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Direct MessagesDate/Time: Thu, 25 Apr 2024 02:19:31 +0000
Updated to v1108 and can't download CL or GC
View Count: 1216
| [2014-03-17 20:19:46] |
| bmoney - Posts: 32 |
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I am having trouble downloading tick data for Crude and Gold on v1108. I use CTS T4 data feed. Here is the log: CTS FIX - Connecting to CTS Simulation server fix-sim.t4login.com:** | 2014-03-17 15:03:07 CTS FIX - Firm: * | 2014-03-17 15:03:07 Resolved address fix-sim.t4login.com to IP ***** | 2014-03-17 15:03:07 The network socket is connected. | 2014-03-17 15:03:07 Starting SSL connection on the socket. | 2014-03-17 15:03:07 SSL socket is now connected. | 2014-03-17 15:03:08 CTS FIX: Sending the Logon message. | 2014-03-17 15:03:08 CTS FIX: Connected to data and trade server. | 2014-03-17 15:03:10 CTS T4 - Starting real-time market data updates for: CL.20140100.CME_NY | 2014-03-17 15:03:10 CTS FIX: Received Account List collateral report. | 2014-03-17 15:03:10 CTS FIX: Subscribing to account: *** | 2014-03-17 15:03:10 HD Request # 2 - Downloading Intraday chart data for CL.20140100.CME_NY to the file CL.20140100.CME_NY.scid. Service: cts | 2014-03-17 15:03:10 HD Request # 2 - Performing multistage download. Downloading Minute data first. | 2014-03-17 15:03:10 HD Request # 2 - Download start Date-Time: 00:00:00.0 | 2014-03-17 15:03:10 CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:*** | 2014-03-17 15:03:10 Resolved address fix-chart-sim.t4login.com to IP *** | 2014-03-17 15:03:10 The network socket is connected. | 2014-03-17 15:03:10 Starting SSL connection on the socket. | 2014-03-17 15:03:10 SSL socket is now connected. | 2014-03-17 15:03:10 CTS T4 - Sending security definition request for symbol CL.20140100.CME_NY | 2014-03-17 15:03:10 CTS FIX Historical Data: Sending the Logon message. | 2014-03-17 15:03:10 CTS T4: Received 31 security definitions for underlying symbol QH | 2014-03-17 15:03:10 CTS FIX Historical Data: Connected to Historical data server. | 2014-03-17 15:03:11 CTS FIX: Received Account Update collateral report. | 2014-03-17 15:03:12 CTS FIX: Requesting Open Orders for account: *** | 2014-03-17 15:03:15 CTS FIX: Received Account List collateral report. | 2014-03-17 15:03:15 Socket closed. No error. | 2014-03-17 15:04:11 SSL shutdown indicates not able to send 'close notify'. | 2014-03-17 15:04:11 The SSL socket was shut down. | 2014-03-17 15:04:11 The SSL socket object has been freed. SSL state is now disconnected. | 2014-03-17 15:04:11 Socket has been shutdown and closed. | 2014-03-17 15:04:11 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-03-17 15:04:11 CTS FIX Historical Data: Disconnected. | 2014-03-17 15:04:11 HD Request # 2 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for CL.20140100.CME_NY | 2014-03-17 15:04:11 HD Request # 3 - Downloading Intraday chart data for CL.20140100.CME_NY to the file CL.20140100.CME_NY.scid. Service: cts | 2014-03-17 15:04:11 HD Request # 3 - Performing multistage download. Downloading Minute data first. | 2014-03-17 15:04:11 HD Request # 3 - Download start Date-Time: 00:00:00.0 | 2014-03-17 15:04:11 CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:*** | 2014-03-17 15:04:11 Resolved address fix-chart-sim.t4login.com to IP **** | 2014-03-17 15:04:11 The network socket is connected. | 2014-03-17 15:04:11 Starting SSL connection on the socket. | 2014-03-17 15:04:11 SSL socket is now connected. | 2014-03-17 15:04:12 CTS FIX Historical Data: Sending the Logon message. | 2014-03-17 15:04:12 CTS FIX Historical Data: Connected to Historical data server. | 2014-03-17 15:04:16 Socket closed. No error. | 2014-03-17 15:05:16 SSL shutdown indicates not able to send 'close notify'. | 2014-03-17 15:05:16 The SSL socket was shut down. | 2014-03-17 15:05:16 The SSL socket object has been freed. SSL state is now disconnected. | 2014-03-17 15:05:16 Socket has been shutdown and closed. | 2014-03-17 15:05:16 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-03-17 15:05:16 CTS FIX Historical Data: Disconnected. | 2014-03-17 15:05:16 HD Request # 3 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for CL.20140100.CME_NY | 2014-03-17 15:05:16 HD Request # 4 - Downloading Intraday chart data for CL.20140100.CME_NY to the file CL.20140100.CME_NY.scid. Service: cts | 2014-03-17 15:05:16 HD Request # 4 - Performing multistage download. Downloading Minute data first. | 2014-03-17 15:05:16 HD Request # 4 - Download start Date-Time: 00:00:00.0 | 2014-03-17 15:05:16 CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:*** | 2014-03-17 15:05:16 Resolved address fix-chart-sim.t4login.com to IP **** | 2014-03-17 15:05:16 The network socket is connected. | 2014-03-17 15:05:16 Starting SSL connection on the socket. | 2014-03-17 15:05:16 SSL socket is now connected. | 2014-03-17 15:05:16 CTS FIX Historical Data: Sending the Logon message. | 2014-03-17 15:05:16 CTS FIX Historical Data: Connected to Historical data server. | 2014-03-17 15:05:18 File >> Disconnect selected. | 2014-03-17 15:05:21 HD Request # 4 - Download canceled. | 2014-03-17 15:05:21 HD Request # 4 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for CL.20140100.CME_NY | 2014-03-17 15:05:21 HD Request # 4 - Intraday download COMPLETE for CL.20140100.CME_NY | 2014-03-17 15:05:21 Canceling download request for CL.20140100.CME_NY Intraday data. | 2014-03-17 15:05:21 CTS FIX: Sending a Logout message. | 2014-03-17 15:05:21 CTS FIX Historical Data: Sending a Logout message. | 2014-03-17 15:05:21 CTS FIX: Disconnected. | 2014-03-17 15:05:21 CTS FIX Historical Data: Received a Logout message. Text = Successful logout upon request | 2014-03-17 15:05:21 SSL shutdown indicates not able to send 'close notify'. | 2014-03-17 15:05:21 The SSL socket was shut down. | 2014-03-17 15:05:21 The SSL socket object has been freed. SSL state is now disconnected. | 2014-03-17 15:05:21 Socket has been shutdown and closed. | 2014-03-17 15:05:21 CTS FIX Historical Data: Logged out and disconnected. | 2014-03-17 15:05:21 CTS FIX Historical Data: Disconnected. | 2014-03-17 15:05:21 Socket closed. No error. | 2014-03-17 15:05:21 SSL shutdown indicates not able to send 'close notify'. | 2014-03-17 15:05:21 The SSL socket was shut down. | 2014-03-17 15:05:21 The SSL socket object has been freed. SSL state is now disconnected. | 2014-03-17 15:05:21 Socket has been shutdown and closed. | 2014-03-17 15:05:21 CTS FIX: Socket closed without completing the logout sequence. | 2014-03-17 15:05:21 |
| [2014-03-17 21:07:54] |
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CL.20140100.CME_NY is an expired symbol. Also check the gold symbol. We do not see that in the log. 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 |
| [2014-03-17 23:00:29] |
| bmoney - Posts: 32 |
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I have had absolutely no problem downloading expired contracts on v997 and v1083. Additionally, I was able to download the March contracts of ES, NQ, YM, 6E, and ZN on v1108 just today and those are all expired. You should know CTS offers 90 days of tick data. So why do I have problems now? Here is gold from yesterday: HD Request # 2 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for GC.20140200.CME_CO | 2014-03-16 21:54:02 HD Request # 3 - Downloading Intraday chart data for GC.20140200.CME_CO to the file GC.20140200.CME_CO.scid. Service: cts | 2014-03-16 21:54:02 HD Request # 3 - Performing multistage download. Downloading Minute data first. | 2014-03-16 21:54:02 And crude from today from an up to date contract: HD Request # 4 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for CL.20140300.CME_NY | 2014-03-17 17:29:59 HD Request # 4 - Intraday download COMPLETE for CL.20140300.CME_NY | 2014-03-17 17:29:59 HD Request # 5 - Downloading Intraday chart data for CL.20140300.CME_NY to the file CL.20140300.CME_NY.scid. Service: cts | 2014-03-17 17:29:59 HD Request # 5 - Download start Date-Time: 00:00:00.0 | 2014-03-17 17:29:59 For the crude I got this message twice and then 3 minutes later it downloaded for only this up to date contract and none of the expired contracts( I tried march and Feb) were downloaded. So for Gold and Crude you can only download the non-expired contracts on v1108 of Sierra Charts. Also why the above message twice before I actually get the data for crude? Date Time Of Last Edit: 2014-03-17 23:20:16
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| [2014-03-18 00:59:43] |
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Due to changes made by CTS, expired futures contracts are not currently supported in Sierra Chart due to the risk of running into technical problems with security definition requests from the CTS T4 system. The March contracts are not considered expired yet. Once you use expired contracts, it leads to problems with those and other futures contracts. Basically substantial delays with historical data downloading. 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 |
| [2014-03-18 12:01:25] |
| Usul - Posts: 16 |
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I get in here because I think I have the same problem: I activated a practice account with Topsteptrader before starting a combine in order to update my set of charts I trade from. I need to maintain continuous RTH charts that I build from intraday tick data, as well as weekly and monthly continuous charts that I build from EOD data. Is there any plan to overcome this limitation? Thank you |
| [2014-03-18 15:12:37] |
| User34464 - Posts: 10 |
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I'm having the same problem and I rely on this tick data for trades and the cumulative delta bars-volume study of the last 90 days. Is there solution to the problem soon?
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