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Date/Time: Sat, 27 Apr 2024 17:42:00 +0000



[Locked] - _mbo symbol depth not working & question about symbol settings behavior

View Count: 1074

[2024-01-16 20:36:18]
Sierra_Chart Engineering - Posts: 14110
Are you still having a problem currently with this? And if so what symbol?


Is the problem that you do not see market depth data for _MBO symbols? Does this happen with all symbols or just some symbols sometimes.

Are you able to see market depth for _MBO symbols when using SC Data-All Services?
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
Date Time Of Last Edit: 2024-01-16 20:40:25
[2024-01-16 22:15:47]
vg.trades - Posts: 33
Yes, still having the same problem. Just updated to SC 2586 and it persists.

Yes, the problem is I do not see market depth for _MBO symbols. This happens with all _MBO symbols.

Yes, I'm able to see depth when only utilizing SC Data-All Services. It only happens when I am connected to IB API (but still set to utilize data from SC)

Steps to reproduce the issue on a fresh install of SC are in post #17 of this thread (_mbo symbol depth not working & question about symbol settings behavior | Post: 366565)

Thanks
Date Time Of Last Edit: 2024-01-16 22:16:20
[2024-01-16 23:18:18]
Sierra_Chart Engineering - Posts: 14110
We will determine what the problem is.
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
[2024-01-30 21:22:19]
Sierra_Chart Engineering - Posts: 14110
We apologize for the delay with this. We think we found the problem. We will have out a new release today.
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
[2024-02-01 16:58:09]
vg.trades - Posts: 33
Thanks for looking into the issue, however I'm still experiencing the same problem on 2592
[2024-02-01 23:57:16]
Sierra_Chart Engineering - Posts: 14110
So on version 2592, when using _MBO symbols you are not seeing market depth beyond one level? We do not see this problem any longer. We were able to reproduce it and did correct the issue that would lead to it. Maybe there is another that we are not finding.
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
[2024-02-02 18:19:53]
vg.trades - Posts: 33
Correct. But only when a market depth study is added to the chart, and I'm connected to IB ABI, same circumstances as detailed before. Happy to show you in a live session or provide any other details that may be helpful.
[2024-02-02 21:43:36]
Sierra_Chart Engineering - Posts: 14110
We found the problem. This is now going to be resolved in version 2593 coming out in about 30 minutes.
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
[2024-02-05 17:25:33]
vg.trades - Posts: 33
Issue is still occurring in 2597, although a bit different as you can see in the attached GIF. Other levels seem to flash on and off when they are changed.
imageezgif-3-e742f71ad2.gif / V - Attached On 2024-02-05 17:24:01 UTC - Size: 864.42 KB - 38 views
[2024-02-06 01:37:26]
Sierra_Chart Engineering - Posts: 14110
We do not see how we would be able to reproduce that. We do not know what the problem is in your particular case.

However, we want you to disable Custom Symbol Settings Values:
Global Symbol Settings: Disabling Custom Symbol Settings

This is very important to do the above step!

If you still have a problem we do not know what the cause is and for whatever reason you cannot use _MBO symbols with Interactive Brokers. And need to use a separate installation of Sierra Chart set to SC Data-All Services.
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
Date Time Of Last Edit: 2024-02-06 01:38:47
[2024-02-06 17:23:29]
vg.trades - Posts: 33
Custom symbol settings is disabled as instructed, but issue still happens.

So just to confirm-you are able to see proper market depth on the chart dom, with the market depth study loaded, connected to the IB API when you were testing/fixing?

If this is something that is specific to me, I will try to look into it more from my side, but it's odd it only happens when I have the default market depth study on the chart.
[2024-02-06 21:13:59]
Sierra_Chart Engineering - Posts: 14110
We are testing this again now.
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
[2024-02-06 21:32:15]
Sierra_Chart Engineering - Posts: 14110
Ok we now are able to reproduce this.:
So just to confirm-you are able to see proper market depth on the chart dom, with the market depth study loaded, connected to the IB API when you were testing/fixing?

It relates to the very same reason. We will figure out a solution. It has to do with market depth data being considered rejected, because Sierra Chart is receiving a security definition reject for the symbol from TWS.
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
[2024-02-16 04:26:27]
Sierra_Chart Engineering - Posts: 14110
This is now all resolved. Update to the latest release.
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
[2024-02-16 18:00:05]
vg.trades - Posts: 33
Can confirm everything seems to be working at this point. Thanks so much for the fix.
[2024-03-12 19:25:32]
$tack - Posts: 53
I'm having an issue with _mbo symbols. When I enter them into an intraday chart I immediately get a red dialogue box that says

"Download Failed Error downloading historical Intraday data for SPY_mbo. Historical data file for SPY_mbo not available"

This happens for all symbols...with the exception of TSLA (which I guess has a valid file?), and that I opened in another chart with a Chart DOM.

The red error message goes away, but I only see data from current day and the historical date range (in file from) is set to the same day. Any attempt to set it to an earlier date then has the red error appear.

I also have multiple instances of Sierra running and I believe accessing the _mbo data on one somehow caused an issue in the other instance. I shut all of them down except the one I was trying to use and getting the red error on. But still had issues. I also tried to relogin with "forced login" and that didn't help.

Please advise. Thanks in advance
[2024-03-12 19:46:15]
John - SC Support - Posts: 31159
Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Close all of the Chartbooks with "File >> Close All Chartbooks".

Open a single chart for the symbol you have an issue with through "File >> Find Symbol". Tell us that symbol of the chart. Tell us about *one* symbol only.

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
[2024-03-13 13:24:58]
$tack - Posts: 53
I sent the log via "send for analysis" option.
I did as you said and then opened a charg for spy_mbo from file. It initially showed a chart with historical data and updating 1 minute. It then stopped and the red dialogue box appeared. This is the only instance of Sierra and the only chart book opening.

I'm not sure if there is multiple issues going on here. And if this is not related to _mbo symbols then I can move it to another thread. But I have 2 instances of Sierra open. 1 is connected to Teton CME Order Routing, and the other to SC Data - All Services. This has worked fine for a long time. However, when I recently started trying to access _mbo symbols in the SC Data instance, then I start getting messages in the log that I've exceeded some session limit. The data for _mbo (and -nqtv) symbols stop in the Teton CME instance and start working in the SC Data instance with the limitations I described in my original message (red dialogue box). Shouldn't I be able to have this working in multiple instances of Sierra (up to 3 per user)? I sent the log for when I open the second instance (in this case both were actually connected to Teton CME).

2024-03-13 09:26:51.114 | Denali Data Feed | Logon error received from server: Connection limit exceeded. | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 4

Note that once I don't reference _mbo symbols in a second instance, the connection limit issue goes away

Thanks
Date Time Of Last Edit: 2024-03-13 13:32:51
[2024-03-13 16:07:40]
John - SC Support - Posts: 31159
With regards to the issue of not getting data for SPY_mbo, please change the symbol so that everything is in upper case - i.e. make the symbol "SPY_MBO". This should not make a difference, but we are wondering if it does in the case of the _MBO symbols. Let us know if this resolves that issue.

With regards to the multiple connections, the system thinks there are 4 instances running on the same computer. This should not have anything to do with the _MBO symbols, so we do not know how that could be related. Please exit from all instances that you have running and start again using the "Forced Login" option. This will help to ensure that all instances are updated with the information from our servers and vice versa. Refer to the following:
Sierra Chart - Software Login Instructions: Forced Login

If you continue to have an issue, then please let us know.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-13 17:31:54]
$tack - Posts: 53
i added SPY_MBO all upper case and this did not resolve the issue. In fact I had the log open and when I added it, I immediately got disconnected in the log. I have submited the log for analysis

I have also tried to do forced login many times to resolve. The behavior is, it my Sierra intance is working fine. But once I enter an _MBO symbol, it starts having disconnect issues.

2024-03-13 13:39:05.029 | Denali Data Feed | Data feed disconnected. Will reconnect in 5 seconds.
2024-03-13 13:39:05.029 | DTC Client socket (1) | Shutdown started. Waiting for graceful close.
2024-03-13 13:39:05.050 | DTC Client socket (1) | Socket gracefully closed by remote side.
2024-03-13 13:39:05.050 | DTC Client socket (1) | Closed.

this message starts happening and repeats after I add the symbol.

And in addition I start having the conection limit exceeded messages soon after. I did nothing else but add the _MBO symbol and I was not receiving the message before (and in this instance i did a forced login as you suggested)

2024-03-13 13:40:27.047 | Denali Data Feed | Logon error received from server: Connection limit exceeded. | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 5

Date Time Of Last Edit: 2024-03-13 17:44:00
[2024-03-23 16:08:20]
$tack - Posts: 53
Hi. Please let me know if you can help further as there is clearly some strange behavior happening here.
Thanks
[2024-03-23 20:49:48]
Sierra_Chart Engineering - Posts: 14110
How many primary instances of Sierra Chart do you have running excluding sub instances started with File >> New Instance?

Follow the instructions here to update the Symbol Settings in each instance including the sub instances:
Global Symbol Settings: Update Global Symbol Settings

And disable Use Custom Symbol Settings Values.

This particular issue is only affecting the new connection for the _MBO symbols:
2024-03-13 13:40:27.047 | Denali Data Feed | Logon error received from server: Connection limit exceeded. | MaxConnectionsForSameDevice = 3, NumCurrentConnectionsForSameDevice = 5
Thinking about how all of this works in the background, this probably can be expected. Use stock symbols only in a single instance of Sierra Chart.

So really there is nothing wrong. With the number of instances you are running, and the different types of symbols being used, you are simply exceeding the connection limit.
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
Date Time Of Last Edit: 2024-03-23 20:54:02
[2024-03-23 20:55:53]
Sierra_Chart Engineering - Posts: 14110
We are locking this thread because your posts are unrelated to this thread.

And other than the information we have given in post #46, there is nothing more that can be done.
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
Date Time Of Last Edit: 2024-03-23 20:56:33

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