showing up correctly sometimes? Because I will see 400 or 500 lots come into the ES book on either the bid or ask side, and the MBO data does not even reflect a size greater than 10. If I then disconnect and reconnect data, the MBO refreshes and I see the limit order size. I have set the MBO minimum size to 10 on ES, but also removed that and let the default (4) run, and I get these same issues either way. Please see video link (very short < 30 seconds) and the screenshot where I've shown obvious errors (MBO limit orders are greater than actual bids for example): http://somup.com/cr16Viq4nV |
 SierraChart_64_bBA1JEBfxe.png / V - Attached On 2021-06-10 01:25:14 UTC - Size: 57.42 KB - 201 views |
| [2021-06-10 20:17:44] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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I either need a response, or Sierra Chart needs to change my package from 12, to 11 (without MBO data). If the latter is the case, since I've paid for 6 months of package 12, just credit my account the reduced rate difference between package 11 and package 12 for the remaining time left. Thanks |
| [2021-06-10 22:03:37] |
| |
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A review is pending.
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: 2021-06-10 22:04:03
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| [2021-06-11 00:00:55] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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SC Data - All Services (Market Orders Data) | Starting market orders updates for: NQM21. MinimumMarketByOrderQuantity: 0. Service code: cme | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: F.US.ENQM21 -> NQM21 | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Starting market orders updates for: NQU21. MinimumMarketByOrderQuantity: 0. Service code: cme | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: F.US.ENQU21 -> NQU21 | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESH21. MinimumMarketByOrderQuantity: 10. Service code: cme | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: F.US.EPH21 -> ESH21 | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESM20. MinimumMarketByOrderQuantity: 10. Service code: cme | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: F.US.EPM20 -> ESM20 | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESM21. MinimumMarketByOrderQuantity: 10. Service code: cme | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: F.US.EPM21 -> ESM21 | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESU20. MinimumMarketByOrderQuantity: 10. Service code: cme | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: F.US.EPU20 -> ESU20 | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESU21. MinimumMarketByOrderQuantity: 10. Service code: cme | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: F.US.EPU21 -> ESU21 | 2021-06-10 16:52:54.216 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: F.US.ENQM21. Market orders request for symbol NQM21 for service code cme failed due to the given SymbolID not matching the existing ID for the request. | 2021-06-10 16:52:54.341 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: F.US.ENQU21. Market orders request for symbol NQU21 for service code cme failed due to the given SymbolID not matching the existing ID for the request. | 2021-06-10 16:52:54.341 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: F.US.EPH21. Symbol not found. | 2021-06-10 16:52:54.341 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: F.US.EPM20. Symbol not found. | 2021-06-10 16:52:54.341 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: F.US.EPM21. Market orders request for symbol ESM21 for service code cme failed due to the given SymbolID not matching the existing ID for the request. | 2021-06-10 16:52:54.341 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: F.US.EPU20. Symbol not found. | 2021-06-10 16:52:54.341 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: F.US.EPU21. Market orders request for symbol ESU21 for service code cme failed due to the given SymbolID not matching the existing ID for the request. | 2021-06-10 16:52:54.341 HD Request # 252 | Requesting Intraday data. Start date-time: 2021-06-10 16:51:53. Record interval: 0. Symbol: NQM21 | 2021-06-10 16:53:00.200 HD Request # 252 | Decompressing data. | 2021-06-10 16:53:00.272 HD Request # 252 | Receiving Intraday data for F.US.ENQM21 starting at 2021-06-10 16:51:53.063000 | 2021-06-10 16:53:00.272 Socket (5) | CloseSocket call. | 2021-06-10 16:53:00.272 Socket (5) | Shutdown started. Waiting for graceful close. | 2021-06-10 16:53:00.272 Historical data download thread signaled to stop. | 2021-06-10 16:53:00.272 HD Request # 252 | Timestamp of first Intraday data file record written: 2021-06-10 16:51:56.538000 | 2021-06-10 16:53:00.273 HD Request # 252 | Received 36 records from 2021-06-10 16:51:53.063000 to 2021-06-10 16:52:45.668000 (52.6 seconds) and wrote 34 records for F.US.ENQM21 | 2021-06-10 16:53:00.273 HD Request # 252 | Add time&sales data | Remembered last file record date-time: 2021-06-10 23:52:45.668000 | 2021-06-10 16:53:00.276 Added 1 Time and Sales records to Intraday data file for F.US.ENQM21 after download. | 2021-06-10 16:53:00.276 HD Request # 252 | Completion time: 7s | 2021-06-10 16:53:00.276 HD Request # 252 | Intraday data download complete for F.US.ENQM21. Unique request ID: 261 | 2021-06-10 16:53:00.276 Removing historical data download ID 261. | 2021-06-10 16:53:00.276 Real-time Intraday chart data file updates started for F.US.ENQM21 | 2021-06-10 16:53:00.276 Intraday chart data file opened for F.US.ENQM21 | 2021-06-10 16:53:00.276 HD Request # 252 | Enabling Intraday chart updating for symbol. | 2021-06-10 16:53:00.276 |
| [2021-06-11 03:21:40] |
| Sierra_Chart Engineering - Posts: 13974 |
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Ok this log does indicate a problem. We need to see what is going on in your case. Previously our best conclusion about your problem, is that it must have been a connectivity issue to the MBO server since otherwise, the issues you are seeing do not make sense. We are also going to be refreshing all of the market by order data every evening from the CME MDP feed rather than just Sunday evening. 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 |
| [2021-06-11 03:23:26] |
| Sierra_Chart Engineering - Posts: 13974 |
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Update Sierra Chart following these instructions and then after that we want you to follow the instructions below: Software Download: Fast Update ---- Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade Servers After about 30 seconds, provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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 |
| [2021-06-11 03:39:43] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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v2272. cleared log, disconnected datafeed, reconnected datafeed, and pasting message log: Software version: 2272 64-bit | 2021-06-10 20:36:23.153 OpenGL enabled | 2021-06-10 20:36:23.153 Primary Thread ID: 17436 | 2021-06-10 20:36:23.153 Usage end date: 2021-09-27 | 2021-06-10 20:36:23.153 Enabled for: Advanced Features 2. | 2021-06-10 20:36:23.153 Enabled for: Sierra Chart Historical Data Service. | 2021-06-10 20:36:23.153 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2021-06-10 20:36:23.153 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-06-10 20:36:23.153 Enabled for: Delayed Denali Exchange Data Feed. | 2021-06-10 20:36:23.153 Enabled for exchange: CBOE Indices | 2021-06-10 20:36:23.153 Enabled for exchange: U.S. Equities (NYSE, NASDAQ, AMEX) | 2021-06-10 20:36:23.153 Enabled for exchange: Euronext Equities Delayed | 2021-06-10 20:36:23.153 Enabled for exchange2: CME (Trading Account Required) | 2021-06-10 20:36:23.153 Enabled for exchange2: CBOT (Trading Account Required) | 2021-06-10 20:36:23.153 Enabled for exchange2: COMEX (Trading Account Required) | 2021-06-10 20:36:23.153 Enabled for exchange2: NYMEX (Trading Account Required) | 2021-06-10 20:36:23.153 Enabled for exchange2: CFE | 2021-06-10 20:36:23.153 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-06-10 20:36:23.153 Current selected Data/Trading service: CQG WebAPI | 2021-06-10 20:36:23.153 Custom symbol settings values: enabled | 2021-06-10 20:36:23.153 Chart Update Interval: 500 | 2021-06-10 20:36:23.153 Intraday Data Storage Time Unit: 0 | 2021-06-10 20:36:23.153 Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-06-10 20:36:23.153 2021-06-11 03:36:23 Local computer time in UTC | 2021-06-10 20:36:23.153 2021-06-10 20:36:23 Local computer time in SC Time Zone | 2021-06-10 20:36:23.153 2021-06-11 03:33:54 Server time in UTC | 2021-06-10 20:36:23.153 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-06-10 20:36:23.153 Program path: C:\SierraChart\ | 2021-06-10 20:36:23.153 Data Files path: C:\SierraChart\Data\ | 2021-06-10 20:36:23.153 OS Version Number: 10.0 | 2021-06-10 20:36:23.153 Locale Setting: C | 2021-06-10 20:36:23.154 DLLs: COT_64.dll, CustomProfileFillSpace_64.dll, CustomProfile_U_64.dll, OFA Bars (by Zdislav)_2151.dll, Trade_Your_Plan_2151_64.dll, UserContributedStudies.dll, UserContributedStudies_64.dll | 2021-06-10 20:36:23.157 Allowed protected custom studies: zyp_app, zyp_download_free, zyp_download_free_2 | 2021-06-10 20:36:23.157 HTTPS connection ID:1 to www.quandl.com:443 for request ID:1 (1) | Timed out waiting for shutdown. Performing an immediate socket close. | 2021-06-10 20:36:48.135 File >> Disconnect selected. | 2021-06-10 20:36:55.792 CQG WebAPI | Sending Web API Logoff message. | 2021-06-10 20:36:55.857 CQG WebSocket socket (3) | CloseSocket call. | 2021-06-10 20:36:55.857 CQG WebSocket socket (3) | Max send buffers used during socket life: 4 | 2021-06-10 20:36:55.857 CQG WebSocket socket (3) | Max send buffer size during socket life: 869 | 2021-06-10 20:36:55.857 CQG WebSocket | WebSocket closed. | 2021-06-10 20:36:55.857 CQG WebAPI | WebSocket closed. | 2021-06-10 20:36:55.857 CQG WebSocket socket (3) | Write in progress. Shutdown being delayed. PendingSize=0 | 2021-06-10 20:36:55.857 SC Data - All Services | Waiting for socket receive thread to end | 2021-06-10 20:36:55.862 DTC Client socket (7) | CloseSocket call. | 2021-06-10 20:36:55.862 DTC Client socket (7) | Max send buffers used during socket life: 4 | 2021-06-10 20:36:55.862 DTC Client socket (7) | Max send buffer size during socket life: 162 | 2021-06-10 20:36:55.862 DTC Client socket (7) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:36:55.862 SC Data - All Services | Disconnected from the server. | 2021-06-10 20:36:55.862 SC Data - All Services (Market Orders Data) | Waiting for socket receive thread to end | 2021-06-10 20:36:55.862 DTC Client socket (9) | CloseSocket call. | 2021-06-10 20:36:55.862 DTC Client socket (9) | Max send buffers used during socket life: 4 | 2021-06-10 20:36:55.862 DTC Client socket (9) | Max send buffer size during socket life: 456 | 2021-06-10 20:36:55.862 SC Data - All Services (Market Orders Data) | Disconnected from the server. | 2021-06-10 20:36:55.862 DTC Client socket (9) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:36:55.862 SC Data - All Services | Waiting for socket receive thread to end | 2021-06-10 20:36:55.863 DTC Client socket (2) | CloseSocket call. | 2021-06-10 20:36:55.863 DTC Client socket (2) | Max send buffers used during socket life: 4 | 2021-06-10 20:36:55.863 DTC Client socket (2) | Max send buffer size during socket life: 2832 | 2021-06-10 20:36:55.863 SC Data - All Services | Disconnected from the server. | 2021-06-10 20:36:55.863 SC Data - All Services | Waiting for socket receive thread to end | 2021-06-10 20:36:55.863 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:36:55.863 DTC Client socket (6) | CloseSocket call. | 2021-06-10 20:36:55.863 DTC Client socket (6) | Max send buffers used during socket life: 4 | 2021-06-10 20:36:55.863 DTC Client socket (6) | Max send buffer size during socket life: 336 | 2021-06-10 20:36:55.863 DTC Client socket (6) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:36:55.863 SC Data - All Services | Disconnected from the server. | 2021-06-10 20:36:55.863 SC DTC Data with Market Depth | Waiting for socket receive thread to end | 2021-06-10 20:36:55.863 DTC Client socket (5) | CloseSocket call. | 2021-06-10 20:36:55.863 DTC Client socket (5) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:36:55.863 SC DTC Data with Market Depth | Disconnected from the server. | 2021-06-10 20:36:55.863 CQG WebAPI | Disconnected. | 2021-06-10 20:36:55.863 CQG WebSocket socket (3) | Write has completed. Shutdown being performed. | 2021-06-10 20:36:55.923 CQG WebSocket socket (3) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:36:55.923 DTC Client socket (7) | Socket gracefully closed by remote side. | 2021-06-10 20:36:55.937 DTC Client socket (7) | Closed. | 2021-06-10 20:36:55.937 DTC Client socket (9) | Socket gracefully closed by remote side. | 2021-06-10 20:36:55.938 DTC Client socket (9) | Closed. | 2021-06-10 20:36:55.938 DTC Client socket (6) | Socket gracefully closed by remote side. | 2021-06-10 20:36:55.953 DTC Client socket (6) | Closed. | 2021-06-10 20:36:55.953 CQG WebAPI | Connecting to server api.cqg.com | 2021-06-10 20:37:01.476 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2021-06-10 20:37:01.476 CQG WebSocket socket (4) | Creating socket. Using TLS 1.2. | 2021-06-10 20:37:01.476 CQG WebSocket socket (4) | New receive buffer size: 5242880 | 2021-06-10 20:37:01.476 CQG WebSocket socket (4) | Connecting to IP: 208.48.16.35. | 2021-06-10 20:37:01.476 CQG WebSocket | Opening WebSocket. | 2021-06-10 20:37:01.553 CQG WebSocket | Sending WebSocket handshake. | 2021-06-10 20:37:01.553 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2021-06-10 20:37:01.785 CQG WebSocket | Server header | Connection: upgrade | 2021-06-10 20:37:01.785 CQG WebSocket | Server header | Sec-WebSocket-Accept: Y3cf7C2kv8gIySfjR0S7a6mYqGo= | 2021-06-10 20:37:01.785 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2021-06-10 20:37:01.785 CQG WebSocket | Server header | Upgrade: websocket | 2021-06-10 20:37:01.785 CQG WebSocket | Server header | | 2021-06-10 20:37:01.785 CQG WebSocket | Web socket state is now open. | 2021-06-10 20:37:01.785 CQG WebAPI | WebSocket connected. | 2021-06-10 20:37:01.785 CQG WebAPI | Sending market data logon message. | 2021-06-10 20:37:01.785 CQG WebAPI | Base Time: 2021-06-06T14:20:30. 2021-06-06 14:20:30 | 2021-06-10 20:37:01.994 CQG WebAPI | Logon successful. Session Token = isl84qLxgEs6szfaZzzfzY6OJsZIxc2UFFkHxBM3Y3MAarMJ7flo4vKcgABVsRogUUuBtYaDiKB | 2021-06-10 20:37:01.994 CQG WebAPI | Connected to server complete. | 2021-06-10 20:37:01.994 Triggering next historical data download in queue. | 2021-06-10 20:37:01.995 Triggering next historical data download in queue. | 2021-06-10 20:37:01.995 Triggering next historical data download in queue. | 2021-06-10 20:37:01.995 Triggering next historical data download in queue. | 2021-06-10 20:37:01.995 Subscribing to symbol for symbol alert. F.US.EPM20 | 2021-06-10 20:37:01.995 Mapping F.US.EPM20 to ESM20. Service code: cme | 2021-06-10 20:37:01.995 SC Data - All Services | Starting real-time market data updates for: F.US.EPM20 (ESM20). ID: 1 Service code: cme | 2021-06-10 20:37:01.995 SC Data - All Services | Connecting to the server ds13.sierracharts.com. Port 443 | 2021-06-10 20:37:01.995 CQG WebAPI | Sending symbol resolution request for F.US.EPM20. ID: 577683 | 2021-06-10 20:37:01.995 SC Data - All Services | Requesting security definition data for: F.US.EPM20 (ESM20). ID: 1 | 2021-06-10 20:37:01.995 Subscribing to symbol for symbol alert. F.US.EPM20 | 2021-06-10 20:37:01.995 Subscribing to symbol for symbol alert. F.US.EPM20 | 2021-06-10 20:37:01.995 Subscribing to symbol for symbol alert. F.US.EPM20 | 2021-06-10 20:37:01.995 Subscribing to symbol for symbol alert. F.US.EPM20 | 2021-06-10 20:37:01.995 Subscribing to symbol for symbol alert. F.US.EPM20 | 2021-06-10 20:37:01.995 Subscribing to symbol for symbol alert. F.US.EPU20 | 2021-06-10 20:37:01.995 Mapping F.US.EPU20 to ESU20. Service code: cme | 2021-06-10 20:37:01.995 SC Data - All Services | Starting real-time market data updates for: F.US.EPU20 (ESU20). ID: 2 Service code: cme | 2021-06-10 20:37:01.995 CQG WebAPI | Sending symbol resolution request for F.US.EPU20. ID: 577684 | 2021-06-10 20:37:01.995 SC Data - All Services | Requesting security definition data for: F.US.EPU20 (ESU20). ID: 2 | 2021-06-10 20:37:01.995 Subscribing to symbol for symbol alert. F.US.GCEG21 | 2021-06-10 20:37:01.995 Mapping F.US.GCEG21 to GCG21. Service code: comex | 2021-06-10 20:37:01.995 SC Data - All Services | Starting real-time market data updates for: F.US.GCEG21 (GCG21). ID: 3 Service code: comex | 2021-06-10 20:37:01.996 CQG WebAPI | Sending symbol resolution request for F.US.GCEG21. ID: 577685 | 2021-06-10 20:37:01.996 SC Data - All Services | Requesting security definition data for: F.US.GCEG21 (GCG21). ID: 3 | 2021-06-10 20:37:01.996 Subscribing to symbol for symbol alert. F.US.EU6H21 | 2021-06-10 20:37:01.996 Mapping F.US.EU6H21 to 6EH21. Service code: cme | 2021-06-10 20:37:01.996 DTC Client socket (6) | Creating socket. | 2021-06-10 20:37:01.996 SC Data - All Services | Starting real-time market data updates for: F.US.EU6H21 (6EH21). ID: 4 Service code: cme | 2021-06-10 20:37:01.996 DTC Client socket (6) | New receive buffer size: 5242880 | 2021-06-10 20:37:01.996 CQG WebAPI | Sending symbol resolution request for F.US.EU6H21. ID: 577686 | 2021-06-10 20:37:01.996 DTC Client socket (6) | Connecting to IP: 64.38.174.178. | 2021-06-10 20:37:01.996 SC Data - All Services | Requesting security definition data for: F.US.EU6H21 (6EH21). ID: 4 | 2021-06-10 20:37:01.996 Subscribing to symbol for symbol alert. F.US.EPH21 | 2021-06-10 20:37:01.996 Mapping F.US.EPH21 to ESH21. Service code: cme | 2021-06-10 20:37:01.996 SC Data - All Services | Starting real-time market data updates for: F.US.EPH21 (ESH21). ID: 5 Service code: cme | 2021-06-10 20:37:01.996 CQG WebAPI | Sending symbol resolution request for F.US.EPH21. ID: 577687 | 2021-06-10 20:37:01.996 SC Data - All Services | Requesting security definition data for: F.US.EPH21 (ESH21). ID: 5 | 2021-06-10 20:37:01.996 Subscribing to symbol for symbol alert. F.US.EPH21 | 2021-06-10 20:37:01.996 Updated verified funded futures trading account ending date to: 2021-07-11 03:37:01 | 2021-06-10 20:37:01.996 SC DTC Data with Market Depth | Starting real-time market data updates for: USDX. ID: 6 Service code: fxstatscalc | 2021-06-10 20:37:01.996 SC DTC Data with Market Depth | Connecting to the server ds4.sierracharts.com. Port 10048 | 2021-06-10 20:37:01.996 SC DTC Data with Market Depth | Requesting security definition data for: USDX. ID: 6 | 2021-06-10 20:37:01.996 Added historical Intraday data request for USDX to the queue. | 2021-06-10 20:37:01.997 Intraday data recording state for symbol USDX is set to download 'Pending'. | 2021-06-10 20:37:01.997 F.US.EPM21[M] 15 Min #9 | Started historical data download for additional symbol USDX. Download ID: 39 | 2021-06-10 20:37:01.997 SC DTC Data with Market Depth | Starting real-time market data updates for: TICK-NYSE_NASDAQ_NYSEMKT. ID: 7 Service code: statscalc | 2021-06-10 20:37:01.997 SC DTC Data with Market Depth | Requesting security definition data for: TICK-NYSE_NASDAQ_NYSEMKT. ID: 7 | 2021-06-10 20:37:01.997 Added historical Intraday data request for TICK-NYSE_NASDAQ_NYSEMKT to the queue. | 2021-06-10 20:37:01.997 Intraday data recording state for symbol TICK-NYSE_NASDAQ_NYSEMKT is set to download 'Pending'. | 2021-06-10 20:37:01.997 F.US.EPM21[M] 15 Min #9 | Started historical data download for additional symbol TICK-NYSE_NASDAQ_NYSEMKT. Download ID: 40 | 2021-06-10 20:37:01.997 DTC Client socket (7) | Creating socket. | 2021-06-10 20:37:01.997 DTC Client socket (7) | New receive buffer size: 5242880 | 2021-06-10 20:37:01.997 DTC Client socket (7) | Connecting to IP: 192.81.56.146. | 2021-06-10 20:37:01.997 SC DTC Data with Market Depth | Starting real-time market data updates for: NISS-NYSE. ID: 8 Service code: statscalc | 2021-06-10 20:37:02.053 SC DTC Data with Market Depth | Requesting security definition data for: NISS-NYSE. ID: 8 | 2021-06-10 20:37:02.053 Added historical Intraday data request for NISS-NYSE to the queue. | 2021-06-10 20:37:02.053 Intraday data recording state for symbol NISS-NYSE is set to download 'Pending'. | 2021-06-10 20:37:02.053 TICK-NYSE_NASDAQ_NYSEMKT[M] 5 Min #6 | Started historical data download for additional symbol NISS-NYSE. Download ID: 41 | 2021-06-10 20:37:02.053 SC DTC Data with Market Depth | Starting real-time market data updates for: NISS-NYSE_NASDAQ_NYSEMKT. ID: 9 Service code: statscalc | 2021-06-10 20:37:02.053 SC DTC Data with Market Depth | Requesting security definition data for: NISS-NYSE_NASDAQ_NYSEMKT. ID: 9 | 2021-06-10 20:37:02.053 Added historical Intraday data request for NISS-NYSE_NASDAQ_NYSEMKT to the queue. | 2021-06-10 20:37:02.054 Intraday data recording state for symbol NISS-NYSE_NASDAQ_NYSEMKT is set to download 'Pending'. | 2021-06-10 20:37:02.054 TICK-NYSE_NASDAQ_NYSEMKT[M] 5 Min #6 | Started historical data download for additional symbol NISS-NYSE_NASDAQ_NYSEMKT. Download ID: 42 | 2021-06-10 20:37:02.054 Mapping F.US.VXM21 to VXM21_FUT_CFE. Service code: cfe_exchange.data | 2021-06-10 20:37:02.054 Mapping F.US.VXN21 to VXN21_FUT_CFE. Service code: cfe_exchange.data | 2021-06-10 20:37:02.054 SC Data - All Services | Starting real-time market data updates for: F.US.VXN21 (VXN21_FUT_CFE). ID: 11 Service code: cfe_exchange.data | 2021-06-10 20:37:02.054 SC Data - All Services | Connecting to the server ds12-3.sierracharts.com. Port 443 | 2021-06-10 20:37:02.054 CQG WebAPI | Sending symbol resolution request for F.US.VXN21. ID: 577688 | 2021-06-10 20:37:02.054 SC Data - All Services | Requesting security definition data for: F.US.VXN21 (VXN21_FUT_CFE). ID: 11 | 2021-06-10 20:37:02.054 SC Data - All Services | Starting real-time market data updates for: F.US.VXM21 (VXM21_FUT_CFE). ID: 10 Service code: cfe_exchange.data | 2021-06-10 20:37:02.054 CQG WebAPI | Sending symbol resolution request for F.US.VXM21. ID: 577689 | 2021-06-10 20:37:02.054 SC Data - All Services | Requesting security definition data for: F.US.VXM21 (VXM21_FUT_CFE). ID: 10 | 2021-06-10 20:37:02.054 Added historical Intraday data request for F.US.VXM21 to the queue. | 2021-06-10 20:37:02.054 Intraday data recording state for symbol F.US.VXM21 is set to download 'Pending'. | 2021-06-10 20:37:02.054 F.US.EPU21[M] 5 Min #8 | Started historical data download for additional symbol F.US.VXM21. Download ID: 43 | 2021-06-10 20:37:02.054 Mapping $VIX to $VIX. Service code: cboe.index | 2021-06-10 20:37:02.054 DTC Client socket (8) | Creating socket. | 2021-06-10 20:37:02.055 SC Data - All Services | Starting real-time market data updates for: $VIX ($VIX). ID: 12 Service code: cboe.index | 2021-06-10 20:37:02.055 SC Data - All Services | Connecting to the server ds7.sierracharts.com. Port 10048 | 2021-06-10 20:37:02.055 DTC Client socket (8) | New receive buffer size: 5242880 | 2021-06-10 20:37:02.055 DTC Client socket (8) | Connecting to IP: 204.15.197.12. | 2021-06-10 20:37:02.055 CQG WebAPI | Sending symbol resolution request for $VIX. ID: 577690 | 2021-06-10 20:37:02.055 SC Data - All Services | Requesting security definition data for: $VIX ($VIX). ID: 12 | 2021-06-10 20:37:02.055 Added historical Intraday data request for $VIX to the queue. | 2021-06-10 20:37:02.055 Intraday data recording state for symbol $VIX is set to download 'Pending'. | 2021-06-10 20:37:02.055 F.US.EPU21[M] 5 Min #8 | Started historical data download for additional symbol $VIX. Download ID: 44 | 2021-06-10 20:37:02.055 Mapping $VVIX to $VVIX. Service code: cboe.index | 2021-06-10 20:37:02.055 DTC Client socket (9) | Creating socket. | 2021-06-10 20:37:02.055 DTC Client socket (9) | New receive buffer size: 5242880 | 2021-06-10 20:37:02.055 SC Data - All Services | Starting real-time market data updates for: $VVIX ($VVIX). ID: 13 Service code: cboe.index | 2021-06-10 20:37:02.055 CQG WebAPI | Sending symbol resolution request for $VVIX. ID: 577691 | 2021-06-10 20:37:02.055 SC Data - All Services | Requesting security definition data for: $VVIX ($VVIX). ID: 13 | 2021-06-10 20:37:02.055 DTC Client socket (9) | Connecting to IP: 8.18.161.133. | 2021-06-10 20:37:02.055 Added historical Intraday data request for $VVIX to the queue. | 2021-06-10 20:37:02.055 Intraday data recording state for symbol $VVIX is set to download 'Pending'. | 2021-06-10 20:37:02.055 F.US.EPU21[M] 5 Min #8 | Started historical data download for additional symbol $VVIX. Download ID: 45 | 2021-06-10 20:37:02.055 Added historical Intraday data request for F.US.VXN21 to the queue. | 2021-06-10 20:37:02.055 Intraday data recording state for symbol F.US.VXN21 is set to download 'Pending'. | 2021-06-10 20:37:02.055 F.US.EPU21[M] 5 Min #8 | Started historical data download for additional symbol F.US.VXN21. Download ID: 46 | 2021-06-10 20:37:02.055 Mapping F.US.VXQ21 to VXQ21_FUT_CFE. Service code: cfe_exchange.data | 2021-06-10 20:37:02.055 SC Data - All Services | Starting real-time market data updates for: F.US.VXQ21 (VXQ21_FUT_CFE). ID: 14 Service code: cfe_exchange.data | 2021-06-10 20:37:02.055 CQG WebAPI | Sending symbol resolution request for F.US.VXQ21. ID: 577692 | 2021-06-10 20:37:02.055 SC Data - All Services | Requesting security definition data for: F.US.VXQ21 (VXQ21_FUT_CFE). ID: 14 | 2021-06-10 20:37:02.055 Added historical Intraday data request for F.US.VXQ21 to the queue. | 2021-06-10 20:37:02.055 Intraday data recording state for symbol F.US.VXQ21 is set to download 'Pending'. | 2021-06-10 20:37:02.055 F.US.EPU21[M] 5 Min #8 | Started historical data download for additional symbol F.US.VXQ21. Download ID: 47 | 2021-06-10 20:37:02.055 Mapping F.US.ENQM21 to NQM21. Service code: cme | 2021-06-10 20:37:02.056 Mapping F.US.ENQU21 to NQU21. Service code: cme | 2021-06-10 20:37:02.056 SC Data - All Services | Starting real-time market data updates for: F.US.ENQU21 (NQU21). ID: 16 Service code: cme | 2021-06-10 20:37:02.056 CQG WebAPI | Sending symbol resolution request for F.US.ENQU21. ID: 577693 | 2021-06-10 20:37:02.056 SC Data - All Services | Requesting security definition data for: F.US.ENQU21 (NQU21). ID: 16 | 2021-06-10 20:37:02.056 SC Data - All Services | Starting real-time market data updates for: F.US.ENQM21 (NQM21). ID: 15 Service code: cme | 2021-06-10 20:37:02.056 CQG WebAPI | Sending symbol resolution request for F.US.ENQM21. ID: 577694 | 2021-06-10 20:37:02.056 SC Data - All Services | Requesting security definition data for: F.US.ENQM21 (NQM21). ID: 15 | 2021-06-10 20:37:02.056 Added historical Intraday data request for F.US.ENQM21 to the queue. | 2021-06-10 20:37:02.056 Intraday data recording state for symbol F.US.ENQM21 is set to download 'Pending'. | 2021-06-10 20:37:02.056 F.US.EPU21[M] 5 Min #8 | Started historical data download for additional symbol F.US.ENQM21. Download ID: 48 | 2021-06-10 20:37:02.056 Mapping F.US.YMM21 to YMM21. Service code: cbot | 2021-06-10 20:37:02.056 Mapping F.US.YMU21 to YMU21. Service code: cbot | 2021-06-10 20:37:02.056 SC Data - All Services | Starting real-time market data updates for: F.US.YMU21 (YMU21). ID: 18 Service code: cbot | 2021-06-10 20:37:02.056 CQG WebAPI | Sending symbol resolution request for F.US.YMU21. ID: 577695 | 2021-06-10 20:37:02.056 SC Data - All Services | Requesting security definition data for: F.US.YMU21 (YMU21). ID: 18 | 2021-06-10 20:37:02.056 SC Data - All Services | Starting real-time market data updates for: F.US.YMM21 (YMM21). ID: 17 Service code: cbot | 2021-06-10 20:37:02.056 CQG WebAPI | Sending symbol resolution request for F.US.YMM21. ID: 577696 | 2021-06-10 20:37:02.056 SC Data - All Services | Requesting security definition data for: F.US.YMM21 (YMM21). ID: 17 | 2021-06-10 20:37:02.056 Added historical Intraday data request for F.US.YMM21 to the queue. | 2021-06-10 20:37:02.056 Intraday data recording state for symbol F.US.YMM21 is set to download 'Pending'. | 2021-06-10 20:37:02.056 F.US.EPU21[M] 5 Min #8 | Started historical data download for additional symbol F.US.YMM21. Download ID: 49 | 2021-06-10 20:37:02.056 Mapping F.US.RTYM21 to RTYM21. Service code: cme | 2021-06-10 20:37:02.056 Mapping F.US.RTYU21 to RTYU21. Service code: cme | 2021-06-10 20:37:02.056 SC Data - All Services | Starting real-time market data updates for: F.US.RTYU21 (RTYU21). ID: 20 Service code: cme | 2021-06-10 20:37:02.056 CQG WebAPI | Sending symbol resolution request for F.US.RTYU21. ID: 577697 | 2021-06-10 20:37:02.056 SC Data - All Services | Requesting security definition data for: F.US.RTYU21 (RTYU21). ID: 20 | 2021-06-10 20:37:02.056 SC Data - All Services | Starting real-time market data updates for: F.US.RTYM21 (RTYM21). ID: 19 Service code: cme | 2021-06-10 20:37:02.056 CQG WebAPI | Sending symbol resolution request for F.US.RTYM21. ID: 577698 | 2021-06-10 20:37:02.056 SC Data - All Services | Requesting security definition data for: F.US.RTYM21 (RTYM21). ID: 19 | 2021-06-10 20:37:02.056 Added historical Intraday data request for F.US.RTYM21 to the queue. | 2021-06-10 20:37:02.056 Intraday data recording state for symbol F.US.RTYM21 is set to download 'Pending'. | 2021-06-10 20:37:02.056 F.US.EPU21[M] 5 Min #8 | Started historical data download for additional symbol F.US.RTYM21. Download ID: 50 | 2021-06-10 20:37:02.056 CQG WebAPI | Sending Trade Accounts request message. | 2021-06-10 20:37:02.061 No download requests in the queue to start downloads for. | 2021-06-10 20:37:02.061 Delaying start of download for USDX | 2021-06-10 20:37:02.061 No download requests in the queue to start downloads for. | 2021-06-10 20:37:02.061 No download requests in the queue to start downloads for. | 2021-06-10 20:37:02.061 SC Data - All Services | Network connection to server complete. | 2021-06-10 20:37:02.061 SC Data - All Services | Starting socket receive thread. | 2021-06-10 20:37:02.061 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: high | 2021-06-10 20:37:02.062 Using Bid/Ask average for last trade price for SPX500 | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Starting real-time market data updates for: SPX500. ID: 21 Service code: fxcm | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Requesting security definition data for: SPX500. ID: 21 | 2021-06-10 20:37:02.068 Using Bid/Ask average for last trade price for NAS100 | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Starting real-time market data updates for: NAS100. ID: 22 Service code: fxcm | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Requesting security definition data for: NAS100. ID: 22 | 2021-06-10 20:37:02.068 Using Bid/Ask average for last trade price for US30 | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Starting real-time market data updates for: US30. ID: 23 Service code: fxcm | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Requesting security definition data for: US30. ID: 23 | 2021-06-10 20:37:02.068 Using Bid/Ask average for last trade price for JPN225 | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Starting real-time market data updates for: JPN225. ID: 24 Service code: fxcm | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Requesting security definition data for: JPN225. ID: 24 | 2021-06-10 20:37:02.068 Using Bid/Ask average for last trade price for CHN50 | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Starting real-time market data updates for: CHN50. ID: 25 Service code: fxcm | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Requesting security definition data for: CHN50. ID: 25 | 2021-06-10 20:37:02.068 Using Bid/Ask average for last trade price for HKG33 | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Starting real-time market data updates for: HKG33. ID: 26 Service code: fxcm | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Requesting security definition data for: HKG33. ID: 26 | 2021-06-10 20:37:02.068 Using Bid/Ask average for last trade price for Bund | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Starting real-time market data updates for: Bund. ID: 27 Service code: fxcm | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Requesting security definition data for: Bund. ID: 27 | 2021-06-10 20:37:02.068 Using Bid/Ask average for last trade price for UK100 | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Starting real-time market data updates for: UK100. ID: 28 Service code: fxcm | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Requesting security definition data for: UK100. ID: 28 | 2021-06-10 20:37:02.068 Using Bid/Ask average for last trade price for EUSTX50 | 2021-06-10 20:37:02.068 SC DTC Data with Market Depth | Starting real-time market data updates for: EUSTX50. ID: 29 Service code: fxcm | 2021-06-10 20:37:02.069 SC DTC Data with Market Depth | Requesting security definition data for: EUSTX50. ID: 29 | 2021-06-10 20:37:02.069 Using Bid/Ask average for last trade price for FRA40 | 2021-06-10 20:37:02.069 SC DTC Data with Market Depth | Starting real-time market data updates for: FRA40. ID: 30 Service code: fxcm | 2021-06-10 20:37:02.069 SC DTC Data with Market Depth | Requesting security definition data for: FRA40. ID: 30 | 2021-06-10 20:37:02.069 Using Bid/Ask average for last trade price for AUS200 | 2021-06-10 20:37:02.069 SC DTC Data with Market Depth | Starting real-time market data updates for: AUS200. ID: 31 Service code: fxcm | 2021-06-10 20:37:02.069 SC DTC Data with Market Depth | Requesting security definition data for: AUS200. ID: 31 | 2021-06-10 20:37:02.069 SC DTC Data with Market Depth | Starting real-time market data updates for: XBTUSD-BMEX. ID: 32 Service code: bitmex | 2021-06-10 20:37:02.069 SC DTC Data with Market Depth | Requesting security definition data for: XBTUSD-BMEX. ID: 32 | 2021-06-10 20:37:02.069 Mapping F.US.EPM21 to ESM21. Service code: cme | 2021-06-10 20:37:02.070 Mapping F.US.EPU21 to ESU21. Service code: cme | 2021-06-10 20:37:02.070 SC Data - All Services | Starting real-time market data updates for: F.US.EPU21 (ESU21). ID: 34 Service code: cme | 2021-06-10 20:37:02.070 CQG WebAPI | Sending symbol resolution request for F.US.EPU21. ID: 577700 | 2021-06-10 20:37:02.070 SC Data - All Services | Requesting security definition data for: F.US.EPU21 (ESU21). ID: 34 | 2021-06-10 20:37:02.070 SC Data - All Services | Starting real-time market data updates for: F.US.EPM21 (ESM21). ID: 33 Service code: cme | 2021-06-10 20:37:02.070 CQG WebAPI | Sending symbol resolution request for F.US.EPM21. ID: 577701 | 2021-06-10 20:37:02.070 SC Data - All Services | Requesting security definition data for: F.US.EPM21 (ESM21). ID: 33 | 2021-06-10 20:37:02.070 Added historical Intraday data request for F.US.EPM21 to the queue. | 2021-06-10 20:37:02.070 Intraday data recording state for symbol F.US.EPM21 is set to download 'Pending'. | 2021-06-10 20:37:02.070 Triggering next historical data download in queue. | 2021-06-10 20:37:02.070 CQG WebAPI | Received message: Requested symbol was not found. | 2021-06-10 20:37:02.079 Symbol Error - F.US.EPM20 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-10 20:37:02.079 CQG WebAPI | Received message: Requested symbol was not found. | 2021-06-10 20:37:02.079 Symbol Error - F.US.EPU20 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-10 20:37:02.079 CQG WebAPI | Received message: Requested symbol was not found. | 2021-06-10 20:37:02.079 Symbol Error - F.US.GCEG21 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-10 20:37:02.079 SC DTC Data with Market Depth | Network connection to server complete. | 2021-06-10 20:37:02.090 SC DTC Data with Market Depth | Starting socket receive thread. | 2021-06-10 20:37:02.090 SC DTC Data with Market Depth | Sending encoding request to server: Binary VLS. Compression: high | 2021-06-10 20:37:02.090 SC Data - All Services | Network connection to server complete. | 2021-06-10 20:37:02.133 SC Data - All Services | Starting socket receive thread. | 2021-06-10 20:37:02.133 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: high | 2021-06-10 20:37:02.134 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:02.140 SC Data - All Services | Sending logon request message. | 2021-06-10 20:37:02.140 SC Data - All Services | Network connection to server complete. | 2021-06-10 20:37:02.145 SC Data - All Services | Starting socket receive thread. | 2021-06-10 20:37:02.145 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: high | 2021-06-10 20:37:02.145 CQG WebAPI | Received symbol resolution report for symbol F.US.VXN21. Search Symbol: F.US.VXN21. Request ID: 577688. Contract ID: 1. | 2021-06-10 20:37:02.145 CQG WebAPI | Brokerage name: AMP. Account Name: 124822 | 2021-06-10 20:37:02.145 CQG WebAPI | Sending collateral subscribe request. | 2021-06-10 20:37:02.145 CQG WebAPI | Received symbol resolution report for symbol F.US.VXM21. Search Symbol: F.US.VXM21. Request ID: 577689. Contract ID: 2. | 2021-06-10 20:37:02.150 CQG WebAPI | Received symbol resolution report for symbol F.US.VXQ21. Search Symbol: F.US.VXQ21. Request ID: 577692. Contract ID: 3. | 2021-06-10 20:37:02.150 CQG WebAPI | Received symbol resolution report for symbol F.US.ENQU21. Search Symbol: F.US.ENQU21. Request ID: 577693. Contract ID: 4. | 2021-06-10 20:37:02.150 CQG WebAPI | Received symbol resolution report for symbol F.US.ENQM21. Search Symbol: F.US.ENQM21. Request ID: 577694. Contract ID: 5. | 2021-06-10 20:37:02.150 CQG WebAPI | Received symbol resolution report for symbol F.US.YMU21. Search Symbol: F.US.YMU21. Request ID: 577695. Contract ID: 6. | 2021-06-10 20:37:02.150 CQG WebAPI | Received symbol resolution report for symbol F.US.YMM21. Search Symbol: F.US.YMM21. Request ID: 577696. Contract ID: 7. | 2021-06-10 20:37:02.150 CQG WebAPI | Received symbol resolution report for symbol F.US.RTYU21. Search Symbol: F.US.RTYU21. Request ID: 577697. Contract ID: 8. | 2021-06-10 20:37:02.150 CQG WebAPI | Received symbol resolution report for symbol F.US.RTYM21. Search Symbol: F.US.RTYM21. Request ID: 577698. Contract ID: 9. | 2021-06-10 20:37:02.150 CQG WebAPI | Received symbol resolution report for symbol F.US.EPU21. Search Symbol: F.US.EPU21. Request ID: 577700. Contract ID: 10. | 2021-06-10 20:37:02.150 CQG WebAPI | Received symbol resolution report for symbol F.US.EPM21. Search Symbol: F.US.EPM21. Request ID: 577701. Contract ID: 11. | 2021-06-10 20:37:02.150 CQG WebAPI | Received message: Requested symbol was not found. | 2021-06-10 20:37:02.150 Symbol Error - F.US.EU6H21 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-10 20:37:02.150 CQG WebAPI | Received message: Requested symbol was not found. | 2021-06-10 20:37:02.150 Symbol Error - F.US.EPH21 is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-10 20:37:02.150 CQG WebAPI | Received message: Requested symbol was not found. | 2021-06-10 20:37:02.150 Symbol Error - $VIX is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-10 20:37:02.150 CQG WebAPI | Received message: Requested symbol was not found. | 2021-06-10 20:37:02.150 Symbol Error - $VVIX is unknown, unavailable, or improperly formatted. Requested symbol was not found. | 2021-06-10 20:37:02.150 Requesting market depth updates for: F.US.EPM21 if supported. | 2021-06-10 20:37:02.157 Separate subscription for market depth updates not supported. F.US.EPM21 | 2021-06-10 20:37:02.157 SC DTC Data with Market Depth | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:02.212 SC DTC Data with Market Depth | Sending logon request message. | 2021-06-10 20:37:02.212 Added historical Intraday data request for F.US.EPU21 to the queue. | 2021-06-10 20:37:02.216 Intraday data recording state for symbol F.US.EPU21 is set to download 'Pending'. | 2021-06-10 20:37:02.216 Triggering next historical data download in queue. | 2021-06-10 20:37:02.216 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:02.229 SC Data - All Services | Sending logon request message. | 2021-06-10 20:37:02.229 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:02.257 SC Data - All Services | Sending logon request message. | 2021-06-10 20:37:02.257 Mapping F.US.MESU21 to MESU21. Service code: cme | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.MESU21 (MESU21). ID: 35 Service code: cme | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.MESU21. ID: 577703 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.MESU21 (MESU21). ID: 35 | 2021-06-10 20:37:02.314 Mapping F.US.MNQU21 to MNQU21. Service code: cme | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.MNQU21 (MNQU21). ID: 36 Service code: cme | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.MNQU21. ID: 577704 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.MNQU21 (MNQU21). ID: 36 | 2021-06-10 20:37:02.314 Mapping F.US.MYMU21 to MYMU21. Service code: cbot | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.MYMU21 (MYMU21). ID: 37 Service code: cbot | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.MYMU21. ID: 577705 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.MYMU21 (MYMU21). ID: 37 | 2021-06-10 20:37:02.314 Mapping F.US.M2KU21 to M2KU21. Service code: cme | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.M2KU21 (M2KU21). ID: 38 Service code: cme | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.M2KU21. ID: 577706 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.M2KU21 (M2KU21). ID: 38 | 2021-06-10 20:37:02.314 Mapping F.US.BTCM21 to BTCM21. Service code: cme | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.BTCM21 (BTCM21). ID: 39 Service code: cme | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.BTCM21. ID: 577707 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.BTCM21 (BTCM21). ID: 39 | 2021-06-10 20:37:02.314 Mapping F.US.MBTM21 to MBTM21. Service code: cme | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.MBTM21 (MBTM21). ID: 40 Service code: cme | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.MBTM21. ID: 577708 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.MBTM21 (MBTM21). ID: 40 | 2021-06-10 20:37:02.314 SC DTC Data with Market Depth | Starting real-time market data updates for: ETHUSD-BMEX. ID: 41 Service code: bitmex | 2021-06-10 20:37:02.314 SC DTC Data with Market Depth | Requesting security definition data for: ETHUSD-BMEX. ID: 41 | 2021-06-10 20:37:02.314 Mapping F.US.GCEQ21 to GCQ21. Service code: comex | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.GCEQ21 (GCQ21). ID: 42 Service code: comex | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.GCEQ21. ID: 577709 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.GCEQ21 (GCQ21). ID: 42 | 2021-06-10 20:37:02.314 Mapping F.US.MGCQ21 to MGCQ21. Service code: comex | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.MGCQ21 (MGCQ21). ID: 43 Service code: comex | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.MGCQ21. ID: 577710 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.MGCQ21 (MGCQ21). ID: 43 | 2021-06-10 20:37:02.314 Mapping F.US.SIEN21 to SIN21. Service code: comex | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.SIEN21 (SIN21). ID: 44 Service code: comex | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.SIEN21. ID: 577711 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.SIEN21 (SIN21). ID: 44 | 2021-06-10 20:37:02.314 Mapping F.US.SILN21 to SILN21. Service code: comex | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.SILN21 (SILN21). ID: 45 Service code: comex | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.SILN21. ID: 577712 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.SILN21 (SILN21). ID: 45 | 2021-06-10 20:37:02.314 Mapping F.US.CPEN21 to HGN21. Service code: comex | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.CPEN21 (HGN21). ID: 46 Service code: comex | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.CPEN21. ID: 577713 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.CPEN21 (HGN21). ID: 46 | 2021-06-10 20:37:02.314 Mapping F.US.CLEN21 to CLN21. Service code: nymex | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.CLEN21 (CLN21). ID: 47 Service code: nymex | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.CLEN21. ID: 577714 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.CLEN21 (CLN21). ID: 47 | 2021-06-10 20:37:02.314 Mapping F.US.NQMN21 to QMN21. Service code: nymex | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.NQMN21 (QMN21). ID: 48 Service code: nymex | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.NQMN21. ID: 577715 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.NQMN21 (QMN21). ID: 48 | 2021-06-10 20:37:02.314 Mapping F.US.EU6U21 to 6EU21. Service code: cme | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.EU6U21 (6EU21). ID: 49 Service code: cme | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.EU6U21. ID: 577716 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.EU6U21 (6EU21). ID: 49 | 2021-06-10 20:37:02.314 Mapping F.US.M6EU21 to M6EU21. Service code: cme | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.M6EU21 (M6EU21). ID: 50 Service code: cme | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.M6EU21. ID: 577717 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.M6EU21 (M6EU21). ID: 50 | 2021-06-10 20:37:02.314 Mapping F.US.DA6U21 to 6AU21. Service code: cme | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.DA6U21 (6AU21). ID: 51 Service code: cme | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.DA6U21. ID: 577718 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.DA6U21 (6AU21). ID: 51 | 2021-06-10 20:37:02.314 Mapping F.US.BP6U21 to 6BU21. Service code: cme | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.BP6U21 (6BU21). ID: 52 Service code: cme | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.BP6U21. ID: 577719 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.BP6U21 (6BU21). ID: 52 | 2021-06-10 20:37:02.314 Mapping F.US.JY6U21 to 6JU21. Service code: cme | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.JY6U21 (6JU21). ID: 53 Service code: cme | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.JY6U21. ID: 577720 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.JY6U21 (6JU21). ID: 53 | 2021-06-10 20:37:02.314 Mapping F.US.TUAU21 to ZTU21. Service code: cbot | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.TUAU21 (ZTU21). ID: 54 Service code: cbot | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.TUAU21. ID: 577721 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.TUAU21 (ZTU21). ID: 54 | 2021-06-10 20:37:02.314 Mapping F.US.FVAU21 to ZFU21. Service code: cbot | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.FVAU21 (ZFU21). ID: 55 Service code: cbot | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.FVAU21. ID: 577722 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.FVAU21 (ZFU21). ID: 55 | 2021-06-10 20:37:02.314 Mapping F.US.TYAU21 to ZNU21. Service code: cbot | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.TYAU21 (ZNU21). ID: 56 Service code: cbot | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.TYAU21. ID: 577723 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.TYAU21 (ZNU21). ID: 56 | 2021-06-10 20:37:02.314 Mapping F.US.USAU21 to ZBU21. Service code: cbot | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.USAU21 (ZBU21). ID: 57 Service code: cbot | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.USAU21. ID: 577724 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.USAU21 (ZBU21). ID: 57 | 2021-06-10 20:37:02.314 Mapping F.US.ZCEN21 to ZCN21. Service code: cbot | 2021-06-10 20:37:02.314 SC Data - All Services | Starting real-time market data updates for: F.US.ZCEN21 (ZCN21). ID: 58 Service code: cbot | 2021-06-10 20:37:02.314 CQG WebAPI | Sending symbol resolution request for F.US.ZCEN21. ID: 577725 | 2021-06-10 20:37:02.314 SC Data - All Services | Requesting security definition data for: F.US.ZCEN21 (ZCN21). ID: 58 | 2021-06-10 20:37:02.314 Mapping F.US.ZSEN21 to ZSN21. Service code: cbot | 2021-06-10 20:37:02.315 SC Data - All Services | Starting real-time market data updates for: F.US.ZSEN21 (ZSN21). ID: 59 Service code: cbot | 2021-06-10 20:37:02.315 CQG WebAPI | Sending symbol resolution request for F.US.ZSEN21. ID: 577726 | 2021-06-10 20:37:02.315 SC Data - All Services | Requesting security definition data for: F.US.ZSEN21 (ZSN21). ID: 59 | 2021-06-10 20:37:02.315 Mapping F.US.ZWAN21 to ZWN21. Service code: cbot | 2021-06-10 20:37:02.315 SC Data - All Services | Starting real-time market data updates for: F.US.ZWAN21 (ZWN21). ID: 60 Service code: cbot | 2021-06-10 20:37:02.315 CQG WebAPI | Sending symbol resolution request for F.US.ZWAN21. ID: 577727 | 2021-06-10 20:37:02.315 SC Data - All Services | Requesting security definition data for: F.US.ZWAN21 (ZWN21). ID: 60 | 2021-06-10 20:37:02.315 Mapping F.US.GLEQ21 to LEQ21. Service code: cme | 2021-06-10 20:37:02.315 SC Data - All Services | Starting real-time market data updates for: F.US.GLEQ21 (LEQ21). ID: 61 Service code: cme | 2021-06-10 20:37:02.315 CQG WebAPI | Sending symbol resolution request for F.US.GLEQ21. ID: 577728 | 2021-06-10 20:37:02.315 SC Data - All Services | Requesting security definition data for: F.US.GLEQ21 (LEQ21). ID: 61 | 2021-06-10 20:37:02.315 Mapping F.US.HEN21 to HEN21. Service code: cme | 2021-06-10 20:37:02.315 SC Data - All Services | Starting real-time market data updates for: F.US.HEN21 (HEN21). ID: 62 Service code: cme | 2021-06-10 20:37:02.315 CQG WebAPI | Sending symbol resolution request for F.US.HEN21. ID: 577729 | 2021-06-10 20:37:02.315 SC Data - All Services | Requesting security definition data for: F.US.HEN21 (HEN21). ID: 62 | 2021-06-10 20:37:02.315 CQG WebAPI | Starting real-time market data updates for: F.US.DDM21. ID: 63 Service code: cqg | 2021-06-10 20:37:02.315 CQG WebAPI | Sending symbol resolution request for F.US.DDM21. ID: 577730 | 2021-06-10 20:37:02.315 CQG WebAPI | Requesting security definition data for: F.US.DDM21. ID: 63 | 2021-06-10 20:37:02.315 CQG WebAPI | Starting real-time market data updates for: F.US.FDXMM21. ID: 64 Service code: cqg | 2021-06-10 20:37:02.315 CQG WebAPI | Sending symbol resolution request for F.US.FDXMM21. ID: 577731 | 2021-06-10 20:37:02.315 CQG WebAPI | Requesting security definition data for: F.US.FDXMM21. ID: 64 | 2021-06-10 20:37:02.315 CQG WebAPI | Received symbol resolution report for symbol F.US.MESU21. Search Symbol: F.US.MESU21. Request ID: 577703. Contract ID: 12. | 2021-06-10 20:37:02.380 CQG WebAPI | Received symbol resolution report for symbol F.US.MNQU21. Search Symbol: F.US.MNQU21. Request ID: 577704. Contract ID: 13. | 2021-06-10 20:37:02.380 CQG WebAPI | Received symbol resolution report for symbol F.US.MYMU21. Search Symbol: F.US.MYMU21. Request ID: 577705. Contract ID: 14. | 2021-06-10 20:37:02.380 CQG WebAPI | Received symbol resolution report for symbol F.US.M2KU21. Search Symbol: F.US.M2KU21. Request ID: 577706. Contract ID: 15. | 2021-06-10 20:37:02.439 CQG WebAPI | Received symbol resolution report for symbol F.US.BTCM21. Search Symbol: F.US.BTCM21. Request ID: 577707. Contract ID: 16. | 2021-06-10 20:37:02.440 CQG WebAPI | Received symbol resolution report for symbol F.US.MBTM21. Search Symbol: F.US.MBTM21. Request ID: 577708. Contract ID: 17. | 2021-06-10 20:37:02.441 CQG WebAPI | Received symbol resolution report for symbol F.US.GCEQ21. Search Symbol: F.US.GCEQ21. Request ID: 577709. Contract ID: 18. | 2021-06-10 20:37:02.442 CQG WebAPI | Received symbol resolution report for symbol F.US.MGCQ21. Search Symbol: F.US.MGCQ21. Request ID: 577710. Contract ID: 19. | 2021-06-10 20:37:02.443 CQG WebAPI | Received symbol resolution report for symbol F.US.SIEN21. Search Symbol: F.US.SIEN21. Request ID: 577711. Contract ID: 20. | 2021-06-10 20:37:02.443 CQG WebAPI | Received symbol resolution report for symbol F.US.SILN21. Search Symbol: F.US.SILN21. Request ID: 577712. Contract ID: 21. | 2021-06-10 20:37:02.443 CQG WebAPI | Received symbol resolution report for symbol F.US.CPEN21. Search Symbol: F.US.CPEN21. Request ID: 577713. Contract ID: 22. | 2021-06-10 20:37:02.444 CQG WebAPI | Received symbol resolution report for symbol F.US.CLEN21. Search Symbol: F.US.CLEN21. Request ID: 577714. Contract ID: 23. | 2021-06-10 20:37:02.445 CQG WebAPI | Received symbol resolution report for symbol F.US.NQMN21. Search Symbol: F.US.NQMN21. Request ID: 577715. Contract ID: 24. | 2021-06-10 20:37:02.446 CQG WebAPI | Received symbol resolution report for symbol F.US.EU6U21. Search Symbol: F.US.EU6U21. Request ID: 577716. Contract ID: 25. | 2021-06-10 20:37:02.446 CQG WebAPI | Received symbol resolution report for symbol F.US.M6EU21. Search Symbol: F.US.M6EU21. Request ID: 577717. Contract ID: 26. | 2021-06-10 20:37:02.446 CQG WebAPI | Received symbol resolution report for symbol F.US.DA6U21. Search Symbol: F.US.DA6U21. Request ID: 577718. Contract ID: 27. | 2021-06-10 20:37:02.446 CQG WebAPI | Received symbol resolution report for symbol F.US.BP6U21. Search Symbol: F.US.BP6U21. Request ID: 577719. Contract ID: 28. | 2021-06-10 20:37:02.446 CQG WebAPI | Received symbol resolution report for symbol F.US.JY6U21. Search Symbol: F.US.JY6U21. Request ID: 577720. Contract ID: 29. | 2021-06-10 20:37:02.446 CQG WebAPI | Received symbol resolution report for symbol F.US.TUAU21. Search Symbol: F.US.TUAU21. Request ID: 577721. Contract ID: 30. | 2021-06-10 20:37:02.447 CQG WebAPI | Received symbol resolution report for symbol F.US.FVAU21. Search Symbol: F.US.FVAU21. Request ID: 577722. Contract ID: 31. | 2021-06-10 20:37:02.448 CQG WebAPI | Received symbol resolution report for symbol F.US.TYAU21. Search Symbol: F.US.TYAU21. Request ID: 577723. Contract ID: 32. | 2021-06-10 20:37:02.448 CQG WebAPI | Received symbol resolution report for symbol F.US.USAU21. Search Symbol: F.US.USAU21. Request ID: 577724. Contract ID: 33. | 2021-06-10 20:37:02.448 CQG WebAPI | Received symbol resolution report for symbol F.US.ZCEN21. Search Symbol: F.US.ZCEN21. Request ID: 577725. Contract ID: 34. | 2021-06-10 20:37:02.448 CQG WebAPI | Received symbol resolution report for symbol F.US.ZSEN21. Search Symbol: F.US.ZSEN21. Request ID: 577726. Contract ID: 35. | 2021-06-10 20:37:02.448 CQG WebAPI | Received symbol resolution report for symbol F.US.ZWAN21. Search Symbol: F.US.ZWAN21. Request ID: 577727. Contract ID: 36. | 2021-06-10 20:37:02.448 CQG WebAPI | Received symbol resolution report for symbol F.US.GLEQ21. Search Symbol: F.US.GLEQ21. Request ID: 577728. Contract ID: 37. | 2021-06-10 20:37:02.448 CQG WebAPI | Received symbol resolution report for symbol F.US.HEN21. Search Symbol: F.US.HEN21. Request ID: 577729. Contract ID: 38. | 2021-06-10 20:37:02.448 CQG WebAPI | Received symbol resolution report for symbol F.US.DDM21. Search Symbol: F.US.DDM21. Request ID: 577730. Contract ID: 39. | 2021-06-10 20:37:02.449 CQG WebAPI | Requesting market data for F.US.DDM21 | 2021-06-10 20:37:02.450 CQG WebAPI | Received symbol resolution report for symbol F.US.FDXMM21. Search Symbol: F.US.FDXMM21. Request ID: 577731. Contract ID: 40. | 2021-06-10 20:37:02.450 CQG WebAPI | Requesting market data for F.US.FDXMM21 | 2021-06-10 20:37:02.450 CQG WebAPI | Market data subscription for F.US.DDM21 was unsuccessful. Text: Real-time data for instrument F.US.DD (corresponding to ID = 39) are not allowed. | 2021-06-10 20:37:02.565 Symbol Error - F.US.DDM21 is unknown, unavailable, or improperly formatted. Real-time data for instrument F.US.DD (corresponding to ID = 39) are not allowed. | 2021-06-10 20:37:02.565 CQG WebAPI | Market data subscription for F.US.FDXMM21 was unsuccessful. Text: Real-time data for instrument F.US.FDXM (corresponding to ID = 40) are not allowed. | 2021-06-10 20:37:02.565 Symbol Error - F.US.FDXMM21 is unknown, unavailable, or improperly formatted. Real-time data for instrument F.US.FDXM (corresponding to ID = 40) are not allowed. | 2021-06-10 20:37:02.565 SC DTC Data with Market Depth | Received logon response. | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Server Name: SC Realtime Server. | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Server protocol version: 8. Client protocol version: 8 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Successfully connected. | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Trading is not supported. | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: AUS200 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: Bund | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: CHN50 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: ETHUSD-BMEX | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: EUSTX50 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: FRA40 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: HKG33 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: JPN225 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: NAS100 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: NISS-NYSE | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: NISS-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: SPX500 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: TICK-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: UK100 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: US30 | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: USDX | 2021-06-10 20:37:02.914 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: XBTUSD-BMEX | 2021-06-10 20:37:02.914 SC Data - All Services | Received logon response. | 2021-06-10 20:37:02.953 SC Data - All Services | Server Name: SC Realtime Server. | 2021-06-10 20:37:02.953 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-06-10 20:37:02.953 SC Data - All Services | Successfully connected. | 2021-06-10 20:37:02.953 SC Data - All Services | Trading is not supported. | 2021-06-10 20:37:02.953 SC Data - All Services | Restarting real-time data updates for symbol: $VIX -> $VIX | 2021-06-10 20:37:02.953 SC Data - All Services | Restarting real-time data updates for symbol: $VVIX -> $VVIX | 2021-06-10 20:37:02.953 SC Data - All Services | Received logon response. | 2021-06-10 20:37:02.978 SC Data - All Services | Server Name: SC Realtime Server. | 2021-06-10 20:37:02.978 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-06-10 20:37:02.978 SC Data - All Services | Successfully connected. | 2021-06-10 20:37:02.978 SC Data - All Services | Trading is not supported. | 2021-06-10 20:37:02.978 SC Data - All Services | Restarting real-time data updates for symbol: F.US.VXM21 -> VXM21_FUT_CFE | 2021-06-10 20:37:02.978 SC Data - All Services | Restarting real-time data updates for symbol: F.US.VXN21 -> VXN21_FUT_CFE | 2021-06-10 20:37:02.978 SC Data - All Services | Restarting real-time data updates for symbol: F.US.VXQ21 -> VXQ21_FUT_CFE | 2021-06-10 20:37:02.978 SC DTC Data with Market Depth | Received security definition for symbol AUS200 | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol Bund | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol CHN50 | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol ETHUSD-BMEX | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol EUSTX50 | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol FRA40 | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol HKG33 | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol JPN225 | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol NAS100 | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol NISS-NYSE | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol NISS-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol SPX500 | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol TICK-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol UK100 | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol US30 | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol USDX | 2021-06-10 20:37:03.104 SC DTC Data with Market Depth | Received security definition for symbol XBTUSD-BMEX | 2021-06-10 20:37:03.104 SC Data - All Services | Received security definition for symbol $VIX | 2021-06-10 20:37:03.114 SC Data - All Services | Received security definition for symbol $VVIX | 2021-06-10 20:37:03.114 SC Data - All Services | Received logon response. | 2021-06-10 20:37:03.166 SC Data - All Services | Server Name: SC Realtime Server. | 2021-06-10 20:37:03.166 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-06-10 20:37:03.166 SC Data - All Services | Successfully connected. | 2021-06-10 20:37:03.166 SC Data - All Services | Trading is not supported. | 2021-06-10 20:37:03.166 SC Data - All Services | Restarting real-time data updates for symbol: F.US.BP6U21 -> 6BU21 | 2021-06-10 20:37:03.166 SC Data - All Services | Restarting real-time data updates for symbol: F.US.BTCM21 -> BTCM21 | 2021-06-10 20:37:03.166 SC Data - All Services | Restarting real-time data updates for symbol: F.US.CLEN21 -> CLN21 | 2021-06-10 20:37:03.166 SC Data - All Services | Restarting real-time data updates for symbol: F.US.CPEN21 -> HGN21 | 2021-06-10 20:37:03.166 SC Data - All Services | Restarting real-time data updates for symbol: F.US.DA6U21 -> 6AU21 | 2021-06-10 20:37:03.166 SC Data - All Services | Restarting real-time data updates for symbol: F.US.ENQM21 -> NQM21 | 2021-06-10 20:37:03.166 SC Data - All Services | Restarting real-time data updates for symbol: F.US.ENQU21 -> NQU21 | 2021-06-10 20:37:03.166 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPH21 -> ESH21 | 2021-06-10 20:37:03.166 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPM20 -> ESM20 | 2021-06-10 20:37:03.166 Added historical Market depth datarequest for F.US.EPM21 to the queue. | 2021-06-10 20:37:03.166 Market depth data recording state for symbol F.US.EPM21 is set to download 'Pending'. | 2021-06-10 20:37:03.166 Triggering next historical data download in queue. | 2021-06-10 20:37:03.166 SC Data - All Services (Market Orders Data) | Connecting to the server ds13.sierracharts.com. Port 10060 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPM21 -> ESM21. Market Depth data restarted. | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPU20 -> ESU20 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EPU21 -> ESU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EU6H21 -> 6EH21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.EU6U21 -> 6EU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.FVAU21 -> ZFU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.GCEG21 -> GCG21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.GCEQ21 -> GCQ21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.GLEQ21 -> LEQ21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.HEN21 -> HEN21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.JY6U21 -> 6JU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.M2KU21 -> M2KU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.M6EU21 -> M6EU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.MBTM21 -> MBTM21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.MESU21 -> MESU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.MGCQ21 -> MGCQ21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.MNQU21 -> MNQU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.MYMU21 -> MYMU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.NQMN21 -> QMN21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.RTYM21 -> RTYM21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.RTYU21 -> RTYU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.SIEN21 -> SIN21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.SILN21 -> SILN21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.TUAU21 -> ZTU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.TYAU21 -> ZNU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.USAU21 -> ZBU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.YMM21 -> YMM21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.YMU21 -> YMU21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.ZCEN21 -> ZCN21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.ZSEN21 -> ZSN21 | 2021-06-10 20:37:03.168 SC Data - All Services | Restarting real-time data updates for symbol: F.US.ZWAN21 -> ZWN21 | 2021-06-10 20:37:03.168 DTC Client socket (10) | Creating socket. | 2021-06-10 20:37:03.168 DTC Client socket (10) | New receive buffer size: 5242880 | 2021-06-10 20:37:03.168 DTC Client socket (10) | Connecting to IP: 64.38.174.178. | 2021-06-10 20:37:03.168 HD Request # 31 | Downloading market depth chart data for F.US.EPM21. Service: cme.marketdepth | 2021-06-10 20:37:03.169 HD Request # 31 | Download start date-time: 2021-06-10 20:36:55.861680. | 2021-06-10 20:37:03.175 HD Request # 31 | Using server: ds21.sierracharts.com port 10149 | 2021-06-10 20:37:03.175 Socket (11) | Creating socket. | 2021-06-10 20:37:03.175 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:03.176 SC Data - All Services | Received security definition for symbol F.US.VXM21 | 2021-06-10 20:37:03.176 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-06-10 20:37:03.176 SC Data - All Services | Received security definition for symbol F.US.VXN21 | 2021-06-10 20:37:03.176 SC Data - All Services | Received security definition for symbol F.US.VXQ21 | 2021-06-10 20:37:03.176 SC Data - All Services (Market Orders Data) | Network connection to server complete. | 2021-06-10 20:37:03.216 SC Data - All Services (Market Orders Data) | Starting socket receive thread. | 2021-06-10 20:37:03.216 SC Data - All Services (Market Orders Data) | Sending encoding request to server: Binary VLS. Compression: high | 2021-06-10 20:37:03.216 SC Data - All Services (Market Orders Data) | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:03.274 SC Data - All Services (Market Orders Data) | Sending logon request message. | 2021-06-10 20:37:03.274 HD Request # 31 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:03.328 HD Request # 31 | Sending historical data logon request message. | 2021-06-10 20:37:03.328 Added historical Market depth datarequest for F.US.ENQM21 to the queue. | 2021-06-10 20:37:03.397 Market depth data recording state for symbol F.US.ENQM21 is set to download 'Pending'. | 2021-06-10 20:37:03.397 Triggering next historical data download in queue. | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.BP6U21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.BTCM21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.CLEN21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.CPEN21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.DA6U21 | 2021-06-10 20:37:03.397 Added historical Market depth datarequest for F.US.ENQU21 to the queue. | 2021-06-10 20:37:03.397 Market depth data recording state for symbol F.US.ENQU21 is set to download 'Pending'. | 2021-06-10 20:37:03.397 Triggering next historical data download in queue. | 2021-06-10 20:37:03.397 Added historical Market depth datarequest for F.US.EPH21 to the queue. | 2021-06-10 20:37:03.397 Market depth data recording state for symbol F.US.EPH21 is set to download 'Pending'. | 2021-06-10 20:37:03.397 Added historical Market depth datarequest for F.US.EPM20 to the queue. | 2021-06-10 20:37:03.397 Market depth data recording state for symbol F.US.EPM20 is set to download 'Pending'. | 2021-06-10 20:37:03.397 SC Data - All Services | Clearing market depth for F.US.EPM21 | 2021-06-10 20:37:03.397 Added historical Market depth datarequest for F.US.EPU20 to the queue. | 2021-06-10 20:37:03.397 Market depth data recording state for symbol F.US.EPU20 is set to download 'Pending'. | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.ENQM21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.ENQU21 | 2021-06-10 20:37:03.397 SC Data - All Services | Real-time data for symbol F.US.EPH21 is currently unavailable. | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.EPH21 | 2021-06-10 20:37:03.397 SC Data - All Services | Real-time data for symbol F.US.EPM20 is currently unavailable. | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.EPM20 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.EPM21 | 2021-06-10 20:37:03.397 Added historical Market depth datarequest for F.US.EPU21 to the queue. | 2021-06-10 20:37:03.397 Market depth data recording state for symbol F.US.EPU21 is set to download 'Pending'. | 2021-06-10 20:37:03.397 SC Data - All Services | Real-time data for symbol F.US.EPU20 is currently unavailable. | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.EPU20 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.EPU21 | 2021-06-10 20:37:03.397 SC Data - All Services | Real-time data for symbol F.US.EU6H21 is currently unavailable. | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.EU6H21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.EU6U21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.FVAU21 | 2021-06-10 20:37:03.397 SC Data - All Services | Real-time data for symbol F.US.GCEG21 is currently unavailable. | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.GCEG21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.GCEQ21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.GLEQ21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.HEN21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.JY6U21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.M2KU21 | 2021-06-10 20:37:03.397 SC Data - All Services | Received security definition for symbol F.US.M6EU21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.MBTM21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.MESU21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.MGCQ21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.MNQU21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.MYMU21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.NQMN21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.RTYM21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.RTYU21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.SIEN21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.SILN21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.TUAU21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.TYAU21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.USAU21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.YMM21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.YMU21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.ZCEN21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.ZSEN21 | 2021-06-10 20:37:03.398 SC Data - All Services | Received security definition for symbol F.US.ZWAN21 | 2021-06-10 20:37:03.398 HD Request # 31 | Requesting market depth data. Start date-time: 2021-06-10 20:36:55. Symbol: ESM21 | 2021-06-10 20:37:03.858 HD Request # 31 | Decompressing data. | 2021-06-10 20:37:03.929 HD Request # 31 | Receiving market depth data for F.US.EPM21 starting at 2021-06-10 20:36:57.017000 | 2021-06-10 20:37:03.929 Socket (11) | CloseSocket call. | 2021-06-10 20:37:03.930 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:03.930 Historical data download thread signaled to stop. | 2021-06-10 20:37:03.930 HD Request # 31 | Timestamp of first market depth data file record written: 2021-06-10 20:36:57.017000 | 2021-06-10 20:37:03.930 HD Request # 31 | Received 13 records from 2021-06-10 20:36:57.017000 to 2021-06-10 20:37:00.008000 (3.0 seconds) and wrote 13 records for F.US.EPM21 | 2021-06-10 20:37:03.930 HD Request # 31 | Completion time: 0s | 2021-06-10 20:37:03.930 HD Request # 31 | Market depth data download complete for F.US.EPM21. Unique request ID: 53 | 2021-06-10 20:37:03.930 Removing historical data download ID 53. | 2021-06-10 20:37:03.930 Real-time market depth file updates started for F.US.EPM21 | 2021-06-10 20:37:03.930 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPM21.2021-06-11.depth | 2021-06-10 20:37:03.933 Triggering next historical data download in queue. | 2021-06-10 20:37:03.933 HD Request # 32 | Downloading market depth chart data for F.US.ENQM21. Service: cme.marketdepth | 2021-06-10 20:37:03.933 HD Request # 32 | Download start date-time: 2021-06-10 20:36:55.857733. | 2021-06-10 20:37:03.940 HD Request # 32 | Using server: ds23.sierracharts.com port 10150 | 2021-06-10 20:37:03.940 Socket (12) | Creating socket. | 2021-06-10 20:37:03.940 Socket (12) | New receive buffer size: 5242880 | 2021-06-10 20:37:03.940 Socket (12) | Connecting to IP: 216.1.90.130. | 2021-06-10 20:37:03.940 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:04.004 Socket (11) | Closed. | 2021-06-10 20:37:04.004 HD Request # 32 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:04.102 HD Request # 32 | Sending historical data logon request message. | 2021-06-10 20:37:04.102 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPM21.2021-06-11.depth | 2021-06-10 20:37:04.198 SC Data - All Services (Market Orders Data) | Received logon response. | 2021-06-10 20:37:04.275 SC Data - All Services (Market Orders Data) | Server Name: SC Realtime Server. | 2021-06-10 20:37:04.275 SC Data - All Services (Market Orders Data) | Server protocol version: 8. Client protocol version: 8 | 2021-06-10 20:37:04.275 SC Data - All Services (Market Orders Data) | Successfully connected. | 2021-06-10 20:37:04.275 SC Data - All Services (Market Orders Data) | Trading is not supported. | 2021-06-10 20:37:04.275 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESM21. MinimumMarketByOrderQuantity: 10. Service code: cme | 2021-06-10 20:37:04.275 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: F.US.EPM21 -> ESM21 | 2021-06-10 20:37:04.275 HD Request # 32 | Requesting market depth data. Start date-time: 2021-06-10 20:36:55. Symbol: NQM21 | 2021-06-10 20:37:04.635 HD Request # 32 | Decompressing data. | 2021-06-10 20:37:04.709 HD Request # 32 | Receiving market depth data for F.US.ENQM21 starting at 2021-06-10 20:36:57.245000 | 2021-06-10 20:37:04.709 Socket (12) | CloseSocket call. | 2021-06-10 20:37:04.710 Socket (12) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:04.710 Historical data download thread signaled to stop. | 2021-06-10 20:37:04.710 HD Request # 32 | Timestamp of first market depth data file record written: 2021-06-10 20:36:57.245000 | 2021-06-10 20:37:04.710 HD Request # 32 | Received 123 records from 2021-06-10 20:36:57.245000 to 2021-06-10 20:37:03.009000 (5.8 seconds) and wrote 123 records for F.US.ENQM21 | 2021-06-10 20:37:04.710 HD Request # 32 | Completion time: 1s | 2021-06-10 20:37:04.710 HD Request # 32 | Market depth data download complete for F.US.ENQM21. Unique request ID: 54 | 2021-06-10 20:37:04.710 Removing historical data download ID 54. | 2021-06-10 20:37:04.710 Real-time market depth file updates started for F.US.ENQM21 | 2021-06-10 20:37:04.710 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.ENQM21.2021-06-11.depth | 2021-06-10 20:37:04.714 Triggering next historical data download in queue. | 2021-06-10 20:37:04.714 HD Request # 33 | Downloading market depth chart data for F.US.ENQU21. Service: cme.marketdepth | 2021-06-10 20:37:04.714 HD Request # 33 | Download start date-time: 2021-06-10 20:36:55.857827. | 2021-06-10 20:37:04.720 HD Request # 33 | Using server: ds21.sierracharts.com port 10149 | 2021-06-10 20:37:04.720 Socket (11) | Creating socket. | 2021-06-10 20:37:04.720 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:04.720 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-06-10 20:37:04.720 Socket (12) | Socket gracefully closed by remote side. | 2021-06-10 20:37:04.793 Socket (12) | Closed. | 2021-06-10 20:37:04.793 HD Request # 33 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:04.874 HD Request # 33 | Sending historical data logon request message. | 2021-06-10 20:37:04.874 HD Request # 33 | Requesting market depth data. Start date-time: 2021-06-10 20:36:55. Symbol: NQU21 | 2021-06-10 20:37:04.947 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.ENQM21.2021-06-11.depth | 2021-06-10 20:37:04.983 HD Request # 33 | Decompressing data. | 2021-06-10 20:37:05.026 HD Request # 33 | Receiving market depth data for F.US.ENQU21 starting at 2021-06-10 20:36:57.656000 | 2021-06-10 20:37:05.027 Socket (11) | CloseSocket call. | 2021-06-10 20:37:05.027 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:05.027 Historical data download thread signaled to stop. | 2021-06-10 20:37:05.041 HD Request # 33 | Timestamp of first market depth data file record written: 2021-06-10 20:36:57.656000 | 2021-06-10 20:37:05.041 HD Request # 33 | Received 140 records from 2021-06-10 20:36:57.656000 to 2021-06-10 20:37:03.656000 (6.0 seconds) and wrote 140 records for F.US.ENQU21 | 2021-06-10 20:37:05.041 HD Request # 33 | Completion time: 1s | 2021-06-10 20:37:05.041 HD Request # 33 | Market depth data download complete for F.US.ENQU21. Unique request ID: 55 | 2021-06-10 20:37:05.041 Removing historical data download ID 55. | 2021-06-10 20:37:05.041 Real-time market depth file updates started for F.US.ENQU21 | 2021-06-10 20:37:05.041 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.ENQU21.2021-06-11.depth | 2021-06-10 20:37:05.045 Triggering next historical data download in queue. | 2021-06-10 20:37:05.045 HD Request # 34 | Downloading market depth chart data for F.US.EPH21. Service: cme.marketdepth | 2021-06-10 20:37:05.045 HD Request # 34 | Download start date-time: 2021-06-10 20:36:55.857555. | 2021-06-10 20:37:05.051 HD Request # 34 | Using server: ds23.sierracharts.com port 10150 | 2021-06-10 20:37:05.051 Socket (12) | Creating socket. | 2021-06-10 20:37:05.051 Socket (12) | New receive buffer size: 5242880 | 2021-06-10 20:37:05.051 Socket (12) | Connecting to IP: 216.1.90.130. | 2021-06-10 20:37:05.051 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:05.099 Socket (11) | Closed. | 2021-06-10 20:37:05.100 HD Request # 34 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:05.212 HD Request # 34 | Sending historical data logon request message. | 2021-06-10 20:37:05.212 HD Request # 34 | Requesting market depth data. Start date-time: 2021-06-10 20:36:55. Symbol: ESH21 | 2021-06-10 20:37:05.285 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.ENQU21.2021-06-11.depth | 2021-06-10 20:37:05.292 Socket (12) | CloseSocket call. | 2021-06-10 20:37:05.358 HD Request # 34 | Error downloading historical Market Depth data for F.US.EPH21. No market depth data files found. Path: G:\CME_Data\MarketDepthData/ | 2021-06-10 20:37:05.358 Historical data download thread signaled to stop. | 2021-06-10 20:37:05.358 Socket (12) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:05.358 HD Request # 34 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for F.US.EPH21 | 2021-06-10 20:37:05.358 HD Request # 34 | Completion time: 0s | 2021-06-10 20:37:05.358 HD Request # 34 | Market depth data download complete for F.US.EPH21. Unique request ID: 56 | 2021-06-10 20:37:05.358 Removing historical data download ID 56. | 2021-06-10 20:37:05.358 Real-time market depth file updates started for F.US.EPH21 | 2021-06-10 20:37:05.358 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPH21.2021-06-11.depth | 2021-06-10 20:37:05.358 Triggering next historical data download in queue. | 2021-06-10 20:37:05.358 HD Request # 35 | Downloading market depth chart data for F.US.EPM20. Service: cme.marketdepth | 2021-06-10 20:37:05.358 HD Request # 35 | Download start date-time: 2021-06-10 20:36:55.857300. | 2021-06-10 20:37:05.364 HD Request # 35 | Using server: ds21.sierracharts.com port 10149 | 2021-06-10 20:37:05.364 Socket (11) | Creating socket. | 2021-06-10 20:37:05.364 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:05.364 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-06-10 20:37:05.364 Socket (12) | Socket gracefully closed by remote side. | 2021-06-10 20:37:05.430 Socket (12) | Closed. | 2021-06-10 20:37:05.430 HD Request # 35 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:05.513 HD Request # 35 | Sending historical data logon request message. | 2021-06-10 20:37:05.513 HD Request # 35 | Requesting market depth data. Start date-time: 2021-06-10 20:36:55. Symbol: ESM20 | 2021-06-10 20:37:05.585 Socket (11) | CloseSocket call. | 2021-06-10 20:37:05.658 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:05.658 HD Request # 35 | Error downloading historical Market Depth data for F.US.EPM20. No market depth data files found. Path: I:\CME_Data\MarketDepthData/ | 2021-06-10 20:37:05.659 Historical data download thread signaled to stop. | 2021-06-10 20:37:05.659 HD Request # 35 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for F.US.EPM20 | 2021-06-10 20:37:05.659 HD Request # 35 | Completion time: 0s | 2021-06-10 20:37:05.659 HD Request # 35 | Market depth data download complete for F.US.EPM20. Unique request ID: 57 | 2021-06-10 20:37:05.659 Removing historical data download ID 57. | 2021-06-10 20:37:05.659 Real-time market depth file updates started for F.US.EPM20 | 2021-06-10 20:37:05.659 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPM20.2021-06-11.depth | 2021-06-10 20:37:05.659 Triggering next historical data download in queue. | 2021-06-10 20:37:05.659 HD Request # 36 | Downloading market depth chart data for F.US.EPU20. Service: cme.marketdepth | 2021-06-10 20:37:05.659 HD Request # 36 | Download start date-time: 2021-06-10 20:36:55.857458. | 2021-06-10 20:37:05.665 HD Request # 36 | Using server: ds23.sierracharts.com port 10150 | 2021-06-10 20:37:05.665 Socket (12) | Creating socket. | 2021-06-10 20:37:05.665 Socket (12) | New receive buffer size: 5242880 | 2021-06-10 20:37:05.665 Socket (12) | Connecting to IP: 216.1.90.130. | 2021-06-10 20:37:05.665 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:05.730 Socket (11) | Closed. | 2021-06-10 20:37:05.730 HD Request # 36 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:05.822 HD Request # 36 | Sending historical data logon request message. | 2021-06-10 20:37:05.822 HD Request # 36 | Requesting market depth data. Start date-time: 2021-06-10 20:36:55. Symbol: ESU20 | 2021-06-10 20:37:05.894 Socket (12) | CloseSocket call. | 2021-06-10 20:37:05.970 HD Request # 36 | Error downloading historical Market Depth data for F.US.EPU20. No market depth data files found. Path: G:\CME_Data\MarketDepthData/ | 2021-06-10 20:37:05.970 Historical data download thread signaled to stop. | 2021-06-10 20:37:05.970 Socket (12) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:05.970 HD Request # 36 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for F.US.EPU20 | 2021-06-10 20:37:05.970 HD Request # 36 | Completion time: 0s | 2021-06-10 20:37:05.970 HD Request # 36 | Market depth data download complete for F.US.EPU20. Unique request ID: 58 | 2021-06-10 20:37:05.970 Removing historical data download ID 58. | 2021-06-10 20:37:05.970 Real-time market depth file updates started for F.US.EPU20 | 2021-06-10 20:37:05.970 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPU20.2021-06-11.depth | 2021-06-10 20:37:05.970 Triggering next historical data download in queue. | 2021-06-10 20:37:05.970 HD Request # 37 | Downloading market depth chart data for F.US.EPU21. Service: cme.marketdepth | 2021-06-10 20:37:05.970 HD Request # 37 | Download start date-time: 2021-06-10 20:36:55.861861. | 2021-06-10 20:37:05.977 HD Request # 37 | Using server: ds21.sierracharts.com port 10149 | 2021-06-10 20:37:05.977 Socket (11) | Creating socket. | 2021-06-10 20:37:05.977 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:05.977 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-06-10 20:37:05.977 Socket (12) | Socket gracefully closed by remote side. | 2021-06-10 20:37:06.042 Socket (12) | Closed. | 2021-06-10 20:37:06.042 HD Request # 37 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:06.126 HD Request # 37 | Sending historical data logon request message. | 2021-06-10 20:37:06.126 HD Request # 37 | Requesting market depth data. Start date-time: 2021-06-10 20:36:55. Symbol: ESU21 | 2021-06-10 20:37:06.199 HD Request # 37 | Decompressing data. | 2021-06-10 20:37:06.271 HD Request # 37 | Receiving market depth data for F.US.EPU21 starting at 2021-06-10 20:36:57.245000 | 2021-06-10 20:37:06.272 Socket (11) | CloseSocket call. | 2021-06-10 20:37:06.273 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:06.273 Historical data download thread signaled to stop. | 2021-06-10 20:37:06.273 HD Request # 37 | Timestamp of first market depth data file record written: 2021-06-10 20:36:57.245000 | 2021-06-10 20:37:06.273 HD Request # 37 | Received 224 records from 2021-06-10 20:36:57.245000 to 2021-06-10 20:37:04.101000 (6.9 seconds) and wrote 224 records for F.US.EPU21 | 2021-06-10 20:37:06.273 HD Request # 37 | Completion time: 1s | 2021-06-10 20:37:06.273 HD Request # 37 | Market depth data download complete for F.US.EPU21. Unique request ID: 59 | 2021-06-10 20:37:06.273 Removing historical data download ID 59. | 2021-06-10 20:37:06.273 Real-time market depth file updates started for F.US.EPU21 | 2021-06-10 20:37:06.273 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPU21.2021-06-11.depth | 2021-06-10 20:37:06.276 Triggering next historical data download in queue. | 2021-06-10 20:37:06.276 No download requests in the queue to start downloads for. | 2021-06-10 20:37:06.276 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:06.348 Socket (11) | Closed. | 2021-06-10 20:37:06.349 CQG WebAPI | Sending positions subscribe request. RequestID: 577732 | 2021-06-10 20:37:06.985 CQG WebAPI | Sending orders subscribe request. RequestID: 577733 | 2021-06-10 20:37:06.985 Requesting market depth updates for: F.US.ENQM21 if supported. | 2021-06-10 20:37:06.985 SC Data - All Services (Market Orders Data) | Starting market orders updates for: NQM21. MinimumMarketByOrderQuantity: 0. Service code: cme | 2021-06-10 20:37:06.985 Requesting market depth updates for: F.US.ENQU21 if supported. | 2021-06-10 20:37:06.985 SC Data - All Services (Market Orders Data) | Starting market orders updates for: NQU21. MinimumMarketByOrderQuantity: 0. Service code: cme | 2021-06-10 20:37:06.985 Requesting market depth updates for: F.US.EPH21 if supported. | 2021-06-10 20:37:06.985 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESH21. MinimumMarketByOrderQuantity: 10. Service code: cme | 2021-06-10 20:37:06.985 Requesting market depth updates for: F.US.EPM20 if supported. | 2021-06-10 20:37:06.985 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESM20. MinimumMarketByOrderQuantity: 10. Service code: cme | 2021-06-10 20:37:06.985 Requesting market depth updates for: F.US.EPU20 if supported. | 2021-06-10 20:37:06.985 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESU20. MinimumMarketByOrderQuantity: 10. Service code: cme | 2021-06-10 20:37:06.985 Requesting market depth updates for: F.US.EPU21 if supported. | 2021-06-10 20:37:06.985 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESU21. MinimumMarketByOrderQuantity: 10. Service code: cme | 2021-06-10 20:37:06.985 SC Data - All Services | Clearing market depth for F.US.ENQM21 | 2021-06-10 20:37:07.061 SC Data - All Services | Clearing market depth for F.US.ENQU21 | 2021-06-10 20:37:07.061 SC Data - All Services | Clearing market depth for F.US.EPH21 | 2021-06-10 20:37:07.062 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPH21.2021-06-11.depth | 2021-06-10 20:37:07.066 SC Data - All Services | Clearing market depth for F.US.EPM20 | 2021-06-10 20:37:07.066 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPM20.2021-06-11.depth | 2021-06-10 20:37:07.069 SC Data - All Services | Clearing market depth for F.US.EPU20 | 2021-06-10 20:37:07.069 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPU20.2021-06-11.depth | 2021-06-10 20:37:07.073 SC Data - All Services | Clearing market depth for F.US.EPU21 | 2021-06-10 20:37:07.073 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.EPU21.2021-06-11.depth | 2021-06-10 20:37:07.077 SC Data - All Services (Market Orders Data) | Real-time data for symbol F.US.EPH21 is currently unavailable. | 2021-06-10 20:37:07.155 SC Data - All Services (Market Orders Data) | Real-time data for symbol F.US.EPM20 is currently unavailable. | 2021-06-10 20:37:07.155 SC Data - All Services (Market Orders Data) | Real-time data for symbol F.US.EPU20 is currently unavailable. | 2021-06-10 20:37:07.155 HD Request # 38 | Downloading Intraday chart data for USDX to the file USDX.scid. Service: fxstatscalc | 2021-06-10 20:37:08.497 HD Request # 38 | Download start date-time: 2021-06-10 20:36:53.000000. File last date-time: 2021-06-10 20:36:53.000000 | 2021-06-10 20:37:08.497 HD Request # 38 | Using server: ds4.sierracharts.com port 10150 | 2021-06-10 20:37:08.497 Socket (11) | Creating socket. | 2021-06-10 20:37:08.497 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:08.498 Socket (11) | Connecting to IP: 192.81.56.146. | 2021-06-10 20:37:08.498 HD Request # 38 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:08.668 HD Request # 38 | Sending historical data logon request message. | 2021-06-10 20:37:08.668 HD Request # 38 | Requesting Intraday data. Start date-time: 2021-06-10 20:36:53. Record interval: 0. Symbol: USDX | 2021-06-10 20:37:09.289 HD Request # 38 | Decompressing data. | 2021-06-10 20:37:09.368 HD Request # 38 | Receiving Intraday data for USDX starting at 2021-06-10 20:36:53.000000 | 2021-06-10 20:37:09.368 Socket (11) | CloseSocket call. | 2021-06-10 20:37:09.368 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:09.369 Historical data download thread signaled to stop. | 2021-06-10 20:37:09.369 HD Request # 38 | Timestamp of first Intraday data file record written: 2021-06-10 20:36:57.000000 | 2021-06-10 20:37:09.369 HD Request # 38 | Received 11 records from 2021-06-10 20:36:53.000000 to 2021-06-10 20:37:07.000000 (14.0 seconds) and wrote 10 records for USDX | 2021-06-10 20:37:09.369 HD Request # 38 | Add time&sales data | Remembered last file record date-time: 2021-06-11 03:37:07.000000 | 2021-06-10 20:37:09.372 Added 4 Time and Sales records to Intraday data file for USDX after download. | 2021-06-10 20:37:09.372 HD Request # 38 | Completion time: 1s | 2021-06-10 20:37:09.372 HD Request # 38 | Intraday data download complete for USDX. Unique request ID: 39 | 2021-06-10 20:37:09.372 Removing historical data download ID 39. | 2021-06-10 20:37:09.372 Real-time Intraday chart data file updates started for USDX | 2021-06-10 20:37:09.372 Intraday chart data file opened for USDX | 2021-06-10 20:37:09.372 HD Request # 38 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:09.372 F.US.EPM21[M] 15 Min #9 | Historical data download for additional symbol USDX with ID 39 has completed. | 2021-06-10 20:37:09.372 Triggering next historical data download in queue. | 2021-06-10 20:37:09.372 HD Request # 39 | Downloading Intraday chart data for TICK-NYSE_NASDAQ_NYSEMKT to the file TICK-NYSE_NASDAQ_NYSEMKT.scid. Service: statscalc | 2021-06-10 20:37:09.372 HD Request # 39 | Download start date-time: 2021-06-10 17:00:04.000000. File last date-time: 2021-06-10 17:00:04.211000 | 2021-06-10 20:37:09.372 HD Request # 39 | Using server: ds12.sierracharts.com port 10149 | 2021-06-10 20:37:09.372 Socket (12) | Creating socket. | 2021-06-10 20:37:09.372 Socket (12) | New receive buffer size: 5242880 | 2021-06-10 20:37:09.372 Socket (12) | Connecting to IP: 204.15.197.14. | 2021-06-10 20:37:09.372 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:09.450 Socket (11) | Closed. | 2021-06-10 20:37:09.450 HD Request # 39 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:09.556 HD Request # 39 | Sending historical data logon request message. | 2021-06-10 20:37:09.556 Opened cached Intraday file: C:\SierraChart\Data\USDX.scid. Thread ID: 5696 | 2021-06-10 20:37:09.779 Chart #9 has tagged chart #8 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:09.834 F.US.EPU21[M] 5 Min #8 | Performing a full recalculation because it has been tagged. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:10.156 HD Request # 39 | Requesting Intraday data. Start date-time: 2021-06-10 17:00:04. Record interval: 0. Symbol: TICK-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:10.174 HD Request # 39 | Decompressing data. | 2021-06-10 20:37:10.255 HD Request # 39 | Receiving Intraday data for TICK-NYSE_NASDAQ_NYSEMKT starting at 2021-06-10 17:00:04.000000 | 2021-06-10 20:37:10.255 Socket (12) | CloseSocket call. | 2021-06-10 20:37:10.255 Historical data download thread signaled to stop. | 2021-06-10 20:37:10.255 HD Request # 39 | Received 1 record from 2021-06-10 17:00:04.000000 to 2021-06-10 17:00:04.000000 (0.0 seconds) and wrote 0 records for TICK-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:10.255 Socket (12) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:10.255 HD Request # 39 | Add time&sales data | Remembered last file record date-time: 2021-06-11 00:00:04.211000 | 2021-06-10 20:37:10.256 HD Request # 39 | Completion time: 1s | 2021-06-10 20:37:10.256 HD Request # 39 | Intraday data download complete for TICK-NYSE_NASDAQ_NYSEMKT. Unique request ID: 40 | 2021-06-10 20:37:10.256 Removing historical data download ID 40. | 2021-06-10 20:37:10.256 Real-time Intraday chart data file updates started for TICK-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:10.256 Intraday chart data file opened for TICK-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:10.256 HD Request # 39 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:10.256 F.US.EPM21[M] 15 Min #9 | Historical data download for additional symbol TICK-NYSE_NASDAQ_NYSEMKT with ID 40 has completed. | 2021-06-10 20:37:10.256 Triggering next historical data download in queue. | 2021-06-10 20:37:10.256 HD Request # 40 | Downloading Intraday chart data for NISS-NYSE to the file NISS-NYSE.scid. Service: statscalc | 2021-06-10 20:37:10.256 HD Request # 40 | Download start date-time: 2021-06-10 17:00:04.000000. File last date-time: 2021-06-10 17:00:04.211000 | 2021-06-10 20:37:10.256 HD Request # 40 | Using server: ds4.sierracharts.com port 10150 | 2021-06-10 20:37:10.256 Socket (11) | Creating socket. | 2021-06-10 20:37:10.256 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:10.256 Socket (11) | Connecting to IP: 192.81.56.146. | 2021-06-10 20:37:10.256 Chart #9 has tagged chart #8 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:10.323 Socket (12) | Socket gracefully closed by remote side. | 2021-06-10 20:37:10.342 Socket (12) | Closed. | 2021-06-10 20:37:10.342 HD Request # 40 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:10.432 HD Request # 40 | Sending historical data logon request message. | 2021-06-10 20:37:10.432 HD Request # 40 | Requesting Intraday data. Start date-time: 2021-06-10 17:00:04. Record interval: 0. Symbol: NISS-NYSE | 2021-06-10 20:37:10.512 HD Request # 40 | Decompressing data. | 2021-06-10 20:37:10.595 HD Request # 40 | Receiving Intraday data for NISS-NYSE starting at 2021-06-10 17:00:04.000000 | 2021-06-10 20:37:10.595 Socket (11) | CloseSocket call. | 2021-06-10 20:37:10.595 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:10.596 Historical data download thread signaled to stop. | 2021-06-10 20:37:10.596 HD Request # 40 | Received 1 record from 2021-06-10 17:00:04.000000 to 2021-06-10 17:00:04.000000 (0.0 seconds) and wrote 0 records for NISS-NYSE | 2021-06-10 20:37:10.596 HD Request # 40 | Add time&sales data | Remembered last file record date-time: 2021-06-11 00:00:04.211000 | 2021-06-10 20:37:10.596 HD Request # 40 | Completion time: 0s | 2021-06-10 20:37:10.596 HD Request # 40 | Intraday data download complete for NISS-NYSE. Unique request ID: 41 | 2021-06-10 20:37:10.596 Removing historical data download ID 41. | 2021-06-10 20:37:10.596 Real-time Intraday chart data file updates started for NISS-NYSE | 2021-06-10 20:37:10.596 Intraday chart data file opened for NISS-NYSE | 2021-06-10 20:37:10.596 HD Request # 40 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:10.596 TICK-NYSE_NASDAQ_NYSEMKT[M] 5 Min #6 | Historical data download for additional symbol NISS-NYSE with ID 41 has completed. | 2021-06-10 20:37:10.596 Triggering next historical data download in queue. | 2021-06-10 20:37:10.596 HD Request # 41 | Downloading Intraday chart data for NISS-NYSE_NASDAQ_NYSEMKT to the file NISS-NYSE_NASDAQ_NYSEMKT.scid. Service: statscalc | 2021-06-10 20:37:10.596 HD Request # 41 | Download start date-time: 2021-06-10 17:00:04.000000. File last date-time: 2021-06-10 17:00:04.211000 | 2021-06-10 20:37:10.596 HD Request # 41 | Using server: ds12.sierracharts.com port 10149 | 2021-06-10 20:37:10.596 Socket (12) | Creating socket. | 2021-06-10 20:37:10.596 Socket (12) | New receive buffer size: 5242880 | 2021-06-10 20:37:10.596 Socket (12) | Connecting to IP: 204.15.197.14. | 2021-06-10 20:37:10.596 Chart #6 has tagged chart #8 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:10.613 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:10.677 Socket (11) | Closed. | 2021-06-10 20:37:10.677 F.US.EPU21[M] 5 Min #8 | Performing a full recalculation because it has been tagged. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:10.677 HD Request # 41 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:10.783 HD Request # 41 | Sending historical data logon request message. | 2021-06-10 20:37:10.783 HD Request # 41 | Requesting Intraday data. Start date-time: 2021-06-10 17:00:04. Record interval: 0. Symbol: NISS-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:10.864 HD Request # 41 | Decompressing data. | 2021-06-10 20:37:10.945 HD Request # 41 | Receiving Intraday data for NISS-NYSE_NASDAQ_NYSEMKT starting at 2021-06-10 17:00:04.000000 | 2021-06-10 20:37:10.946 Socket (12) | CloseSocket call. | 2021-06-10 20:37:10.946 Socket (12) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:10.946 Historical data download thread signaled to stop. | 2021-06-10 20:37:10.946 HD Request # 41 | Received 1 record from 2021-06-10 17:00:04.000000 to 2021-06-10 17:00:04.000000 (0.0 seconds) and wrote 0 records for NISS-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:10.946 HD Request # 41 | Add time&sales data | Remembered last file record date-time: 2021-06-11 00:00:04.211000 | 2021-06-10 20:37:10.946 HD Request # 41 | Completion time: 0s | 2021-06-10 20:37:10.946 HD Request # 41 | Intraday data download complete for NISS-NYSE_NASDAQ_NYSEMKT. Unique request ID: 42 | 2021-06-10 20:37:10.946 Removing historical data download ID 42. | 2021-06-10 20:37:10.946 Real-time Intraday chart data file updates started for NISS-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:10.946 Intraday chart data file opened for NISS-NYSE_NASDAQ_NYSEMKT | 2021-06-10 20:37:10.946 HD Request # 41 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:10.946 TICK-NYSE_NASDAQ_NYSEMKT[M] 5 Min #6 | Historical data download for additional symbol NISS-NYSE_NASDAQ_NYSEMKT with ID 42 has completed. | 2021-06-10 20:37:10.946 Triggering next historical data download in queue. | 2021-06-10 20:37:10.946 HD Request # 42 | Downloading Intraday chart data for F.US.VXM21 to the file F.US.VXM21.scid. Service: cfe_exchange.data | 2021-06-10 20:37:10.946 HD Request # 42 | Download start date-time: 2021-06-10 20:35:46.000000. File last date-time: 2021-06-10 20:35:46.323000 | 2021-06-10 20:37:10.946 HD Request # 42 | Using server: ds12-3.sierracharts.com port 10150 | 2021-06-10 20:37:10.947 Socket (11) | Creating socket. | 2021-06-10 20:37:10.947 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:10.947 Socket (11) | Connecting to IP: 204.15.197.12. | 2021-06-10 20:37:10.947 Socket (12) | Socket gracefully closed by remote side. | 2021-06-10 20:37:11.045 Socket (12) | Closed. | 2021-06-10 20:37:11.045 Chart #6 has tagged chart #8 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:11.108 HD Request # 42 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:11.128 HD Request # 42 | Sending historical data logon request message. | 2021-06-10 20:37:11.128 F.US.EPU21[M] 5 Min #8 | Performing a full recalculation because it has been tagged. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:11.170 HD Request # 42 | Requesting Intraday data. Start date-time: 2021-06-10 20:35:46. Record interval: 0. Symbol: VXM21_FUT_CFE | 2021-06-10 20:37:11.734 HD Request # 42 | Decompressing data. | 2021-06-10 20:37:11.815 HD Request # 42 | Receiving Intraday data for F.US.VXM21 starting at 2021-06-10 20:35:46.323000 | 2021-06-10 20:37:11.816 Socket (11) | CloseSocket call. | 2021-06-10 20:37:11.816 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:11.816 Historical data download thread signaled to stop. | 2021-06-10 20:37:11.819 HD Request # 42 | Received 1 record from 2021-06-10 20:35:46.323000 to 2021-06-10 20:35:46.323000 (0.0 seconds) and wrote 0 records for F.US.VXM21 | 2021-06-10 20:37:11.819 HD Request # 42 | Add time&sales data | Remembered last file record date-time: 2021-06-11 03:35:46.323000 | 2021-06-10 20:37:11.820 HD Request # 42 | Completion time: 1s | 2021-06-10 20:37:11.820 HD Request # 42 | Intraday data download complete for F.US.VXM21. Unique request ID: 43 | 2021-06-10 20:37:11.820 Removing historical data download ID 43. | 2021-06-10 20:37:11.820 Real-time Intraday chart data file updates started for F.US.VXM21 | 2021-06-10 20:37:11.820 Intraday chart data file opened for F.US.VXM21 | 2021-06-10 20:37:11.820 HD Request # 42 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:11.820 F.US.EPU21[M] 5 Min #8 | Historical data download for additional symbol F.US.VXM21 with ID 43 has completed. | 2021-06-10 20:37:11.820 Triggering next historical data download in queue. | 2021-06-10 20:37:11.820 HD Request # 43 | Downloading Intraday chart data for $VIX to the file $VIX.scid. Service: cboe.index | 2021-06-10 20:37:11.820 HD Request # 43 | Download start date-time: 2021-06-10 13:14:50.000000. File last date-time: 2021-06-10 13:14:50.510000 | 2021-06-10 20:37:11.820 HD Request # 43 | Using server: exchangehistdata2.sierracharts.com port 10149 | 2021-06-10 20:37:11.820 Socket (12) | Creating socket. | 2021-06-10 20:37:11.820 Socket (12) | New receive buffer size: 5242880 | 2021-06-10 20:37:11.820 Socket (12) | Connecting to IP: 8.18.161.133. | 2021-06-10 20:37:11.820 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:11.908 Socket (11) | Closed. | 2021-06-10 20:37:11.908 HD Request # 43 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:11.966 HD Request # 43 | Sending historical data logon request message. | 2021-06-10 20:37:11.966 HD Request # 43 | Requesting Intraday data. Start date-time: 2021-06-10 13:14:50. Record interval: 0. Symbol: $VIX | 2021-06-10 20:37:12.494 HD Request # 43 | Decompressing data. | 2021-06-10 20:37:12.560 HD Request # 43 | Receiving Intraday data for $VIX starting at 2021-06-10 13:14:50.510000 | 2021-06-10 20:37:12.561 Socket (12) | CloseSocket call. | 2021-06-10 20:37:12.561 Socket (12) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:12.561 Historical data download thread signaled to stop. | 2021-06-10 20:37:12.582 HD Request # 43 | Received 1 record from 2021-06-10 13:14:50.510000 to 2021-06-10 13:14:50.510000 (0.0 seconds) and wrote 0 records for $VIX | 2021-06-10 20:37:12.582 HD Request # 43 | Add time&sales data | Remembered last file record date-time: 2021-06-10 20:14:50.510000 | 2021-06-10 20:37:12.582 HD Request # 43 | Completion time: 1s | 2021-06-10 20:37:12.582 HD Request # 43 | Intraday data download complete for $VIX. Unique request ID: 44 | 2021-06-10 20:37:12.582 Removing historical data download ID 44. | 2021-06-10 20:37:12.582 Real-time Intraday chart data file updates started for $VIX | 2021-06-10 20:37:12.582 Intraday chart data file opened for $VIX | 2021-06-10 20:37:12.582 HD Request # 43 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:12.582 F.US.EPU21[M] 5 Min #8 | Historical data download for additional symbol $VIX with ID 44 has completed. | 2021-06-10 20:37:12.582 Triggering next historical data download in queue. | 2021-06-10 20:37:12.582 HD Request # 44 | Downloading Intraday chart data for $VVIX to the file $VVIX.scid. Service: cboe.index | 2021-06-10 20:37:12.582 HD Request # 44 | Download start date-time: 2021-06-10 13:14:51.000000. File last date-time: 2021-06-10 13:14:51.480000 | 2021-06-10 20:37:12.582 HD Request # 44 | Using server: exchangehistdata1.sierracharts.com port 10150 | 2021-06-10 20:37:12.582 Socket (11) | Creating socket. | 2021-06-10 20:37:12.582 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:12.582 Socket (11) | Connecting to IP: 8.18.161.135. | 2021-06-10 20:37:12.582 Socket (12) | Socket gracefully closed by remote side. | 2021-06-10 20:37:12.632 Socket (12) | Closed. | 2021-06-10 20:37:12.632 HD Request # 44 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:12.735 HD Request # 44 | Sending historical data logon request message. | 2021-06-10 20:37:12.735 HD Request # 44 | Requesting Intraday data. Start date-time: 2021-06-10 13:14:51. Record interval: 0. Symbol: $VVIX | 2021-06-10 20:37:13.263 HD Request # 44 | Decompressing data. | 2021-06-10 20:37:13.329 HD Request # 44 | Receiving Intraday data for $VVIX starting at 2021-06-10 13:14:51.480000 | 2021-06-10 20:37:13.330 Socket (11) | CloseSocket call. | 2021-06-10 20:37:13.330 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:13.330 Historical data download thread signaled to stop. | 2021-06-10 20:37:13.331 HD Request # 44 | Received 1 record from 2021-06-10 13:14:51.480000 to 2021-06-10 13:14:51.480000 (0.0 seconds) and wrote 0 records for $VVIX | 2021-06-10 20:37:13.331 HD Request # 44 | Add time&sales data | Remembered last file record date-time: 2021-06-10 20:14:51.480000 | 2021-06-10 20:37:13.331 HD Request # 44 | Completion time: 1s | 2021-06-10 20:37:13.331 HD Request # 44 | Intraday data download complete for $VVIX. Unique request ID: 45 | 2021-06-10 20:37:13.331 Removing historical data download ID 45. | 2021-06-10 20:37:13.331 Real-time Intraday chart data file updates started for $VVIX | 2021-06-10 20:37:13.331 Intraday chart data file opened for $VVIX | 2021-06-10 20:37:13.331 HD Request # 44 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:13.331 F.US.EPU21[M] 5 Min #8 | Historical data download for additional symbol $VVIX with ID 45 has completed. | 2021-06-10 20:37:13.331 Triggering next historical data download in queue. | 2021-06-10 20:37:13.331 HD Request # 45 | Downloading Intraday chart data for F.US.VXN21 to the file F.US.VXN21.scid. Service: cfe_exchange.data | 2021-06-10 20:37:13.331 HD Request # 45 | Download start date-time: 2021-06-10 20:35:13.000000. File last date-time: 2021-06-10 20:35:13.504001 | 2021-06-10 20:37:13.332 HD Request # 45 | Using server: ds12-3.sierracharts.com port 10149 | 2021-06-10 20:37:13.332 Socket (12) | Creating socket. | 2021-06-10 20:37:13.332 Socket (12) | New receive buffer size: 5242880 | 2021-06-10 20:37:13.332 Socket (12) | Connecting to IP: 204.15.197.12. | 2021-06-10 20:37:13.332 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:13.402 Socket (11) | Closed. | 2021-06-10 20:37:13.402 HD Request # 45 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:13.519 HD Request # 45 | Sending historical data logon request message. | 2021-06-10 20:37:13.519 HD Request # 45 | Requesting Intraday data. Start date-time: 2021-06-10 20:35:13. Record interval: 0. Symbol: VXN21_FUT_CFE | 2021-06-10 20:37:13.600 HD Request # 45 | Decompressing data. | 2021-06-10 20:37:13.680 HD Request # 45 | Receiving Intraday data for F.US.VXN21 starting at 2021-06-10 20:35:13.504000 | 2021-06-10 20:37:13.681 Socket (12) | CloseSocket call. | 2021-06-10 20:37:13.681 Socket (12) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:13.682 Historical data download thread signaled to stop. | 2021-06-10 20:37:13.682 HD Request # 45 | Received 2 records from 2021-06-10 20:35:13.504000 to 2021-06-10 20:35:13.504001 (0.0 seconds) and wrote 0 records for F.US.VXN21 | 2021-06-10 20:37:13.682 HD Request # 45 | Add time&sales data | Remembered last file record date-time: 2021-06-11 03:35:13.504001 | 2021-06-10 20:37:13.682 HD Request # 45 | Completion time: 0s | 2021-06-10 20:37:13.682 HD Request # 45 | Intraday data download complete for F.US.VXN21. Unique request ID: 46 | 2021-06-10 20:37:13.682 Removing historical data download ID 46. | 2021-06-10 20:37:13.682 Real-time Intraday chart data file updates started for F.US.VXN21 | 2021-06-10 20:37:13.682 Intraday chart data file opened for F.US.VXN21 | 2021-06-10 20:37:13.682 HD Request # 45 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:13.682 F.US.EPU21[M] 5 Min #8 | Historical data download for additional symbol F.US.VXN21 with ID 46 has completed. | 2021-06-10 20:37:13.682 Triggering next historical data download in queue. | 2021-06-10 20:37:13.682 HD Request # 46 | Downloading Intraday chart data for F.US.VXQ21 to the file F.US.VXQ21.scid. Service: cfe_exchange.data | 2021-06-10 20:37:13.682 HD Request # 46 | Download start date-time: 2021-06-10 20:17:32.000000. File last date-time: 2021-06-10 20:17:32.193001 | 2021-06-10 20:37:13.683 HD Request # 46 | Using server: ds12-3.sierracharts.com port 10150 | 2021-06-10 20:37:13.683 Socket (11) | Creating socket. | 2021-06-10 20:37:13.683 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:13.683 Socket (11) | Connecting to IP: 204.15.197.12. | 2021-06-10 20:37:13.683 Socket (12) | Socket gracefully closed by remote side. | 2021-06-10 20:37:13.767 Socket (12) | Closed. | 2021-06-10 20:37:13.767 HD Request # 46 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:13.866 HD Request # 46 | Sending historical data logon request message. | 2021-06-10 20:37:13.866 HD Request # 46 | Requesting Intraday data. Start date-time: 2021-06-10 20:17:32. Record interval: 0. Symbol: VXQ21_FUT_CFE | 2021-06-10 20:37:13.947 HD Request # 46 | Decompressing data. | 2021-06-10 20:37:14.029 HD Request # 46 | Receiving Intraday data for F.US.VXQ21 starting at 2021-06-10 20:17:32.193000 | 2021-06-10 20:37:14.029 Socket (11) | CloseSocket call. | 2021-06-10 20:37:14.029 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:14.029 Historical data download thread signaled to stop. | 2021-06-10 20:37:14.029 HD Request # 46 | Received 2 records from 2021-06-10 20:17:32.193000 to 2021-06-10 20:17:32.193001 (0.0 seconds) and wrote 0 records for F.US.VXQ21 | 2021-06-10 20:37:14.029 HD Request # 46 | Add time&sales data | Remembered last file record date-time: 2021-06-11 03:17:32.193001 | 2021-06-10 20:37:14.030 HD Request # 46 | Completion time: 1s | 2021-06-10 20:37:14.030 HD Request # 46 | Intraday data download complete for F.US.VXQ21. Unique request ID: 47 | 2021-06-10 20:37:14.030 Removing historical data download ID 47. | 2021-06-10 20:37:14.030 Real-time Intraday chart data file updates started for F.US.VXQ21 | 2021-06-10 20:37:14.030 Intraday chart data file opened for F.US.VXQ21 | 2021-06-10 20:37:14.030 HD Request # 46 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:14.030 F.US.EPU21[M] 5 Min #8 | Historical data download for additional symbol F.US.VXQ21 with ID 47 has completed. | 2021-06-10 20:37:14.030 Triggering next historical data download in queue. | 2021-06-10 20:37:14.030 HD Request # 47 | Downloading Intraday chart data for F.US.ENQM21 to the file F.US.ENQM21.scid. Service: cme | 2021-06-10 20:37:14.030 HD Request # 47 | Download start date-time: 2021-06-10 20:36:47.000000. File last date-time: 2021-06-10 20:36:47.628000 | 2021-06-10 20:37:14.030 HD Request # 47 | Using server: ds23.sierracharts.com port 10149 | 2021-06-10 20:37:14.030 Socket (12) | Creating socket. | 2021-06-10 20:37:14.030 Socket (12) | New receive buffer size: 5242880 | 2021-06-10 20:37:14.030 Socket (12) | Connecting to IP: 216.1.90.130. | 2021-06-10 20:37:14.030 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:14.115 Socket (11) | Closed. | 2021-06-10 20:37:14.115 HD Request # 47 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:14.189 HD Request # 47 | Sending historical data logon request message. | 2021-06-10 20:37:14.189 HD Request # 47 | Requesting Intraday data. Start date-time: 2021-06-10 20:36:47. Record interval: 0. Symbol: NQM21 | 2021-06-10 20:37:14.738 HD Request # 47 | Decompressing data. | 2021-06-10 20:37:14.811 HD Request # 47 | Receiving Intraday data for F.US.ENQM21 starting at 2021-06-10 20:36:47.628000 | 2021-06-10 20:37:14.811 Socket (12) | CloseSocket call. | 2021-06-10 20:37:14.811 Socket (12) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:14.811 Historical data download thread signaled to stop. | 2021-06-10 20:37:14.811 HD Request # 47 | Timestamp of first Intraday data file record written: 2021-06-10 20:37:01.069000 | 2021-06-10 20:37:14.812 HD Request # 47 | Received 9 records from 2021-06-10 20:36:47.628000 to 2021-06-10 20:37:07.590002 (20.0 seconds) and wrote 8 records for F.US.ENQM21 | 2021-06-10 20:37:14.812 HD Request # 47 | Add time&sales data | Remembered last file record date-time: 2021-06-11 03:37:07.590002 | 2021-06-10 20:37:14.815 HD Request # 47 | Completion time: 0s | 2021-06-10 20:37:14.815 HD Request # 47 | Intraday data download complete for F.US.ENQM21. Unique request ID: 48 | 2021-06-10 20:37:14.815 Removing historical data download ID 48. | 2021-06-10 20:37:14.815 Real-time Intraday chart data file updates started for F.US.ENQM21 | 2021-06-10 20:37:14.815 Intraday chart data file opened for F.US.ENQM21 | 2021-06-10 20:37:14.815 HD Request # 47 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:14.815 F.US.EPU21[M] 5 Min #8 | Historical data download for additional symbol F.US.ENQM21 with ID 48 has completed. | 2021-06-10 20:37:14.815 Triggering next historical data download in queue. | 2021-06-10 20:37:14.815 HD Request # 48 | Downloading Intraday chart data for F.US.YMM21 to the file F.US.YMM21.scid. Service: cbot | 2021-06-10 20:37:14.815 HD Request # 48 | Download start date-time: 2021-06-10 20:36:12.000000. File last date-time: 2021-06-10 20:36:12.026000 | 2021-06-10 20:37:14.816 HD Request # 48 | Using server: ds21.sierracharts.com port 10150 | 2021-06-10 20:37:14.816 Socket (11) | Creating socket. | 2021-06-10 20:37:14.816 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:14.816 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-06-10 20:37:14.816 Socket (12) | Socket gracefully closed by remote side. | 2021-06-10 20:37:14.887 Socket (12) | Closed. | 2021-06-10 20:37:14.887 HD Request # 48 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:14.970 HD Request # 48 | Sending historical data logon request message. | 2021-06-10 20:37:14.970 HD Request # 48 | Requesting Intraday data. Start date-time: 2021-06-10 20:36:12. Record interval: 0. Symbol: YMM21 | 2021-06-10 20:37:15.497 HD Request # 48 | Decompressing data. | 2021-06-10 20:37:15.568 HD Request # 48 | Receiving Intraday data for F.US.YMM21 starting at 2021-06-10 20:36:12.025000 | 2021-06-10 20:37:15.568 Socket (11) | CloseSocket call. | 2021-06-10 20:37:15.569 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:15.569 Historical data download thread signaled to stop. | 2021-06-10 20:37:15.569 HD Request # 48 | Timestamp of first Intraday data file record written: 2021-06-10 20:37:01.069000 | 2021-06-10 20:37:15.569 HD Request # 48 | Received 6 records from 2021-06-10 20:36:12.025000 to 2021-06-10 20:37:01.069001 (49.0 seconds) and wrote 2 records for F.US.YMM21 | 2021-06-10 20:37:15.569 HD Request # 48 | Add time&sales data | Remembered last file record date-time: 2021-06-11 03:37:01.069001 | 2021-06-10 20:37:15.572 HD Request # 48 | Completion time: 1s | 2021-06-10 20:37:15.572 HD Request # 48 | Intraday data download complete for F.US.YMM21. Unique request ID: 49 | 2021-06-10 20:37:15.572 Removing historical data download ID 49. | 2021-06-10 20:37:15.572 Real-time Intraday chart data file updates started for F.US.YMM21 | 2021-06-10 20:37:15.572 Intraday chart data file opened for F.US.YMM21 | 2021-06-10 20:37:15.572 HD Request # 48 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:15.572 F.US.EPU21[M] 5 Min #8 | Historical data download for additional symbol F.US.YMM21 with ID 49 has completed. | 2021-06-10 20:37:15.572 Triggering next historical data download in queue. | 2021-06-10 20:37:15.572 HD Request # 49 | Downloading Intraday chart data for F.US.RTYM21 to the file F.US.RTYM21.scid. Service: cme | 2021-06-10 20:37:15.572 HD Request # 49 | Download start date-time: 2021-06-10 20:36:54.000000. File last date-time: 2021-06-10 20:36:54.523000 | 2021-06-10 20:37:15.572 HD Request # 49 | Using server: ds23.sierracharts.com port 10149 | 2021-06-10 20:37:15.572 Socket (12) | Creating socket. | 2021-06-10 20:37:15.572 Socket (12) | New receive buffer size: 5242880 | 2021-06-10 20:37:15.572 Socket (12) | Connecting to IP: 216.1.90.130. | 2021-06-10 20:37:15.572 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:15.656 Socket (11) | Closed. | 2021-06-10 20:37:15.656 HD Request # 49 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:15.751 HD Request # 49 | Sending historical data logon request message. | 2021-06-10 20:37:15.751 HD Request # 49 | Requesting Intraday data. Start date-time: 2021-06-10 20:36:54. Record interval: 0. Symbol: RTYM21 | 2021-06-10 20:37:15.823 HD Request # 49 | Decompressing data. | 2021-06-10 20:37:15.895 HD Request # 49 | Receiving Intraday data for F.US.RTYM21 starting at 2021-06-10 20:36:54.523000 | 2021-06-10 20:37:15.896 Socket (12) | CloseSocket call. | 2021-06-10 20:37:15.896 Socket (12) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:15.896 Historical data download thread signaled to stop. | 2021-06-10 20:37:15.896 HD Request # 49 | Received 1 record from 2021-06-10 20:36:54.523000 to 2021-06-10 20:36:54.523000 (0.0 seconds) and wrote 0 records for F.US.RTYM21 | 2021-06-10 20:37:15.896 HD Request # 49 | Add time&sales data | Remembered last file record date-time: 2021-06-11 03:36:54.523000 | 2021-06-10 20:37:15.896 HD Request # 49 | Completion time: 0s | 2021-06-10 20:37:15.896 HD Request # 49 | Intraday data download complete for F.US.RTYM21. Unique request ID: 50 | 2021-06-10 20:37:15.896 Removing historical data download ID 50. | 2021-06-10 20:37:15.896 Real-time Intraday chart data file updates started for F.US.RTYM21 | 2021-06-10 20:37:15.896 Intraday chart data file opened for F.US.RTYM21 | 2021-06-10 20:37:15.896 HD Request # 49 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:15.896 F.US.EPU21[M] 5 Min #8 | Historical data download for additional symbol F.US.RTYM21 with ID 50 has completed. | 2021-06-10 20:37:15.896 Triggering next historical data download in queue. | 2021-06-10 20:37:15.896 HD Request # 50 | Downloading Intraday chart data for F.US.EPM21 to the file F.US.EPM21.scid. Service: cme | 2021-06-10 20:37:15.896 HD Request # 50 | Download start date-time: 2021-06-10 20:36:51.000000. File last date-time: 2021-06-10 20:36:51.422002 | 2021-06-10 20:37:15.896 HD Request # 50 | Using server: ds21.sierracharts.com port 10150 | 2021-06-10 20:37:15.896 Socket (11) | Creating socket. | 2021-06-10 20:37:15.896 Socket (11) | New receive buffer size: 5242880 | 2021-06-10 20:37:15.897 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-06-10 20:37:15.897 Socket (12) | Socket gracefully closed by remote side. | 2021-06-10 20:37:15.976 Socket (12) | Closed. | 2021-06-10 20:37:15.976 HD Request # 50 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:16.047 HD Request # 50 | Sending historical data logon request message. | 2021-06-10 20:37:16.047 HD Request # 50 | Requesting Intraday data. Start date-time: 2021-06-10 20:36:51. Record interval: 0. Symbol: ESM21 | 2021-06-10 20:37:16.118 HD Request # 50 | Decompressing data. | 2021-06-10 20:37:16.189 HD Request # 50 | Receiving Intraday data for F.US.EPM21 starting at 2021-06-10 20:36:51.422000 | 2021-06-10 20:37:16.189 Socket (11) | CloseSocket call. | 2021-06-10 20:37:16.190 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:16.190 Historical data download thread signaled to stop. | 2021-06-10 20:37:16.190 HD Request # 50 | Timestamp of first Intraday data file record written: 2021-06-10 20:36:57.017000 | 2021-06-10 20:37:16.190 HD Request # 50 | Received 30 records from 2021-06-10 20:36:51.422000 to 2021-06-10 20:37:01.121002 (9.7 seconds) and wrote 27 records for F.US.EPM21 | 2021-06-10 20:37:16.190 HD Request # 50 | Add time&sales data | Remembered last file record date-time: 2021-06-11 03:37:01.121002 | 2021-06-10 20:37:16.193 HD Request # 50 | Completion time: 1s | 2021-06-10 20:37:16.193 HD Request # 50 | Intraday data download complete for F.US.EPM21. Unique request ID: 51 | 2021-06-10 20:37:16.193 Removing historical data download ID 51. | 2021-06-10 20:37:16.193 Real-time Intraday chart data file updates started for F.US.EPM21 | 2021-06-10 20:37:16.193 Intraday chart data file opened for F.US.EPM21 | 2021-06-10 20:37:16.193 HD Request # 50 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:16.193 Triggering next historical data download in queue. | 2021-06-10 20:37:16.193 HD Request # 51 | Downloading Intraday chart data for F.US.EPU21 to the file F.US.EPU21.scid. Service: cme | 2021-06-10 20:37:16.193 HD Request # 51 | Download start date-time: 2021-06-10 20:36:18.000000. File last date-time: 2021-06-10 20:36:18.865001 | 2021-06-10 20:37:16.194 HD Request # 51 | Using server: ds23.sierracharts.com port 10149 | 2021-06-10 20:37:16.194 Socket (12) | Creating socket. | 2021-06-10 20:37:16.194 Socket (12) | New receive buffer size: 5242880 | 2021-06-10 20:37:16.194 Socket (12) | Connecting to IP: 216.1.90.130. | 2021-06-10 20:37:16.194 Socket (11) | Socket gracefully closed by remote side. | 2021-06-10 20:37:16.264 Socket (11) | Closed. | 2021-06-10 20:37:16.265 Chart #9 has tagged chart #8 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:16.340 Chart #2 has tagged chart #8 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:16.346 Chart #12 has tagged chart #1 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:16.347 HD Request # 51 | Setting DTC encoding to Binary VLS | 2021-06-10 20:37:16.368 HD Request # 51 | Sending historical data logon request message. | 2021-06-10 20:37:16.368 HD Request # 51 | Requesting Intraday data. Start date-time: 2021-06-10 20:36:18. Record interval: 0. Symbol: ESU21 | 2021-06-10 20:37:16.439 HD Request # 51 | Decompressing data. | 2021-06-10 20:37:16.512 HD Request # 51 | Receiving Intraday data for F.US.EPU21 starting at 2021-06-10 20:36:18.865000 | 2021-06-10 20:37:16.513 Socket (12) | CloseSocket call. | 2021-06-10 20:37:16.513 Socket (12) | Shutdown started. Waiting for graceful close. | 2021-06-10 20:37:16.513 Historical data download thread signaled to stop. | 2021-06-10 20:37:16.513 HD Request # 51 | Timestamp of first Intraday data file record written: 2021-06-10 20:37:00.930000 | 2021-06-10 20:37:16.513 HD Request # 51 | Received 7 records from 2021-06-10 20:36:18.865000 to 2021-06-10 20:37:04.841001 (46.0 seconds) and wrote 5 records for F.US.EPU21 | 2021-06-10 20:37:16.513 HD Request # 51 | Add time&sales data | Remembered last file record date-time: 2021-06-11 03:37:04.841001 | 2021-06-10 20:37:16.516 HD Request # 51 | Completion time: 0s | 2021-06-10 20:37:16.516 HD Request # 51 | Intraday data download complete for F.US.EPU21. Unique request ID: 52 | 2021-06-10 20:37:16.516 Removing historical data download ID 52. | 2021-06-10 20:37:16.516 Real-time Intraday chart data file updates started for F.US.EPU21 | 2021-06-10 20:37:16.516 Intraday chart data file opened for F.US.EPU21 | 2021-06-10 20:37:16.516 HD Request # 51 | Enabling Intraday chart updating for symbol. | 2021-06-10 20:37:16.516 Triggering next historical data download in queue. | 2021-06-10 20:37:16.516 No download requests in the queue to start downloads for. | 2021-06-10 20:37:16.516 Chart #7 has tagged chart #1 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:16.548 F.US.EPM21 [CB][M] #1 | Performing a full recalculation because it has been tagged. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:16.548 Socket (12) | Socket gracefully closed by remote side. | 2021-06-10 20:37:16.586 Socket (12) | Closed. | 2021-06-10 20:37:16.586 Chart #4 has tagged chart #11 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:16.804 Chart #4 has tagged chart #8 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:16.804 Chart #5 has tagged chart #8 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:16.816 F.US.EPM21[M] 2 Min #11 | Performing a full recalculation because it has been tagged. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:16.822 Chart #11 has tagged chart #8 for full recalculation. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:17.103 F.US.EPU21[M] 5 Min #8 | Performing a full recalculation because it has been tagged. Chartbook: Volume-Delta Flow Suite.Cht | 2021-06-10 20:37:17.154 Opened cached Intraday file: C:\SierraChart\Data\F.US.VXN21.scid. Thread ID: 5696 | 2021-06-10 20:37:34.952 Opened cached Intraday file: C:\SierraChart\Data\F.US.ENQM21.scid. Thread ID: 5696 | 2021-06-10 20:37:34.952 Opened cached Intraday file: C:\SierraChart\Data\F.US.YMM21.scid. Thread ID: 5696 | 2021-06-10 20:37:34.952 Opened cached Intraday file: C:\SierraChart\Data\F.US.EPU21.scid. Thread ID: 5696 | 2021-06-10 20:37:34.953 Opened cached Intraday file: C:\SierraChart\Data\F.US.VXM21.scid. Thread ID: 5696 | 2021-06-10 20:37:50.050 Opened cached Intraday file: C:\SierraChart\Data\F.US.EPM21.scid. Thread ID: 5696 | 2021-06-10 20:37:50.050 |
| [2021-06-11 08:16:10] |
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This log looks fine. Let us know if you still see 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 |
| [2021-06-11 18:30:42] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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Still having issues today. RTH always has at least 10 at every level, so it's easy to spot. Disconnecting, then reconnecting data feed fixes the issue but that isn't an acceptable solution for me. See attached screenshots.
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| SierraChart_64_Wrgu9s9R1w.png / V - Attached On 2021-06-11 18:29:38 UTC - Size: 58.52 KB - 212 views SierraChart_64_qBzrR6riZ4.png / V - Attached On 2021-06-11 18:30:23 UTC - Size: 55.27 KB - 208 views |
| [2021-06-14 02:56:58] |
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We need to monitor this ourselves for a few days.
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 |
| [2021-06-14 21:53:14] |
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So far we are not observing any problem. We want you to update the Symbol Settings and also disable Use Custom Symbol Settings Values: Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings This will mean, that you cannot use a quantity of 10 filter for the time being but we need to isolate where the problem is in your case. We may need to do a remote assistance session to observe what you are seeing. 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: 2021-06-14 21:53:33
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| [2021-06-14 22:16:45] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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Today, I saw zero issues while having "Use Custom Symbol Settings Values" on. Note, I am on version 2273 now (which may be completely unrelated, but it is more information). I have disabled Use Custom Symbol Settings Values moving forward. At the very least, we will see if there continues to be no issues with the above setting off. If over several days, there are no issues while having Use Custom Symbol Settings Values off, I will turn it back on and see if any issue develops. So, likely, you will not hear from me until at least Wednesday or Thursday this week. Thank you |
| [2021-06-15 16:11:17] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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Since disabling Use Custom Symbol Settings Values, the issue of MBO data not displaying still persists. It corresponded to a log that said the following: "SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: F.US.EPU21. Market orders request for symbol ESU21 for service code cme failed due to the given SymbolID not matching the existing ID for the request." You can see attached to see that the ask side MBO is not displaying for multiple levels, and I have no confidence the bid side is correct either. I do not want to continue spending time on this as the MBO data is cool, but not completely necessary for me. I will be more interested if later, Sierra Chart provides more raw MBO data, which could then be used to approximate tools like Bookmap has with its Rithmic feed. Please adjust my account to use Package 11, and credit the difference for the time remaining into my SC account (not my credit card/bank account...I will use the credit, however small, with SC in the future) since I payed for package 12 for 6 months. Please let me know when that is complete. Thank you |
| Missing MBO data 2021-06-15 910am.png / V - Attached On 2021-06-15 16:11:03 UTC - Size: 79.17 KB - 174 views |
| [2021-06-15 18:12:43] |
| John - SC Support - Posts: 30927 |
|
We have gone ahead and changed your package to Package 11 for 6 months. We do not issue or take credit when a change is made to a package. We just adjust the end date for your service based on whether you are changing from a higher to a lower priced package or vice versa. Therefore, in your case, your Service End Date changed from 2021-09-27 to 2021-10-19. Given the particular message you received regarding the MBO data already being subscribed to, we recommend opening your Chartbooks and selecting Edit >> Translate Symbols to Current Service. It sounds like you may have a mix of symbols in use and that could create an issue elsewhere for you. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-15 18:42:59] |
| @TRADE_YOUR_PLAN - Posts: 126 |
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In regards to the error message, I do see the EP vs. ESU21 error now. Interesting! I missed that! I had previously used TTFix routing and thought I had changed everything over using "edit > translate symbols to current service" several times, but perhaps I missed one or some. So perhaps that was the issue with the MBO getting "stuck" sometimes. Regardless, thanks for changing the service package.
Date Time Of Last Edit: 2021-06-15 18:44:22
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