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Date/Time: Fri, 01 Mar 2024 20:30:53 +0000



problems downloading options intraday data from denali

View Count: 223

[2022-12-13 22:27:22]
User753428 - Posts: 158
This has been going on for a few months now but I put off posting about it on the support board because there was a workaround but it's getting really annoying at this point.

More often than not, when I type in a new options symbol that I've never loaded before (for example, "E2BZ22 C4100.FUT_OPT.CME") in the chart window, it won't successfully download the intraday data and load the chart. It will display the red "Historical data file not available for symbol" message.

Now for the past few months, I've clicked on "Delete all data and download" and it successfully downloads and load the data.

But having to do this almost every single time I'm trying to load a chart for a new options symbol is getting really annoying.

I just tried it on a symbol just now and the same thing happened; I have pasted the relevant message log below:

Enabling compression for file: C:\SierraChart_Charting\Data\E2BZ22 C4100.FUT_OPT.CME.scid. This may take a while. | 2022-12-13 17:16:26.265
File compression enabled. C:\SierraChart_Charting\Data\E2BZ22 C4100.FUT_OPT.CME.scid. CompressionState=2 | 2022-12-13 17:16:26.265
E2BZ22 C4100.FUT_OPT.CME[M] 10 Min #1 | Reloading chart. | 2022-12-13 17:16:26.266
E2BZ22 C4100.FUT_OPT.CME[M] 10 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart_Charting\Data\E2BZ22 C4100.FUT_OPT.CME.scid | 2022-12-13 17:16:26.291
Using -BID_ASK_TRADE_SYNC recording mode for E2BZ22 C4100.FUT_OPT.CME | 2022-12-13 17:16:27.260
Mapping E2BZ22 C4100.FUT_OPT.CME to E2BZ22 C4100.FUT_OPT.CME. Service code: cme | 2022-12-13 17:16:27.260
SC Data - All Services | Starting real-time market data updates for: E2BZ22 C4100.FUT_OPT.CME (E2BZ22 C4100.FUT_OPT.CME). ID: 35 Service code: cme | 2022-12-13 17:16:27.260
SC Data - All Services | Requesting security definition data for: E2BZ22 C4100.FUT_OPT.CME (E2BZ22 C4100.FUT_OPT.CME). ID: 35 | 2022-12-13 17:16:27.260
Added historical Intraday data request for E2BZ22 C4100.FUT_OPT.CME to the queue. | 2022-12-13 17:16:27.260
Intraday data recording state for symbol E2BZ22 C4100.FUT_OPT.CME is set to download 'Pending'. | 2022-12-13 17:16:27.260
Triggering next historical data download in queue. | 2022-12-13 17:16:27.260
Delaying start of download for E2BZ22 C4100.FUT_OPT.CME. | 2022-12-13 17:16:27.260
SC DTC Delayed Exchange Data | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=18, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=1000, ServerSendBufferSizeInBytes=0, ActualMessageDelay=-2.4 seconds, DataCompRatio=1.39, UncompressedBytes=848, CompressionTime=0.000034(secs), NumCompressions=5, Source=10.4.49.101 | 2022-12-13 17:16:27.951
SC Data - All Services | Received security definition for symbol E2BZ22 C4100.FUT_OPT.CME | 2022-12-13 17:16:28.327
SC DTC Delayed Exchange Data | Heartbeat from server | ServerReceivedClientHeartbeatSecondsAgo=19, NumberOfOutstandingSendBuffers=0, TransmissionDelayInMilliseconds=1000, ServerSendBufferSizeInBytes=0, ActualMessageDelay=-2.3 seconds, DataCompRatio=1.53, UncompressedBytes=1237, CompressionTime=0.000044(secs), NumCompressions=6, Source=176.9.9.252 | 2022-12-13 17:16:30.441
HD Request # 76 | Downloading Intraday chart data for E2BZ22 C4100.FUT_OPT.CME to the file E2BZ22 C4100.FUT_OPT.CME.scid. Service: cme | 2022-12-13 17:16:33.808
HD Request # 76 | Download start date-time: 2012-12-15 17:16:33.000000. File last date-time: 00:00:00.000000 | 2022-12-13 17:16:33.809
HD Request # 76 | Using server: ds26.sierracharts.com port 10150 | 2022-12-13 17:16:33.809
Socket (6) | Creating socket. | 2022-12-13 17:16:33.809
Socket (6) | New receive buffer size: 5242880 | 2022-12-13 17:16:33.809
Socket (6) | Connecting to IP: 142.215.17.188. | 2022-12-13 17:16:33.809
HD Request # 76 | Setting DTC encoding to Binary VLS | 2022-12-13 17:16:33.945
HD Request # 76 | Sending historical data logon request message. | 2022-12-13 17:16:33.945
HD Request # 76 | Requesting Intraday data. Start date-time: 2012-12-15 17:16:33. Record interval: 60. Symbol: E2BZ22 C4100.FUT_OPT.CME | 2022-12-13 17:16:34.537
Socket (6) | CloseSocket call. | 2022-12-13 17:16:34.602
HD Request # 76 | Error downloading historical Intraday data for E2BZ22 C4100.FUT_OPT.CME. Historical data file not available for symbol. | 2022-12-13 17:16:34.602
Historical data download thread signaled to stop. | 2022-12-13 17:16:34.602
HD Request # 76 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for E2BZ22 C4100.FUT_OPT.CME | 2022-12-13 17:16:34.602
Socket (6) | Shutdown started. Waiting for graceful close. | 2022-12-13 17:16:34.602
HD Request # 76 | Completion time: 1s. | 2022-12-13 17:16:34.602
HD Request # 76 | Intraday data download complete for E2BZ22 C4100.FUT_OPT.CME. Unique request ID: 76 | 2022-12-13 17:16:34.602
Removing historical data download ID 76. | 2022-12-13 17:16:34.602
Real-time Intraday chart data file updates started for E2BZ22 C4100.FUT_OPT.CME | 2022-12-13 17:16:34.602
Opened cached Intraday file: C:\SierraChart_Charting\Data\E2BZ22 C4100.FUT_OPT.CME.scid. Thread ID: 20436 | 2022-12-13 17:16:34.603
Intraday chart data file opened for E2BZ22 C4100.FUT_OPT.CME | 2022-12-13 17:16:34.603
HD Request # 76 | Enabling Intraday chart updating for symbol. | 2022-12-13 17:16:34.603
[2022-12-14 05:00:18]
Sierra_Chart Engineering - Posts: 13043
This is corrected now.

This affected CME options.

This led us to what is the problem:

HD Request # 76 | Error downloading historical Intraday data for E2BZ22 C4100.FUT_OPT.CME. Historical data file not available for symbol. | 2022-12-13 17:16:34.602
Historical data download thread signaled to stop. | 2022-12-13 17:16:34.602

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