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Odd IB back fill problems

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[2014-04-17 18:08:50] #1 [Go To First Post]
User69382 - Posts: 7
Hello, I am having problems with the IB back fill. They started after upgrading to a newer IB TWS (Build 936.9p)a few days ago, which I was forced to do as the older version of the TWS was being expired. I hate these upgrades and do them only if I have to because they sometimes create problems, such as this one. The problem is basically this: the back fill is interrupted 50 minutes before the current time and then the current data is being streamed, which results in a 50 minute gap in the data on the chart. That's the first time I am dealing with something that bizarre and that is not happening in NinjaTrader, which I use mainly for some other data collection and not for active trading. I would appreciate your help in this matter. Thanks.

[2014-04-17 18:42:01] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Restart Sierra Chart, open one intraday chart for a symbol that has this problem and provide a copy of the Message Log, by following these instructions: https://www.sierrachart.com/index.php?l=PostingInformation.php#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

[2014-04-17 19:11:47] #3 [Go To First Post]
User69382 - Posts: 7
Software version: 683 \| 2014-04-17 15:07:24 Usage end date: 2014-06-11. Current service package: 1 \| 2014-04-17 15:07:24 Active service: Interactive Brokers \| 2014-04-17 15:07:24 Time zone: -4:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) \| 2014-04-17 15:07:24 Local computer clock: 2014-04-17 15:07:24 UTC: 2014-04-17 19:07:24 Time zone adjusted: 2014-04-17 15:07:24 \| 2014-04-17 15:07:24 Program path: C:\Program Files\SierraChart683\ \| 2014-04-17 15:07:24 Data Files path: C:\Program Files\SierraChart683\Data\ \| 2014-04-17 15:07:24 OS Version Number: 5.1 \| 2014-04-17 15:07:24 Added settings for 0 out of 0 global symbol settings. \| 2014-04-17 15:07:25 Connecting to data feed server localhost port 7496... \| 2014-04-17 15:08:00 Using client version 46. Waiting for acceptance... \| 2014-04-17 15:08:00 TWS server version: 67 \| 2014-04-17 15:08:03 Downloading intraday chart data for YM-201406-ECBOT to the file YM-201406-ECBOT.scid \| 2014-04-17 15:08:03 Starting date and time: 2014-04-17 13:08:30 \| 2014-04-17 15:08:03 Requesting a total of 0 days and 8373 seconds. \| 2014-04-17 15:08:03 Requesting 8373 Seconds of data at 30 secs with ending date at 20140417 19:18:03 GMT for YM-201406-ECBOT \| 2014-04-17 15:08:03 Connected to data feed server. \| 2014-04-17 15:08:03 Next valid order ID: 1 \| 2014-04-17 15:08:03 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. \| 2014-04-17 15:08:03 Message from IB: HMDS data farm connection is inactive but should be available upon demand.ilhmds. IB Error Code: 2107. Request ID: -1. \| 2014-04-17 15:08:03 Next valid order ID: 1 \| 2014-04-17 15:08:03 Starting updates for: YM-201406-ECBOT \| 2014-04-17 15:08:03 Subscribing to symbol: YM SecType: FUT Exchange: ECBOT Currency: \| 2014-04-17 15:08:03 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. \| 2014-04-17 15:08:04 Processing historical data message from TWS \| 2014-04-17 15:08:06 Receiving intraday data for YM-201406-ECBOT starting at 2014-04-17 11:58:30 \| 2014-04-17 15:08:06 Received 280 records and wrote 140 records from 4/17/2014 11:58:30 AM to 4/17/2014 2:18:00 PM. \| 2014-04-17 15:08:06 Received 280 records from 2014-04-17 11:58:30 to 2014-04-17 14:18:00 (2.3 hours) and wrote 140 records for YM-201406-ECBOT \| 2014-04-17 15:08:08 Intraday download COMPLETE for YM-201406-ECBOT \| 2014-04-17 15:08:08 Starting real-time intraday chart updates for YM-201406-ECBOT \| 2014-04-17 15:08:08 Downloading intraday chart data for ES-201406-GLOBEX to the file ES-201406-GLOBEX.scid \| 2014-04-17 15:08:08 Starting date and time: 2014-04-17 13:04:30 \| 2014-04-17 15:08:08 Requesting a total of 0 days and 8618 seconds. \| 2014-04-17 15:08:08 Requesting 8618 Seconds of data at 30 secs with ending date at 20140417 19:18:08 GMT for ES-201406-GLOBEX \| 2014-04-17 15:08:08 Processing historical data message from TWS \| 2014-04-17 15:08:09 Receiving intraday data for ES-201406-GLOBEX starting at 2014-04-17 11:54:30 \| 2014-04-17 15:08:09 Received 288 records and wrote 148 records from 4/17/2014 11:54:30 AM to 4/17/2014 2:18:00 PM. \| 2014-04-17 15:08:09 Received 288 records from 2014-04-17 11:54:30 to 2014-04-17 14:18:00 (2.4 hours) and wrote 148 records for ES-201406-GLOBEX \| 2014-04-17 15:08:11 Intraday download COMPLETE for ES-201406-GLOBEX \| 2014-04-17 15:08:11 Starting updates for: ES-201406-GLOBEX \| 2014-04-17 15:08:11 Subscribing to symbol: ES SecType: FUT Exchange: GLOBEX Currency: \| 2014-04-17 15:08:11 Starting real-time intraday chart updates for ES-201406-GLOBEX \| 2014-04-17 15:08:11 Downloading intraday chart data for NQ-201406-GLOBEX to the file NQ-201406-GLOBEX.scid \| 2014-04-17 15:08:11 Starting date and time: 2014-04-17 13:59:43 \| 2014-04-17 15:08:11 Requesting a total of 0 days and 5308 seconds. \| 2014-04-17 15:08:11 Requesting 5308 Seconds of data at 30 secs with ending date at 20140417 19:18:11 GMT for NQ-201406-GLOBEX \| 2014-04-17 15:08:11 Processing historical data message from TWS \| 2014-04-17 15:08:12 Receiving intraday data for NQ-201406-GLOBEX starting at 2014-04-17 12:49:30 \| 2014-04-17 15:08:12 Received 178 records and wrote 37 records from 4/17/2014 12:49:30 PM to 4/17/2014 2:18:00 PM. \| 2014-04-17 15:08:12 Received 178 records from 2014-04-17 12:49:30 to 2014-04-17 14:18:00 (88.5 minutes) and wrote 37 records for NQ-201406-GLOBEX \| 2014-04-17 15:08:14 Intraday download COMPLETE for NQ-201406-GLOBEX \| 2014-04-17 15:08:14 Starting updates for: NQ-201406-GLOBEX \| 2014-04-17 15:08:14 Subscribing to symbol: NQ SecType: FUT Exchange: GLOBEX Currency: \| 2014-04-17 15:08:14 Starting real-time intraday chart updates for NQ-201406-GLOBEX \| 2014-04-17 15:08:14 Downloading intraday chart data for NQ-201403-GLOBEX to the file NQ-201403-GLOBEX.scid \| 2014-04-17 15:08:14 Starting date and time: 2014-03-21 17:14:30 \| 2014-04-17 15:08:14 Requesting a total of 15 days and 0 seconds. \| 2014-04-17 15:08:14 Requesting 1 Day of data at 30 secs with ending date at 20140403 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:14 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 13. \| 2014-04-17 15:08:15 Requesting 1 Day of data at 30 secs with ending date at 20140404 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:17 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 14. \| 2014-04-17 15:08:18 Requesting 1 Day of data at 30 secs with ending date at 20140405 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:20 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 15. \| 2014-04-17 15:08:21 Requesting 1 Day of data at 30 secs with ending date at 20140406 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:23 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 16. \| 2014-04-17 15:08:23 Requesting 1 Day of data at 30 secs with ending date at 20140407 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:26 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 17. \| 2014-04-17 15:08:26 Requesting 1 Day of data at 30 secs with ending date at 20140408 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:28 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 18. \| 2014-04-17 15:08:29 Requesting 1 Day of data at 30 secs with ending date at 20140409 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:31 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 19. \| 2014-04-17 15:08:31 Requesting 1 Day of data at 30 secs with ending date at 20140410 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:34 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 20. \| 2014-04-17 15:08:34 Requesting 1 Day of data at 30 secs with ending date at 20140411 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:36 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 21. \| 2014-04-17 15:08:37 Requesting 1 Day of data at 30 secs with ending date at 20140412 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:39 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 22. \| 2014-04-17 15:08:40 Requesting 1 Day of data at 30 secs with ending date at 20140413 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:42 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 23. \| 2014-04-17 15:08:42 Requesting 1 Day of data at 30 secs with ending date at 20140414 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:45 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 24. \| 2014-04-17 15:08:45 Requesting 1 Day of data at 30 secs with ending date at 20140415 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:47 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 25. \| 2014-04-17 15:08:48 Requesting 1 Day of data at 30 secs with ending date at 20140416 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:50 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 26. \| 2014-04-17 15:08:50 Requesting 1 Day of data at 30 secs with ending date at 20140417 19:18:14 GMT for NQ-201403-GLOBEX \| 2014-04-17 15:08:53 Message from IB: Historical Market Data Service error message:HMDS query returned no data: NQH4@GLOBEX Trades. IB Error Code: 162. Request ID: 27. \| 2014-04-17 15:08:53 Received 0 records and wrote 0 records for NQ-201403-GLOBEX \| 2014-04-17 15:08:55 Intraday download COMPLETE for NQ-201403-GLOBEX \| 2014-04-17 15:08:55 Starting updates for: NQ-201403-GLOBEX \| 2014-04-17 15:08:55 Subscribing to symbol: NQ SecType: FUT Exchange: GLOBEX Currency: \| 2014-04-17 15:08:55 Starting real-time intraday chart updates for NQ-201403-GLOBEX \| 2014-04-17 15:08:55 Downloading intraday chart data for ES-201403-GLOBEX to the file ES-201403-GLOBEX.scid \| 2014-04-17 15:08:55 Starting date and time: 2014-03-21 17:14:30 \| 2014-04-17 15:08:55 Requesting a total of 15 days and 0 seconds. \| 2014-04-17 15:08:55 Requesting 1 Day of data at 30 secs with ending date at 20140403 19:18:55 GMT for ES-201403-GLOBEX \| 2014-04-17 15:08:55 Symbol Error: NQ-201403-GLOBEX is unknown, unavailable, or improperly formatted. \| 2014-04-17 15:08:56 Message from IB: Historical Market Data Service error message:HMDS query returned no data: ESH4@GLOBEX Trades. IB Error Code: 162. Request ID: 30. \| 2014-04-17 15:08:56 Requesting 1 Day of data at 30 secs with ending date at 20140404 19:18:55 GMT for ES-201403-GLOBEX \| 2014-04-17 15:08:58 Message from IB: Historical Market Data Service error message:HMDS query returned no data: ESH4@GLOBEX Trades. IB Error Code: 162. Request ID: 31. \| 2014-04-17 15:08:59 Requesting 1 Day of data at 30 secs with ending date at 20140405 19:18:55 GMT for ES-201403-GLOBEX \| 2014-04-17 15:09:01 Message from IB: Historical Market Data Service error message:HMDS query returned no data: ESH4@GLOBEX Trades. IB Error Code: 162. Request ID: 32. \| 2014-04-17 15:09:02 Requesting 1 Day of data at 30 secs with ending date at 20140406 19:18:55 GMT for ES-201403-GLOBEX \| 2014-04-17 15:09:04 Message from IB: Historical Market Data Service error message:HMDS query returned no data: ESH4@GLOBEX Trades. IB Error Code: 162. Request ID: 33. \| 2014-04-17 15:09:04 Requesting 1 Day of data at 30 secs with ending date at 20140407 19:18:55 GMT for ES-201403-GLOBEX \| 2014-04-17 15:09:06 Message from IB: Historical Market Data Service error message:HMDS query returned no data: ESH4@GLOBEX Trades. IB Error Code: 162. Request ID: 34. \| 2014-04-17 15:09:07

[2014-04-17 19:15:18] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You are running version 683 of Sierra Chart. Please do not expect us to help with this. You are nearly 500 versions behind. This is years old. You cannot have any expectation of help with that version. The only possibility here is to update Sierra Chart to the current version otherwise we consider this request closed. You need to understand that Interactive Brokers makes changes that Sierra Chart has to make changes to accommodate. And if you do not keep Sierra Chart up-to-date, there can be problems. It cannot be considered reasonable to be running a version that old. If there is some reason for this, let us know and we will do our best to help you. 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: 2014-04-17 19:19:48

[2014-04-17 19:27:07] #5 [Go To First Post]
User69382 - Posts: 7
Well, I was expecting this reply. Guess what? I installed ver. 1115 and cannot even connect to the IB TWS! I have been using SC for over 10 years. I upgrade it very rarely and, as I said in the original message, I upgrade IB TWS (or any other trading software, for that matter) only when I have to because I do not get that much out of the upgrades and often only problems. The copy of the log for ver. 1115 will follow soon.

[2014-04-17 19:27:35] #6 [Go To First Post]
User69382 - Posts: 7
Software version: 1115 \| 2014-04-17 15:20:46 Usage end date: 2014-06-11 \| 2014-04-17 15:20:46 Allow Support for Sierra Chart Data Feeds is enabled. \| 2014-04-17 15:20:46 Active service: Interactive Brokers \| 2014-04-17 15:20:46 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) \| 2014-04-17 15:20:46 2014-04-17 15:20:46 Local computer clock time \| 2014-04-17 15:20:46 2014-04-17 19:20:46 GMT time \| 2014-04-17 15:20:46 2014-04-17 15:20:46 Time zone adjusted time \| 2014-04-17 15:20:46 Time difference to server time: 0 seconds. \| 2014-04-17 15:20:46 Program path: C:\Program Files\Sierra Chart 1115\ \| 2014-04-17 15:20:46 Data Files path: C:\Program Files\Sierra Chart 1115\Data\ \| 2014-04-17 15:20:46 OS Version Number: 5.1 \| 2014-04-17 15:20:46 Checking for new symbol settings for ib \| 2014-04-17 15:20:46 Symbol settings are up-to-date for ib \| 2014-04-17 15:20:46 Interactive Brokers: Connecting to 127.0.0.1:7496 \| 2014-04-17 15:20:51 The network socket is connected. \| 2014-04-17 15:20:51 Socket connected to TWS. Sending client version: 62. Waiting for acceptance. \| 2014-04-17 15:20:51 TWS server version: 67 \| 2014-04-17 15:20:52 IB: Trader Workstation 9392 or higher is required to connect. TWS server version required: 68 \| 2014-04-17 15:20:52 Error connecting to Data or Trading service. For help with this issue, press the 'Send For Analysis' button on this window. \| 2014-04-17 15:20:52 To prevent further connection attempts, select 'File >> Disconnect'. \| 2014-04-17 15:20:52 Socket has been shutdown and closed. \| 2014-04-17 15:20:52 Disconnected from IB. \| 2014-04-17 15:20:52 Will reconnect to the server in 5.0 seconds Select File >> Disconnect to prevent further connection attempts. \| 2014-04-17 15:20:52 Interactive Brokers: Connecting to 127.0.0.1:7496 \| 2014-04-17 15:20:57 The network socket is connected. \| 2014-04-17 15:20:58 Socket connected to TWS. Sending client version: 62. Waiting for acceptance. \| 2014-04-17 15:20:58 TWS server version: 67 \| 2014-04-17 15:21:03 IB: Trader Workstation 9392 or higher is required to connect. TWS server version required: 68 \| 2014-04-17 15:21:03 Error connecting to Data or Trading service. For help with this issue, press the 'Send For Analysis' button on this window. \| 2014-04-17 15:21:03 To prevent further connection attempts, select 'File >> Disconnect'. \| 2014-04-17 15:21:03 Socket has been shutdown and closed. \| 2014-04-17 15:21:03 Disconnected from IB. \| 2014-04-17 15:21:03 Will reconnect to the server in 5.0 seconds Select File >> Disconnect to prevent further connection attempts. \| 2014-04-17 15:21:03

[2014-04-17 19:29:07] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
To be able to connect, you need to install the very latest TWS version. You can download and install it with this link: https://download2.interactivebrokers.com/download/tws40_install_latest.exe 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: 2014-04-17 19:29:21

[2014-04-17 19:33:52] #8 [Go To First Post]
User69382 - Posts: 7
Okay, I will install the very latest TWS version and will update you on my progress. But the one I am using is pretty recent too, only a few weeks old. Thanks so far.

[2014-04-17 19:39:47] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Right, however Sierra Chart needs 939.2 or higher. 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: 2014-04-17 19:39:59

[2014-04-17 19:46:29] #10 [Go To First Post]
User69382 - Posts: 7
Looks like installing the latest version of TWS solved the problem for the older version of SC (no price gap on the charts any more), the one I am still using. I will see if this helps with 1115 (the connection problem). I will update you on this issue later. Thanks for your help.

[2014-04-17 20:33:24] #11 [Go To First Post]
User69382 - Posts: 7
Version 1115 is working now fine too. I will switch to it eventually. Thanks for all your support.

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