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Direct MessagesDate/Time: Tue, 23 Apr 2024 14:28:29 +0000
Проблема с загрузкой исторических данных.
View Count: 1166
| [2014-07-23 09:00:23] |
| 2garin - Posts: 184 |
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Здравствуйте. При открытии ранее сохраненного чарта и запросе недостающих тиковых данных возникает проблема. Суть проблемы: При неоднократных попытках загрузить данные появлется ошибка 10053 после которой в терминал начинают транслироватся рилтайм данные. В редких случаях история грузится без ошибки 10053 но на 5М графике (даже свечном, про футпринт просто молчу) видны пропуски. С данной проблемой обращался к поставщику котировок, все в лучщих традициях "Пуля из ствола вышла, проблема на стороне клиента". Date Time Of Last Edit: 2014-07-23 09:34:28
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| [2014-07-23 09:27:58] |
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Go to the chart and select Edit >>Delete all Data and Download. When the download completes, post a copy of the Message Log, by following these instructions here: https://www.sierrachart.com/index.php?page=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 |
| [2014-07-24 02:35:05] |
| 2garin - Posts: 184 |
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Good afternoon. Sending the log file for the study. Thank you. ---------------------- Software version: 1157 | 2014-07-24 14:14:31 Usage end date: 2014-08-06 | 2014-07-24 14:14:31 Enabled for: Advanced Features. | 2014-07-24 14:14:31 Enabled for: Advanced Features 2. | 2014-07-24 14:14:31 Enabled for: Sierra Chart Historical Data Service. | 2014-07-24 14:14:31 Allow Support for Sierra Chart Data Feeds is enabled. | 2014-07-24 14:14:31 Active service: CTS T4 FIX | 2014-07-24 14:14:31 Time Zone: +12:00:00 (UTC+12) | 2014-07-24 14:14:31 2014-07-24 14:14:31 Local computer clock time | 2014-07-24 14:14:31 2014-07-24 02:14:31 GMT time | 2014-07-24 14:14:31 2014-07-24 14:14:31 Time zone adjusted time | 2014-07-24 14:14:31 Time difference to server time: 1 seconds. | 2014-07-24 14:14:31 Program path: D:\SierraChart\ | 2014-07-24 14:14:31 Data Files path: D:\SierraChart\Data\ | 2014-07-24 14:14:31 OS Version Number: 6.1 | 2014-07-24 14:14:31 Checking for new symbol settings for cts | 2014-07-24 14:14:31 CTS FIX - Connecting to CTS Live server fix.t4login.com:10443 | 2014-07-24 14:14:36 CTS FIX - Firm: Dorman | 2014-07-24 14:14:36 Requesting symbol settings for cts. Overwrite = on. | 2014-07-24 14:14:36 CTS FIX socket (0) - Resolved address fix.t4login.com to IP 208.116.215.102 | 2014-07-24 14:14:37 CTS FIX socket (1836) - Connected. | 2014-07-24 14:14:38 CTS FIX socket (1836) - Starting SSL connection. | 2014-07-24 14:14:38 CTS FIX socket (1836) - SSL connection established. | 2014-07-24 14:14:41 CTS FIX: Sending the Logon message. | 2014-07-24 14:14:41 CTS FIX: Connected to data and trade server. FIX version: 4.3.8.0 | 2014-07-24 14:14:42 CTS FIX: Received Account List collateral report. | 2014-07-24 14:14:43 CTS FIX: Subscribing to account: M6* | 2014-07-24 14:14:43 Symbol settings received. | 2014-07-24 14:14:43 Processed received symbol settings | 2014-07-24 14:14:43 CTS FIX: Received Account Update collateral report. | 2014-07-24 14:14:46 CTS FIX: Requesting Open Orders for account: M6* | 2014-07-24 14:14:47 CTS FIX: Received Account List collateral report. | 2014-07-24 14:14:48 Currently no data in file to display. Will start historical data download and real-time updates. File: D:\SierraChart\Data\ES.20140900.CME_Eq.scid | 2014-07-24 14:14:50 CTS T4 FIX - Starting real-time market data updates for: ES.20140900.CME_Eq. ID: 1 | 2014-07-24 14:14:51 HD Request # 2 - Downloading Intraday chart data for ES.20140900.CME_Eq to the file ES.20140900.CME_Eq.scid. Service: cts | 2014-07-24 14:14:51 Compressing file: D:\SierraChart\Data\ES.20140900.CME_Eq.scid. This may take a while... | 2014-07-24 14:14:51 HD Request # 2 - Download start Date-Time: 2014-07-14 14:14:51.0 | 2014-07-24 14:14:51 CTS FIX Historical Data - Connecting to Historical data server fix-chart.t4login.com:10443 | 2014-07-24 14:14:51 Requesting market depth updates for: ES.20140900.CME_Eq if supported. | 2014-07-24 14:14:52 CTS T4 FIX: Sending security definition request for symbol ES.20140900.CME_Eq | 2014-07-24 14:14:52 CTS FIX Historical Data socket (0) - Resolved address fix-chart.t4login.com to IP 69.44.110.227 | 2014-07-24 14:14:53 CTS T4 FIX: Received matching security definition for symbol ES.20140900.CME_Eq. Subscribing to data. | 2014-07-24 14:14:53 CTS T4 FIX: Received 1 security definitions for underlying symbol ES | 2014-07-24 14:14:53 CTS FIX Historical Data socket (2604) - Connected. | 2014-07-24 14:14:53 CTS FIX Historical Data socket (2604) - Starting SSL connection. | 2014-07-24 14:14:53 CTS FIX Historical Data socket (2604) - SSL connection established. | 2014-07-24 14:14:56 CTS FIX Historical Data: Sending the Logon message. | 2014-07-24 14:14:56 CTS FIX Historical Data: Connected to Historical data server. | 2014-07-24 14:14:57 HD Request # 2 - Requesting historical Tick data for ES.20140900.CME_Eq from 2014-07-13 00:00:00 to 2014-07-13 00:00:00 (US Central Time). | 2014-07-24 14:14:57 HD Request # 2 - Total records received: 0 | 2014-07-24 14:14:58 HD Request # 2 - Requesting historical Tick data for ES.20140900.CME_Eq from 2014-07-14 00:00:00 to 2014-07-14 00:00:00 (US Central Time). | 2014-07-24 14:14:58 CTS FIX: Received Account List collateral report. | 2014-07-24 14:14:58 HD Request # 2 - Receiving Intraday data for ES.20140900.CME_Eq starting at 2014-07-14 10:00:00 | 2014-07-24 14:15:40 HD Request # 2 - Timestamp of first Intraday data file record written: 2014-07-14 10:00:00 | 2014-07-24 14:15:40 HD Request # 2 - Total records received: 233253 | 2014-07-24 14:15:41 HD Request # 2 - Requesting historical Tick data for ES.20140900.CME_Eq from 2014-07-15 00:00:00 to 2014-07-15 00:00:00 (US Central Time). | 2014-07-24 14:15:41 CTS FIX Historical Data: No heartbeat messages received from server. Sent Test Request message to server. | 2014-07-24 14:16:46 CTS FIX Historical Data: Disconnecting due to a loss of activity. No activity for at least 62 seconds. | 2014-07-24 14:17:56 CTS FIX Historical Data: Sending a Logout message. Text = No response received after Test Request. | 2014-07-24 14:17:56 CTS FIX Historical Data socket (2604) - SSL shutdown indicates not able to send 'close notify'. | 2014-07-24 14:17:56 CTS FIX Historical Data socket (2604) - SSL has been shut down. | 2014-07-24 14:17:56 CTS FIX Historical Data socket (2604) - SSL object has been freed. SSL state is now disconnected. | 2014-07-24 14:17:56 CTS FIX Historical Data socket (2604) - Shutdown and closed. | 2014-07-24 14:17:56 CTS FIX Historical Data: Socket closed without completing the logout sequence. | 2014-07-24 14:17:56 CTS FIX Historical Data: Disconnected. | 2014-07-24 14:17:56 HD Request # 2 - Received 233253 records from 2014-07-14 10:00:00 to 2014-07-15 09:14:59 (23.2 hours) and wrote 233253 records for ES.20140900.CME_Eq | 2014-07-24 14:17:56 HD Request # 3 - Downloading Intraday chart data for ES.20140900.CME_Eq to the file ES.20140900.CME_Eq.scid. Service: cts | 2014-07-24 14:17:56 HD Request # 3 - Download start Date-Time: 2014-07-15 09:14:59.0 | 2014-07-24 14:17:56 CTS FIX Historical Data - Connecting to Historical data server fix-chart.t4login.com:10443 | 2014-07-24 14:17:56 CTS FIX Historical Data socket (0) - Resolved address fix-chart.t4login.com to IP 208.116.215.116 | 2014-07-24 14:17:58 CTS FIX Historical Data socket (2604) - Connected. | 2014-07-24 14:17:59 CTS FIX Historical Data socket (2604) - Starting SSL connection. | 2014-07-24 14:17:59 CTS FIX Historical Data socket (2604) - SSL connection established. | 2014-07-24 14:18:01 CTS FIX Historical Data: Sending the Logon message. | 2014-07-24 14:18:01 CTS FIX Historical Data: Connected to Historical data server. | 2014-07-24 14:18:02 HD Request # 3 - Requesting historical Tick data for ES.20140900.CME_Eq from 2014-07-14 00:00:00 to 2014-07-14 00:00:00 (US Central Time). | 2014-07-24 14:18:02 CTS FIX Historical Data: No heartbeat messages received from server. Sent Test Request message to server. | 2014-07-24 14:19:11 CTS FIX Historical Data: Disconnecting due to a loss of activity. No activity for at least 62 seconds. | 2014-07-24 14:20:21 CTS FIX Historical Data: Sending a Logout message. Text = No response received after Test Request. | 2014-07-24 14:20:21 CTS FIX Historical Data socket (2604) - SSL shutdown indicates not able to send 'close notify'. | 2014-07-24 14:20:21 CTS FIX Historical Data socket (2604) - SSL has been shut down. | 2014-07-24 14:20:21 CTS FIX Historical Data socket (2604) - SSL object has been freed. SSL state is now disconnected. | 2014-07-24 14:20:21 CTS FIX Historical Data socket (2604) - Shutdown and closed. | 2014-07-24 14:20:21 CTS FIX Historical Data: Socket closed without completing the logout sequence. | 2014-07-24 14:20:21 CTS FIX Historical Data: Disconnected. | 2014-07-24 14:20:21 HD Request # 3 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ES.20140900.CME_Eq | 2014-07-24 14:20:21 HD Request # 4 - Downloading Intraday chart data for ES.20140900.CME_Eq to the file ES.20140900.CME_Eq.scid. Service: cts | 2014-07-24 14:20:21 HD Request # 4 - Download start Date-Time: 2014-07-15 09:14:59.0 | 2014-07-24 14:20:21 CTS FIX Historical Data - Connecting to Historical data server fix-chart.t4login.com:10443 | 2014-07-24 14:20:21 CTS FIX Historical Data socket (0) - Resolved address fix-chart.t4login.com to IP 69.44.110.227 | 2014-07-24 14:20:25 CTS FIX Historical Data socket (2604) - Connected. | 2014-07-24 14:20:26 CTS FIX Historical Data socket (2604) - Starting SSL connection. | 2014-07-24 14:20:26 CTS FIX Historical Data socket (2604) - SSL connection established. | 2014-07-24 14:20:28 CTS FIX Historical Data: Sending the Logon message. | 2014-07-24 14:20:28 CTS FIX Historical Data: Connected to Historical data server. | 2014-07-24 14:20:29 HD Request # 4 - Requesting historical Tick data for ES.20140900.CME_Eq from 2014-07-14 00:00:00 to 2014-07-14 00:00:00 (US Central Time). | 2014-07-24 14:20:29 HD Request # 4 - Receiving Intraday data for ES.20140900.CME_Eq starting at 2014-07-14 10:00:00 | 2014-07-24 14:21:19 HD Request # 4 - Total records received: 233253 | 2014-07-24 14:21:19 HD Request # 4 - Requesting historical Tick data for ES.20140900.CME_Eq from 2014-07-15 00:00:00 to 2014-07-15 00:00:00 (US Central Time). | 2014-07-24 14:21:19 HD Request # 4 - Timestamp of first Intraday data file record written: 2014-07-15 10:00:00 | 2014-07-24 14:22:12 HD Request # 4 - Total records received: 694037 | 2014-07-24 14:22:14 HD Request # 4 - Requesting historical Tick data for ES.20140900.CME_Eq from 2014-07-16 00:00:00 to 2014-07-16 00:00:00 (US Central Time). | 2014-07-24 14:22:14 HD Request # 4 - Total records received: 997908 | 2014-07-24 14:22:49 HD Request # 4 - Requesting historical Tick data for ES.20140900.CME_Eq from 2014-07-17 00:00:00 to 2014-07-17 00:00:00 (US Central Time). | 2014-07-24 14:22:49 CTS FIX Historical Data socket (2604) - Closed. Windows error code 10053: Ïðîãðàììà íà âàøåì õîñò-êîìïüþòåðå ðàçîðâàëà óñòàíîâëåííîå ïîäêëþ÷åíèå. | 2014-07-24 14:23:50 CTS FIX Historical Data socket (2604) - SSL shutdown indicates not able to send 'close notify'. | 2014-07-24 14:23:50 CTS FIX Historical Data socket (2604) - SSL has been shut down. | 2014-07-24 14:23:50 CTS FIX Historical Data socket (2604) - SSL object has been freed. SSL state is now disconnected. | 2014-07-24 14:23:50 CTS FIX Historical Data socket (2604) - Shutdown and closed. | 2014-07-24 14:23:50 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-07-24 14:23:50 CTS FIX Historical Data: Disconnected. | 2014-07-24 14:23:50 HD Request # 4 - Received 997908 records from 2014-07-14 10:00:00 to 2014-07-17 09:14:59 (3.0 days) and wrote 764655 records for ES.20140900.CME_Eq | 2014-07-24 14:23:50 Added 384 Time and Sales records to Intraday data file for ES.20140900.CME_Eq after download. | 2014-07-24 14:23:50 HD Request # 4 - Intraday download COMPLETE for ES.20140900.CME_Eq. Completion time: 3m 29s | 2014-07-24 14:23:50 Real-time Intraday chart data file updates started for ES.20140900.CME_Eq | 2014-07-24 14:23:50 |
| [2014-07-24 04:45:52] |
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Basically what the problem is that there is a connectivity problem with the transmission of data from the CTS server at this address: fix-chart.t4login.com:10443 to your computer. We recommend checking with your ISP to see if they can help with this. We specifically recommend asking them to see if they are blocking or throttling port 10443. The other thing we recommend doing is setting Global Settings >> Data/Trade Service Settings >> Intraday Data Storage Time Unit to 1 Second. 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: 2014-07-24 04:46:34
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| [2014-07-24 08:32:32] |
| 2garin - Posts: 184 |
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Good afternoon. Specified port on the provider side is not blocked (otherwise I do not get to tick history). Question: How to build a footprint without ticks history? Thank you. |
| [2014-07-24 09:27:47] |
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We want this to work well for you. So what we are going to do in the next release is Download the historical Intraday data from the Sierra Chart Historical Data service. The most recent 10 minutes of data will still come from the CTS service but that should hopefully not be a problem and even if it is, the most you will miss is 10 minutes. We will have a new release out by the end of the day. In order for the data to be downloaded from the Sierra Chart Historical Data Service you will need to enable Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds. And you will need to be on Sierra Chart service package 5, which you are. 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: 2014-07-24 09:28:16
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| [2014-07-25 22:07:07] |
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We have released version 1164. Update Sierra Chart with Help >> Download Prerelease. Enable Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds. Historical Intraday data will be downloaded from Sierra Chart Historical Data Service. The minimum timeframe per record is 30 seconds. We are seeing how we can provide tick by tick data. We need to have approval for that first. We expect that will come. But at least there should not be any problems with the downloading of historical data 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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