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Direct MessagesDate/Time: Thu, 25 Apr 2024 20:15:44 +0000
Delayed Cash Indexes Data
View Count: 357
| [2022-10-31 15:23:28] |
| User695730 - Posts: 3 |
|
Hi, I have package level 3 and I'm using the delayed data and trade evaluator. I created a new installation in order to get delayed cash indexes data based on https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#CashIndexes. I can now get delayed data for stocks (e.g. AAPL-NQTV) but I can't get any delayed intra-day data for $INX (also after waiting for 15 minutes). Is this not included as part of "SC Data - All Services"? Also, I have "Allow Support for Sierra Chart Data Feeds" set to "No" which is what I understood from https://www.sierrachart.com/index.php?page=doc/DelayedExchangeDataFeed.php. So my question is, should I be able to receive delayed $INX data with my package? and if so, what am I doing wrong? Thanks. Date Time Of Last Edit: 2022-10-31 15:25:25
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| [2022-10-31 17:02:10] |
| John - SC Support - Posts: 31117 |
|
You should be getting the intermittently updated delayed data for $INX. If you are still having an issue with this, then we would need to see your Message Log by following these instructions: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Open a chart for the symbol you have an issue with. Tell us that symbol of the chart. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) We will then determine what the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-10-31 18:31:02] |
| User695730 - Posts: 3 |
|
Software version: 2443 64-bit | 2022-10-31 18:13:40.032
Primary Thread ID: 260 | 2022-10-31 18:13:40.032 Usage end date: 2023-04-07 | 2022-10-31 18:13:40.032 Enabled for: Sierra Chart Historical Data Service. | 2022-10-31 18:13:40.032 Enabled for: Delayed Denali Exchange Data Feed. | 2022-10-31 18:13:40.032 Enabled for exchange2: fairx_exchange.data | 2022-10-31 18:13:40.032 Allow Support for Sierra Chart Data Feeds is disabled. | 2022-10-31 18:13:40.032 Current selected Data/Trading service: SC Data - All Services | 2022-10-31 18:13:40.032 Custom symbol settings values: disabled | 2022-10-31 18:13:40.032 Chart Update Interval: 500 | 2022-10-31 18:13:40.032 Intraday Data Storage Time Unit: 1 | 2022-10-31 18:13:40.032 Time Zone: +00:00:00 (UTC+00) | 2022-10-31 18:13:40.032 2022-10-31 18:13:40 Local computer time in UTC | 2022-10-31 18:13:40.032 2022-10-31 18:13:40 Local computer time in SC Time Zone | 2022-10-31 18:13:40.032 2022-10-31 12:24:42 Server time in UTC | 2022-10-31 18:13:40.032 Local computer UTC time and Server UTC time difference: 2 seconds. | 2022-10-31 18:13:40.032 Program path: Y:\SierraChart2\ | 2022-10-31 18:13:40.032 Data Files path: Y:\SierraChart2\Data\ | 2022-10-31 18:13:40.032 OS Version Number: 6.1 | 2022-10-31 18:13:40.032 Locale Setting: C | 2022-10-31 18:13:40.032 DLLs: UserContributedStudies_64.dll | 2022-10-31 18:13:40.033 Allowed protected custom studies: | 2022-10-31 18:13:40.033 Crash reporter started: true | 2022-10-31 18:13:40.033 $INX 1 Min #1 | Reloading chart. | 2022-10-31 18:13:42.957 File >> Disconnect selected. | 2022-10-31 18:14:01.041 SC DTC Data with Market Depth | Waiting for socket receive thread to end | 2022-10-31 18:14:01.042 DTC Client socket (2) | CloseSocket call. | 2022-10-31 18:14:01.042 SC DTC Data with Market Depth | Disconnected from the server. | 2022-10-31 18:14:01.042 SC DTC Delayed Exchange Data | Waiting for socket receive thread to end | 2022-10-31 18:14:01.043 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2022-10-31 18:14:01.043 DTC Client socket (1) | CloseSocket call. | 2022-10-31 18:14:01.043 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2022-10-31 18:14:01.043 SC DTC Delayed Exchange Data | Disconnected from the server. | 2022-10-31 18:14:01.043 SC Data - All Services | Disconnected. | 2022-10-31 18:14:01.043 DTC Client socket (2) | Socket gracefully closed by remote side. | 2022-10-31 18:14:01.079 DTC Client socket (2) | Closed. | 2022-10-31 18:14:01.079 SC Data - All Services | Connected to server complete. | 2022-10-31 18:14:03.412 Triggering next historical data download in queue. | 2022-10-31 18:14:03.412 Triggering next historical data download in queue. | 2022-10-31 18:14:03.412 Triggering next historical data download in queue. | 2022-10-31 18:14:03.412 Triggering next historical data download in queue. | 2022-10-31 18:14:03.413 No download requests in the queue to start downloads for. | 2022-10-31 18:14:03.419 No download requests in the queue to start downloads for. | 2022-10-31 18:14:03.419 No download requests in the queue to start downloads for. | 2022-10-31 18:14:03.419 No download requests in the queue to start downloads for. | 2022-10-31 18:14:03.419 Mapping AAPL-NQTV to AAPL-NQTV. Service code: nasdaq_exchange.data | 2022-10-31 18:14:03.647 Using symbol data fast lookup vector | 2022-10-31 18:14:03.647 SC DTC Delayed Exchange Data | Starting real-time market data updates for: AAPL-NQTV (AAPL-NQTV). ID: 1 Service code: nasdaq_exchange.data | 2022-10-31 18:14:03.647 SC DTC Delayed Exchange Data | Connecting to the server ds25.sierracharts.com. Port 10043 | 2022-10-31 18:14:03.647 SC DTC Delayed Exchange Data | Requesting security definition data for: AAPL-NQTV (AAPL-NQTV). ID: 1 | 2022-10-31 18:14:03.647 Added historical Intraday data request for AAPL-NQTV to the queue. | 2022-10-31 18:14:03.647 Intraday data recording state for symbol AAPL-NQTV is set to download 'Pending'. | 2022-10-31 18:14:03.647 Triggering next historical data download in queue. | 2022-10-31 18:14:03.647 DTC Client socket (2) | Creating socket. | 2022-10-31 18:14:03.647 DTC Client socket (2) | New receive buffer size: 5242880 | 2022-10-31 18:14:03.647 DTC Client socket (2) | Connecting to IP: 38.65.8.115. | 2022-10-31 18:14:03.647 Delaying start of download for AAPL-NQTV. | 2022-10-31 18:14:03.649 SC DTC Delayed Exchange Data | Network connection to server complete. | 2022-10-31 18:14:03.673 SC DTC Delayed Exchange Data | Starting socket receive thread. | 2022-10-31 18:14:03.673 SC DTC Delayed Exchange Data | Sending encoding request to server: Binary VLS. Compression: standard | 2022-10-31 18:14:03.673 SC Data - All Services | Starting real-time market data updates for: $INX. ID: 2 Service code: sp.index | 2022-10-31 18:14:03.692 SC Data - All Services | Subscribing to streaming market data in the service client is not supported. Symbol: $INX | 2022-10-31 18:14:03.692 SC Data - All Services | Requesting security definition data for: $INX. ID: 2 | 2022-10-31 18:14:03.692 SC Data - All Services | Starting real-time market data updates for: $SPX. ID: 3 Service code: cboe.index | 2022-10-31 18:14:03.693 SC Data - All Services | Subscribing to streaming market data in the service client is not supported. Symbol: $SPX | 2022-10-31 18:14:03.693 SC Data - All Services | Requesting security definition data for: $SPX. ID: 3 | 2022-10-31 18:14:03.693 Using Bid/Ask average for last trade price for SPX500 | 2022-10-31 18:14:03.694 SC DTC Data with Market Depth | Starting real-time market data updates for: SPX500. ID: 4 Service code: fxcm | 2022-10-31 18:14:03.695 SC DTC Data with Market Depth | Connecting to the server ds13-3.sierracharts.com. Port 443 | 2022-10-31 18:14:03.695 SC DTC Data with Market Depth | Requesting security definition data for: SPX500. ID: 4 | 2022-10-31 18:14:03.695 Added historical Intraday data request for SPX500 to the queue. | 2022-10-31 18:14:03.695 Intraday data recording state for symbol SPX500 is set to download 'Pending'. | 2022-10-31 18:14:03.695 Triggering next historical data download in queue. | 2022-10-31 18:14:03.695 DTC Client socket (4) | Creating socket. | 2022-10-31 18:14:03.695 DTC Client socket (4) | New receive buffer size: 5242880 | 2022-10-31 18:14:03.695 DTC Client socket (4) | Connecting to IP: 162.251.232.235. | 2022-10-31 18:14:03.696 SC DTC Delayed Exchange Data | Setting DTC encoding to Binary VLS | 2022-10-31 18:14:03.709 SC DTC Delayed Exchange Data | Sending logon request message. | 2022-10-31 18:14:03.709 SC DTC Data with Market Depth | Network connection to server complete. | 2022-10-31 18:14:03.778 SC DTC Data with Market Depth | Starting socket receive thread. | 2022-10-31 18:14:03.778 SC DTC Data with Market Depth | Sending encoding request to server: Binary VLS. Compression: standard | 2022-10-31 18:14:03.778 Added historical Intraday data request for $INX to the queue. | 2022-10-31 18:14:03.825 Intraday data recording state for symbol $INX is set to download 'Pending'. | 2022-10-31 18:14:03.825 Triggering next historical data download in queue. | 2022-10-31 18:14:03.825 SC DTC Data with Market Depth | Setting DTC encoding to Binary VLS | 2022-10-31 18:14:03.886 SC DTC Data with Market Depth | Sending logon request message. | 2022-10-31 18:14:03.886 SC DTC Delayed Exchange Data | Received logon response. | 2022-10-31 18:14:04.274 SC DTC Delayed Exchange Data | Server Name: SC Realtime Server. | 2022-10-31 18:14:04.274 SC DTC Delayed Exchange Data | Server protocol version: 8. Client protocol version: 8 | 2022-10-31 18:14:04.274 SC DTC Delayed Exchange Data | Successfully connected. | 2022-10-31 18:14:04.274 SC DTC Delayed Exchange Data | Trading is not supported. | 2022-10-31 18:14:04.274 SC DTC Delayed Exchange Data | Restarting real-time data updates for symbol: AAPL-NQTV -> AAPL-NQTV | 2022-10-31 18:14:04.274 SC DTC Delayed Exchange Data | Received security definition for symbol AAPL-NQTV | 2022-10-31 18:14:04.400 SC DTC Data with Market Depth | Received logon response. | 2022-10-31 18:14:04.717 SC DTC Data with Market Depth | Server Name: SC Realtime Server. | 2022-10-31 18:14:04.717 SC DTC Data with Market Depth | Server protocol version: 8. Client protocol version: 8 | 2022-10-31 18:14:04.717 SC DTC Data with Market Depth | Successfully connected. | 2022-10-31 18:14:04.717 SC DTC Data with Market Depth | Trading is not supported. | 2022-10-31 18:14:04.717 SC DTC Data with Market Depth | Restarting real-time data updates for symbol: SPX500 | 2022-10-31 18:14:04.717 SC DTC Data with Market Depth | Received security definition for symbol SPX500 | 2022-10-31 18:14:04.903 DTC Client socket (3) | Deleting network socket now after delay. | 2022-10-31 18:14:06.890 Requesting market depth updates for: $INX if supported. | 2022-10-31 18:14:08.414 Separate subscription for market depth updates not supported. $INX | 2022-10-31 18:14:08.414 Requesting market depth updates for: AAPL-NQTV if supported. | 2022-10-31 18:14:08.414 Requesting market depth updates for: SPX500 if supported. | 2022-10-31 18:14:08.414 Separate subscription for market depth updates not supported. SPX500 | 2022-10-31 18:14:08.414 SC DTC Delayed Exchange Data | Clearing market depth for AAPL-NQTV | 2022-10-31 18:14:08.512 HD Request # 19 | Downloading Intraday chart data for AAPL-NQTV to the file AAPL-NQTV.scid. Service: nasdaq_exchange.data | 2022-10-31 18:14:09.140 HD Request # 19 | Download start date-time: 2022-10-31 17:59:00.000000. File last date-time: 2022-10-31 17:59:00.000000 | 2022-10-31 18:14:09.141 HD Request # 19 | Using server: ds25.sierracharts.com port 10150 | 2022-10-31 18:14:09.141 Socket (3) | Creating socket. | 2022-10-31 18:14:09.141 Socket (3) | New receive buffer size: 5242880 | 2022-10-31 18:14:09.141 Socket (3) | Connecting to IP: 38.65.8.115. | 2022-10-31 18:14:09.141 HD Request # 19 | Setting DTC encoding to Binary VLS | 2022-10-31 18:14:09.189 HD Request # 19 | Sending historical data logon request message. | 2022-10-31 18:14:09.189 HD Request # 19 | Requesting Intraday data. Start date-time: 2022-10-31 17:59:00. Record interval: 1. Symbol: AAPL-NQTV | 2022-10-31 18:14:09.643 HD Request # 19 | Decompressing data. | 2022-10-31 18:14:09.666 HD Request # 19 | Receiving Intraday data for AAPL-NQTV starting at 2022-10-31 17:59:00.095000 | 2022-10-31 18:14:09.666 Socket (3) | CloseSocket call. | 2022-10-31 18:14:09.667 Socket (3) | Shutdown started. Waiting for graceful close. | 2022-10-31 18:14:09.667 Historical data download thread signaled to stop. | 2022-10-31 18:14:09.667 HD Request # 19 | Timestamp of first Intraday data file record written: 2022-10-31 17:59:00.095000. | 2022-10-31 18:14:09.667 HD Request # 19 | Received 6 Intraday data records from 2022-10-31 17:59:00.095000 to 2022-10-31 17:59:08.805000 (8.7 seconds) and wrote 6 records for AAPL-NQTV | 2022-10-31 18:14:09.667 HD Request # 19 | Add time&sales data | Remembered last file record date-time: 2022-10-31 17:59:08.805000 | 2022-10-31 18:14:09.668 Added 1 Time and Sales records to Intraday data file for AAPL-NQTV after download. | 2022-10-31 18:14:09.668 HD Request # 19 | Completion time: 0s. | 2022-10-31 18:14:09.668 HD Request # 19 | Intraday data download complete for AAPL-NQTV. Unique request ID: 19 | 2022-10-31 18:14:09.668 Removing historical data download ID 19. | 2022-10-31 18:14:09.668 Real-time Intraday chart data file updates started for AAPL-NQTV | 2022-10-31 18:14:09.668 Opened cached Intraday file: Y:\SierraChart2\Data\AAPL-NQTV.scid. Thread ID: 260 | 2022-10-31 18:14:09.668 Intraday chart data file opened for AAPL-NQTV | 2022-10-31 18:14:09.668 HD Request # 19 | Enabling Intraday chart updating for symbol. | 2022-10-31 18:14:09.668 Triggering next historical data download in queue. | 2022-10-31 18:14:09.668 HD Request # 20 | Downloading Intraday chart data for SPX500 to the file SPX500.scid. Service: fxcm | 2022-10-31 18:14:09.668 HD Request # 20 | Download start date-time: 2022-10-31 18:13:59.000000. File last date-time: 2022-10-31 18:13:59.000000 | 2022-10-31 18:14:09.669 HD Request # 20 | Using server: ds12.sierracharts.com port 10149 | 2022-10-31 18:14:09.669 Socket (5) | Creating socket. | 2022-10-31 18:14:09.703 Socket (5) | New receive buffer size: 5242880 | 2022-10-31 18:14:09.703 Socket (5) | Connecting to IP: 142.215.18.104. | 2022-10-31 18:14:09.704 Socket (3) | Socket gracefully closed by remote side. | 2022-10-31 18:14:09.716 Socket (3) | Closed. | 2022-10-31 18:14:09.716 HD Request # 20 | Setting DTC encoding to Binary VLS | 2022-10-31 18:14:09.798 HD Request # 20 | Sending historical data logon request message. | 2022-10-31 18:14:09.798 HD Request # 20 | Requesting Intraday data. Start date-time: 2022-10-31 18:13:59. Record interval: 1. Symbol: SPX500 | 2022-10-31 18:14:10.352 HD Request # 20 | Decompressing data. | 2022-10-31 18:14:10.390 HD Request # 20 | Receiving Intraday data for SPX500 starting at 2022-10-31 18:13:59.031000 | 2022-10-31 18:14:10.390 Socket (5) | CloseSocket call. | 2022-10-31 18:14:10.391 Socket (5) | Shutdown started. Waiting for graceful close. | 2022-10-31 18:14:10.391 Historical data download thread signaled to stop. | 2022-10-31 18:14:10.391 HD Request # 20 | Timestamp of first Intraday data file record written: 2022-10-31 18:13:59.031000. | 2022-10-31 18:14:10.391 HD Request # 20 | Received 8 Intraday data records from 2022-10-31 18:13:59.031000 to 2022-10-31 18:14:08.011000 (9.0 seconds) and wrote 8 records for SPX500 | 2022-10-31 18:14:10.391 HD Request # 20 | Add time&sales data | Remembered last file record date-time: 2022-10-31 18:14:08.011000 | 2022-10-31 18:14:10.392 Added 2 Time and Sales records to Intraday data file for SPX500 after download. | 2022-10-31 18:14:10.392 HD Request # 20 | Completion time: 1s. | 2022-10-31 18:14:10.397 HD Request # 20 | Intraday data download complete for SPX500. Unique request ID: 20 | 2022-10-31 18:14:10.397 Removing historical data download ID 20. | 2022-10-31 18:14:10.397 Real-time Intraday chart data file updates started for SPX500 | 2022-10-31 18:14:10.397 Opened cached Intraday file: Y:\SierraChart2\Data\SPX500.scid. Thread ID: 260 | 2022-10-31 18:14:10.397 Intraday chart data file opened for SPX500 | 2022-10-31 18:14:10.398 HD Request # 20 | Enabling Intraday chart updating for symbol. | 2022-10-31 18:14:10.398 Triggering next historical data download in queue. | 2022-10-31 18:14:10.398 HD Request # 21 | Downloading Intraday chart data for $INX to the file $INX.scid. Service: sp.index | 2022-10-31 18:14:10.398 HD Request # 21 | Download start date-time: 2022-10-31 17:56:35.000000. File last date-time: 2022-10-31 17:56:35.120000 | 2022-10-31 18:14:10.398 HD Request # 21 | Using server: exchangehistdata2.sierracharts.com port 10150 | 2022-10-31 18:14:10.398 Socket (5) | Socket gracefully closed by remote side. | 2022-10-31 18:14:10.429 Socket (5) | Closed. | 2022-10-31 18:14:10.429 Socket (3) | Creating socket. | 2022-10-31 18:14:10.455 Socket (3) | New receive buffer size: 5242880 | 2022-10-31 18:14:10.455 Socket (3) | Connecting to IP: 8.18.161.133. | 2022-10-31 18:14:10.455 HD Request # 21 | Setting DTC encoding to Binary VLS | 2022-10-31 18:14:10.544 HD Request # 21 | Sending historical data logon request message. | 2022-10-31 18:14:10.544 HD Request # 21 | Requesting Intraday data. Start date-time: 2022-10-31 17:56:35. Record interval: 1. Symbol: $INX | 2022-10-31 18:14:11.031 HD Request # 21 | Decompressing data. | 2022-10-31 18:14:11.064 HD Request # 21 | Receiving Intraday data for $INX starting at 2022-10-31 17:56:35.120000 | 2022-10-31 18:14:11.065 Socket (3) | CloseSocket call. | 2022-10-31 18:14:11.103 Socket (3) | Shutdown started. Waiting for graceful close. | 2022-10-31 18:14:11.104 Historical data download thread signaled to stop. | 2022-10-31 18:14:11.104 HD Request # 21 | Timestamp of first Intraday data file record written: 2022-10-31 17:56:35.120000. | 2022-10-31 18:14:11.104 HD Request # 21 | Received 456 Intraday data records from 2022-10-31 17:56:35.120000 to 2022-10-31 18:04:10.098000 (7.6 minutes) and wrote 456 records for $INX | 2022-10-31 18:14:11.104 HD Request # 21 | Add time&sales data | Remembered last file record date-time: 2022-10-31 18:04:10.098000 | 2022-10-31 18:14:11.105 HD Request # 21 | Completion time: 1s. | 2022-10-31 18:14:11.105 HD Request # 21 | Intraday data download complete for $INX. Unique request ID: 21 | 2022-10-31 18:14:11.105 Removing historical data download ID 21. | 2022-10-31 18:14:11.105 Real-time Intraday chart data file updates started for $INX | 2022-10-31 18:14:11.105 Opened cached Intraday file: Y:\SierraChart2\Data\$INX.scid. Thread ID: 260 | 2022-10-31 18:14:11.105 Intraday chart data file opened for $INX | 2022-10-31 18:14:11.110 HD Request # 21 | Enabling Intraday chart updating for symbol. | 2022-10-31 18:14:11.110 Triggering next historical data download in queue. | 2022-10-31 18:14:11.110 No download requests in the queue to start downloads for. | 2022-10-31 18:14:11.110 Socket (3) | Socket gracefully closed by remote side. | 2022-10-31 18:14:11.145 Socket (3) | Closed. | 2022-10-31 18:14:11.145 DTC Client socket (1) | Timed out waiting for shutdown. Performing an immediate socket close. | 2022-10-31 18:16:06.893 DTC Client socket (1) | Closed. | 2022-10-31 18:16:06.893 DTC Client socket (1) | Deleting network socket now after delay. | 2022-10-31 18:16:36.894 Also, I noticed that if I put $INX in a quote board, the "LastTime" value never updates, and it points to the time of the data reconnect and not a 15 minute offset of it (as opposed to "AAPL-NQTV" which updates in real time with a 15 minute offset in the quote board). |
| [2022-10-31 22:03:06] |
| John - SC Support - Posts: 31117 |
|
Your log shows that everything is working correctly for $INX and you should have data showing in your chart. Keep in mind this data is not Delayed Streaming, but is rather Intermittent Updating Delayed. In other words, the data will only update every so often and when it does it will be at least 15 minutes behind the current market (it could be more). The setting that controls how often this updates is Global Settings >> Data/Trade Service Settings >> Main Settings >> Intraday Download Interval For non-real time Symbols. With regards to the quote board, that would not be surprising give what we state above and how the data updates. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-11-01 13:17:11] |
| User695730 - Posts: 3 |
|
I see. Is there any way to get streaming delayed data for cash indexes? Thanks. |
| [2022-11-01 16:42:46] |
| John - SC Support - Posts: 31117 |
|
Sorry, but delayed streaming data for the Cash Indices is not available. If you want to get the real-time data, then you would setup the Sierra Chart Exchange Data Feed and activate the appropriate exchange(s) ($INX is part of the S&P Index exchange). Refer to the Setup Instructions here: Sierra Chart Exchange Data Feed: Setup Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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