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[Programming Help] - Error retrieving intraday futures historical data through DTC

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[2021-09-22 08:22:19] #1 [Go To First Post]
abuqutaita - Posts: 12
I'm unable to download historical intraday data for futures, although the same code seems to work for daily futures data and also stock data (intraday and daily both). Here's a few things I've tried: 1. Symbol=ESZ20-CME, RecordInterval=60 Sent: header=b'\x13\x00 \x03', message=b'\x08\x01\x12\tESZ20-CME <' Received: RequestID: 1 RejectText: "Request is not authorized." RejectReasonCode: HPDR_GENERAL_REJECT_ERROR Note: same behavior if I set RecordInterval to 86400. 2. Symbol=ESZ20, Exchange=CME, RecordInterval=86400 Sent: header=b'\x15\x00 \x03', message=b'\x08\x01\x12\tESZ20-CME \x80\xa3\x05' Received: MessageText: "Data is being downloaded from a remote source. Download will start when this is done." Note: this example actually works and I get a HISTORICAL_PRICE_DATA_RESPONSE_HEADER, even though the documentation (Data and Trading Communications (DTC) Protocol Server: Server Usage) says to not use Exchange. 3. Symbol=SPY, RecordInterval=60 Sent: header=b'\x0f\x00 \x03', message=b'\x08\x01\x12\x03SPY <8\x07' Received: MessageText: "Data is being downloaded from a remote source. Download will start when this is done." Note: this example also works and I get a HISTORICAL_PRICE_DATA_RESPONSE_HEADER. Please advise, thanks! Date Time Of Last Edit: 2021-09-22 17:21:22

[2021-09-22 17:07:52] #2 [Go To First Post]
abuqutaita - Posts: 12
After some more testing, I narrowed down the issue to only the CME / CBOT / NYMEX / COMEX exchanges. CFE, EUREX, and others appear to work as expected for historical futures data. Is historical/delayed data via DTC not allowed for CME exchanges?

[2021-09-22 19:40:14] #3 [Go To First Post]
abuqutaita - Posts: 12
Found this post while searching for something else: not going to allow CME Group historical via DTC server I guess I’m SOL. Consider this question resolved.

[2021-09-22 20:03:28] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No it is not allowed based on exchange rules which apply to Sierra Chart. 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

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