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Date/Time: Sat, 26 Nov 2022 22:33:04 +0000



VIX error prints last 2 days

View Count: 470

[2021-07-20 15:49:00]
whats1thingnow - Posts: 387
hope this finds you well sc support :)

for symbol VXQ21-CFE, been seeing these big magnitude wicks on the 2 minute and 5 minute chart that doesn't exist on other platforms

if the VIX went that amount in a matter of 2 minutes or 5 minutes, it would be another covid crash but we are not there yet

can you take a look at the error price prints for VIX, VX?

thank you
image20210720_VIX_error_prints.png / V - Attached On 2021-07-20 15:48:33 UTC - Size: 52.25 KB - 117 views
[2021-07-20 15:49:58]
whats1thingnow - Posts: 387
timezone of the attached chart is US, EST in case you want to replicate the problem

thanks
[2021-07-20 23:52:33]
user_xyz - Posts: 219
I've noticed the same since mid last week... really makes things tighten up for a sec ;-)
[2021-07-21 02:10:52]
whats1thingnow - Posts: 387
yes, there were some last week too

but more notable last 2 days

glad it's not just me :) thank you sc for looking into it
[2021-07-21 03:29:24]
Sierra Chart Engineering - Posts: 104293
We are going to look into this. It may take us a few days to figure out what this is from. There must be some trades we need to filter.
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
[2021-07-22 13:16:58]
whats1thingnow - Posts: 387
not sure if this is related, but VIX is not giving live data this morning

yesterday 21st was expiry so everyone should be on VXQ21-CFE

i rolled over since Sunday the 18th and was getting live data for VXQ21-CFE on Mon, Tue, Wed no problem (even though got the error tails as described above)

i have restarted sc multiple times & no VIX depth is showing

i have closed the chartbook multiple times & no VIX depth is showing

please help

thank you
Date Time Of Last Edit: 2021-07-22 13:17:34
[2021-07-22 13:24:06]
whats1thingnow - Posts: 387
I'm getting "sybmol is unknown. Click for symbol information. Already subscriebe to symbol. New subscription rejected."

since VXQ21-CFE was working the Mon, Tue, Wed after I rolled over on Sun

that means somehow after VXN21-CFE expired yesterday, it's triggering something and not recognizing VXQ21-CFE?

VXQ21-CFE is the current contract, so that symbol should be correct

please let me know, below are all the VX lines from the logs:

VXQ21-CFE 30 Sec #23 | Reloading chart. | 2021-07-22 09:18:27.428
VXQ21-CFE 30 Sec #36 | Reloading chart. | 2021-07-22 09:18:29.276
VXQ21-CFE [CB] Point & Figure 1-1 #11 | Reloading chart. | 2021-07-22 09:18:31.587
VXQ21-CFE [CB] Point & Figure 1-1 #11 | Performing historical Daily data download for symbol VIQ21 starting at last date in file. | 2021-07-22 09:18:31.590
VXQ21-CFE [CB] Point & Figure 1-1 #11 | Waiting for historical downloads to complete with the IDs: 1, | 2021-07-22 09:18:31.597
VXQ21-CFE [CB] 2 Min #15 | Reloading chart. | 2021-07-22 09:18:31.765
VXQ21-CFE [CB] 2 Min #15 | Waiting for historical downloads to complete with the IDs: 1, | 2021-07-22 09:18:31.773
Mapping VIQ21 to VXQ21_FUT_CFE. Service code: cfe_exchange.data | 2021-07-22 09:18:33.396
SC Data - All Services | Starting real-time market data updates for: VIQ21 (VXQ21_FUT_CFE). ID: 1 Service code: cfe_exchange.data | 2021-07-22 09:18:33.815
SC Data - All Services | Requesting security definition data for: VIQ21 (VXQ21_FUT_CFE). ID: 1 | 2021-07-22 09:18:33.815
Mapping VXQ21-CFE to VXQ21_FUT_CFE. Service code: cfe_exchange.data | 2021-07-22 09:18:34.262
SC Data - All Services | Starting real-time market data updates for: VXQ21-CFE (VXQ21_FUT_CFE). ID: 8 Service code: cfe_exchange.data | 2021-07-22 09:18:34.263
SC Data - All Services | Requesting security definition data for: VXQ21-CFE (VXQ21_FUT_CFE). ID: 8 | 2021-07-22 09:18:34.263
Requesting market depth updates for: VXQ21-CFE if supported. | 2021-07-22 09:18:34.263
Separate subscription for market depth updates not supported. VXQ21-CFE | 2021-07-22 09:18:34.263
Added historical Intraday data request for VXQ21-CFE to the queue. | 2021-07-22 09:18:34.533
Intraday data recording state for symbol VXQ21-CFE is set to download 'Pending'. | 2021-07-22 09:18:34.533
SC Data - All Services | Restarting real-time data updates for symbol: VIQ21 -> VXQ21_FUT_CFE. Market Depth data restarted. | 2021-07-22 09:18:34.686
SC Data - All Services | Restarting real-time data updates for symbol: VXQ21-CFE -> VXQ21_FUT_CFE. Market Depth data restarted. | 2021-07-22 09:18:34.686
Symbol Error - VXQ21-CFE is unknown, unavailable, or improperly formatted. Already subscribed to symbol. New subscription rejected. | 2021-07-22 09:18:34.970
SC Data - All Services | Received security definition for symbol VXQ21-CFE | 2021-07-22 09:18:34.970
SC Data - All Services | Market Depth data has been rejected for symbol: VXQ21-CFE. Already subscribed to market depth for symbol VXQ21_FUT_CFE for service code
VXQ21-CFE [CB] Point & Figure 1-1 #11 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-07-22 09:18:35.852
VXQ21-CFE [CB] Point & Figure 1-1 #11 | Reloading chart. | 2021-07-22 09:18:35.853
VXQ21-CFE [CB] 2 Min #15 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-07-22 09:18:35.910
VXQ21-CFE [CB] 2 Min #15 | Reloading chart. | 2021-07-22 09:18:35.911
VXQ21-CFE [CB] Point & Figure 1-1 #11 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-07-22 09:18:36.000
Loaded depth data records for VXQ21-CFE 2021-07-19 from 2021-07-19 08:38:48.611000 to 2021-07-19 19:07:51.784693. | 2021-07-22 09:18:37.322
VXQ21-CFE [CB] Point & Figure 1-1 #11 | Reloading chart. | 2021-07-22 09:18:37.354
VXQ21-CFE [CB] 2 Min #15 | Reloading chart. | 2021-07-22 09:18:37.387
VXQ21-CFE [CB] Point & Figure 1-1 #11 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-07-22 09:18:37.489
Loaded depth data records for VXQ21-CFE 2021-07-20 from 2021-07-20 08:37:09.729000 to 2021-07-20 19:10:03.927407. | 2021-07-22 09:18:37.725
Loaded depth data records for VXQ21-CFE 2021-07-21 from 2021-07-21 08:35:23.866000 to 2021-07-21 17:02:48.392667. | 2021-07-22 09:18:37.957
Loaded depth data records for VXQ21-CFE 2021-07-22 from 2021-07-22 08:36:53.329000 to 2021-07-22 08:37:43.043477. | 2021-07-22 09:18:37.958
VXQ21-CFE [CB] 2 Min #15 | Reloading chart. | 2021-07-22 09:18:38.443
Loaded depth data records for VXQ21-CFE 2021-07-19 from 2021-07-19 08:38:48.611000 to 2021-07-19 19:07:51.784693. | 2021-07-22 09:18:39.892
Loaded depth data records for VXQ21-CFE 2021-07-20 from 2021-07-20 08:37:09.729000 to 2021-07-20 19:10:03.927407. | 2021-07-22 09:18:40.406
Loaded depth data records for VXQ21-CFE 2021-07-21 from 2021-07-21 08:35:23.866000 to 2021-07-21 17:02:48.392667. | 2021-07-22 09:18:40.675
Loaded depth data records for VXQ21-CFE 2021-07-22 from 2021-07-22 08:36:53.329000 to 2021-07-22 08:37:43.043477. | 2021-07-22 09:18:40.676
HD Request # 7 | Downloading Intraday chart data for VXQ21-CFE to the file VXQ21-CFE.scid. Service: cfe_exchange.data | 2021-07-22 09:18:42.153
HD Request # 7 | Requesting Intraday data. Start date-time: 2021-07-22 09:11:38. Record interval: 0. Symbol: VXQ21_FUT_CFE | 2021-07-22 09:18:42.368
HD Request # 7 | Receiving Intraday data for VXQ21-CFE starting at 2021-07-22 09:11:38.359000 | 2021-07-22 09:18:42.434
HD Request # 7 | Received 715 records from 2021-07-22 09:11:38.359000 to 2021-07-22 09:18:39.341000 (7.0 minutes) and wrote 714 records for VXQ21-CFE |
HD Request # 7 | Intraday data download complete for VXQ21-CFE. Unique request ID: 7 | 2021-07-22 09:18:42.462
Real-time Intraday chart data file updates started for VXQ21-CFE | 2021-07-22 09:18:42.462
Intraday chart data file opened for VXQ21-CFE | 2021-07-22 09:18:42.462
DTC client #2. Sierra Chart. 127.0.0.1 | Received subscribe to market depth for symbol VXQ21-CFE | 2021-07-22 09:18:42.553
DTC client #1. Sierra Chart. 127.0.0.1 | Received subscribe to market depth for symbol VXQ21-CFE | 2021-07-22 09:18:42.553
DTC client #3. Sierra Chart. 127.0.0.1 | Received subscribe to market depth for symbol VXQ21-CFE | 2021-07-22 09:18:42.553
[2021-07-22 16:16:38]
Sierra Chart Engineering - Posts: 104293
You are using conflicting symbols. See below. This symbol is incorrect: VIQ21.

SC Data - All Services | Restarting real-time data updates for symbol: VIQ21 -> VXQ21_FUT_CFE. Market Depth data restarted. | 2021-07-22 09:18:34.686
SC Data - All Services | Restarting real-time data updates for symbol: VXQ21-CFE -> VXQ21_FUT_CFE. Market Depth data restarted. | 2021-07-22 09:18:34.686

Update Sierra Chart to the latest version to avoid that older format symbol from getting recognized. Instructions:
Software Download: Fast Update


But still correct that symbol wherever it is used.
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: 2021-07-22 16:17:10
[2021-07-22 17:11:09]
whats1thingnow - Posts: 387
thank you for this

i have double and triple checked, and no of my charts in my main instance nor my sub-instances are using VIQ21

all of them are using VXQ21-CFE

since i could not find the VIQ21, i was not able to correct any symbol...

i updated from version 2284 to 2288

but now the logs also do have VIQ21 as per below...

does that mean i have to update to the new sc version every time there is a VIX expiration/rollover?


Received unsolicited security definition for VXN21-CFE. ID: 110000000 | 2021-07-22 13:06:19.548
SC Data - All Services | Starting real-time market data updates for: VXN21-CFE. ID: 1 Service code: cfefut | 2021-07-22 13:06:19.550
SC Data - All Services | Requesting security definition data for: VXN21-CFE. ID: 1 | 2021-07-22 13:06:19.550
Requesting market depth updates for: VXN21-CFE if supported. | 2021-07-22 13:06:19.550
Added historical Intraday data request for VXN21-CFE to the queue. | 2021-07-22 13:06:19.551
Intraday data recording state for symbol VXN21-CFE is set to download 'Pending'. | 2021-07-22 13:06:19.551
Delaying start of download for VXN21-CFE | 2021-07-22 13:06:19.552
SC Data - All Services | Clearing market depth for VXN21-CFE | 2021-07-22 13:06:19.560
SC Data - All Services | Received security definition for symbol VXN21-CFE | 2021-07-22 13:06:19.561
SC Data - All Services | Clearing market depth for VXN21-CFE | 2021-07-22 13:06:20.535
SC Data - All Services | Real-time data for symbol VXN21-CFE has been restored. | 2021-07-22 13:06:20.535
SC Data - All Services | Real-time data for symbol VXN21-CFE is currently unavailable. | 2021-07-22 13:06:20.865
SC Data - All Services | Received security definition for symbol VXN21-CFE | 2021-07-22 13:06:20.865
Unsubscribed from market depth data for VXN21-CFE | 2021-07-22 13:06:24.488
HD Request # 1 | Downloading Intraday chart data for VXN21-CFE to the file VXN21-CFE.scid. Service: cfe_exchange.data | 2021-07-22 13:06:24.549
HD Request # 1 | Requesting Intraday data. Start date-time: 2021-07-16 16:59:56. Record interval: 0. Symbol: VXN21_FUT_CFE | 2021-07-22 13:06:25.347
HD Request # 1 | Receiving Intraday data for VXN21-CFE starting at 2021-07-16 16:59:56.000000 | 2021-07-22 13:06:25.544
VXN21-CFE | 2021-07-22 13:06:25.828
HD Request # 1 | Intraday data download complete for VXN21-CFE. Unique request ID: 1 | 2021-07-22 13:06:25.841
Real-time Intraday chart data file updates started for VXN21-CFE | 2021-07-22 13:06:25.841
Intraday chart data file opened for VXN21-CFE | 2021-07-22 13:06:25.841
SC Data - All Services | Clearing market depth for VXN21-CFE | 2021-07-22 13:06:27.327
Received unsolicited security definition for VXQ21-CFE. ID: 110000000 | 2021-07-22 13:06:29.542
SC Data - All Services | Starting real-time market data updates for: VXQ21-CFE. ID: 5 Service code: cfefut | 2021-07-22 13:06:29.542
SC Data - All Services | Requesting security definition data for: VXQ21-CFE. ID: 5 | 2021-07-22 13:06:29.542
Requesting market depth updates for: VXQ21-CFE if supported. | 2021-07-22 13:06:29.542
Added historical Intraday data request for VXQ21-CFE to the queue. | 2021-07-22 13:06:29.542
Intraday data recording state for symbol VXQ21-CFE is set to download 'Pending'. | 2021-07-22 13:06:29.542
SC Data - All Services | Received security definition for symbol VXQ21-CFE | 2021-07-22 13:06:29.544
SC Data - All Services | Clearing market depth for VXQ21-CFE | 2021-07-22 13:06:29.550
Unsubscribed from market depth data for VXQ21-CFE | 2021-07-22 13:06:34.482
HD Request # 7 | Downloading Intraday chart data for VXQ21-CFE to the file VXQ21-CFE.scid. Service: cfe_exchange.data | 2021-07-22 13:06:37.652
HD Request # 7 | Requesting Intraday data. Start date-time: 2021-07-22 09:25:41. Record interval: 0. Symbol: VXQ21_FUT_CFE | 2021-07-22 13:06:37.874
HD Request # 7 | Receiving Intraday data for VXQ21-CFE starting at 2021-07-22 09:25:41.640000 | 2021-07-22 13:06:38.076
VXQ21-CFE | 2021-07-22 13:06:38.138
HD Request # 7 | Intraday data download complete for VXQ21-CFE. Unique request ID: 5 | 2021-07-22 13:06:38.148
Real-time Intraday chart data file updates started for VXQ21-CFE | 2021-07-22 13:06:38.148
Intraday chart data file opened for VXQ21-CFE | 2021-07-22 13:06:38.148

Date Time Of Last Edit: 2021-07-22 17:12:22
[2021-07-22 18:20:15]
Sierra Chart Engineering - Posts: 104293
Is the problem now resolved? We do not see that symbol in the most recent Message Log.

If you still have the issue, select Edit >> Translate Symbols to Current Service.
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
[2021-07-22 19:17:01]
whats1thingnow - Posts: 387
thanks for the help

data now loading after updating from 2284 to 2288

does that mean i have to update to the new sc version every time there is a VIX expiration/rollover?
Date Time Of Last Edit: 2021-07-22 19:17:16
[2021-08-03 19:54:08]
whats1thingnow - Posts: 387
got 4 error prints today again (attached is 2 mins chart, EST time zone)

please take a look at this problem

thank you!
image20210803_VX_error_prints.png / V - Attached On 2021-08-03 19:53:40 UTC - Size: 90.44 KB - 79 views
[2021-08-03 22:02:00]
Sierra_Chart Engineering - Posts: 5281

does that mean i have to update to the new sc version every time there is a VIX expiration/rollover?
No.

Regarding these out of range values, it is a process of elimination for us, to determine the trade type for those and what to filter. We are going through this step-by-step.
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
[2021-08-12 17:19:43]
user_xyz - Posts: 219
There go the error print spikes again...
[2021-08-13 15:49:22]
Sierra Chart Engineering - Posts: 104293
Those are not errors, those are trades sent by the exchange. We will check our isolation of this issue and see what we can find.
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
[2021-08-13 15:59:48]
Sierra Chart Engineering - Posts: 104293
Ok we did successfully identify the source of these "errors". They are ECRP trades and they will be filtered, effective going forward from tomorrow. Or actually Monday in this case.
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: 2021-08-13 16:01:54

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