Support Board
Date/Time: Fri, 27 Dec 2024 18:27:25 +0000
CFE exhange: bad Vix symbols with CTS fix
View Count: 1872
| [2015-03-06 01:05:18] |
| graggy - Posts: 15 |
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Using CQG fix the following 2 symbols both produce correct intraday charts: F.US.VXH15 F.US.VXJ15 However using CTS fix I see the following. VX.CBOE_20150300_VX.CBOE_CFE: correct intraday chart. VX.CBOE_20150400_VX.CBOE_CFE: "Symbol is unknown." message comes up, and no data is displayed. Also other valid months of the vix future with CTS show as unknown when trying to bring up a chart. Problem exists in versions 1239 and before. |
| [2015-03-06 18:40:52] |
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We are checking on this 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 |
| [2015-03-06 20:56:05] |
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We have updated all of the symbol settings for CBOE_CFE For CTS. You need to perform a Full Reset of symbol settings following these instructions here: https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#FullResetSymbolSettingsSteps 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 |
| [2015-03-06 21:52:33] |
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And in addition to this, you need to reselect the symbol and open a chart through File >> Find Symbol. The symbols for that exchange are different 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 |
| [2016-02-14 01:17:22] |
| ejtrader - Posts: 688 |
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SC Team - I am trying to plot the VIX symbol from CTS and not receiving any historical or realtime data. Would you please confirm the symbol to use for CTS? For SC All data service - $VIX symbol would work. But trying to find the equivalent symbol that I can use for realtime with CTS. I have performed full symbol reset as well to see if I can get the data. Also - I have the CFE data enabled for my CTS account. Thanks Date Time Of Last Edit: 2016-02-14 01:18:04
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 SC_VIX_Symbol_issue.jpg / V - Attached On 2016-02-14 01:17:16 UTC - Size: 231.34 KB - 421 views |
| [2016-02-14 01:31:58] |
| ejtrader - Posts: 688 |
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Looking further on the message log - it appears like - exchange is not allowed for user. Wondering which is the other exchange I am supposed to have enabled. is it CBOE or CFE? I have both CBOE & CFE enabled but individually. don't see an exchange called CBOE_CFE exchange on the CTS side to enable. If everything is correct on sierra side, I would check with CTS support. Thanks CTS T4 FIX | Sending security definition request for symbol VX.20160200.CBOE_CFE | 2016-02-13 19:26:50 CTS T4 FIX | Received matching security definition for symbol VX.20160200.CBOE_CFE. Subscribing to data. | 2016-02-13 19:26:50 CTS T4 FIX | Received 1 security definitions for underlying symbol VX | 2016-02-13 19:26:50 Symbol Error - VX.20160200.CBOE_CFE is unknown, unavailable, or improperly formatted. CTS FIX: Received market data reject: (3) Exchange is not allowed for User | 2016-02-13 19:26:50 Date Time Of Last Edit: 2016-02-14 01:32:45
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| [2016-02-14 01:38:31] |
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Part of the problem is we may have to add support for weekly expirations for this particular market. We will work on that next week. 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 |
| [2016-02-14 01:54:39] |
| ejtrader - Posts: 688 |
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Thank you SC Team. Would check next week on this. On the same note ( with the intention of receiving $VIX) I tried to use TD ameritrade( ThinkorSwim) platform for the first time with SC. I get the data but receive symbol not found message. Is this a supported feed for the symbols listed ( /ES & $VIX - as per the image?) I did the full symbol reset as well for this. Thanks Date Time Of Last Edit: 2016-02-14 01:56:17
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| SC_TD_TOS_Symbol_NOT_FOUND.jpg / V - Attached On 2016-02-14 01:54:22 UTC - Size: 210.95 KB - 272 views |
| [2016-02-14 04:56:23] |
| ejtrader - Posts: 688 |
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Update on TDAmeritrade(TOS) - I could get the $VIX.X - plotted and this didn't give me the "symbol not found" message. However the ES ( /ESH6) - it has the Symbol not found message. Wondering if this is anything to do with the Windows file name convention to allow "/" as part of the scid file as a prefix. Thanks |
| SC_TD_TOS_Symbol_NOT_FOUND2.jpg / V - Attached On 2016-02-14 04:55:29 UTC - Size: 354.87 KB - 292 views |
| [2016-02-16 03:07:15] |
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Refer to this page here for information about futures data through TD Ameritrade: https://www.sierrachart.com/index.php?page=doc/AmeriTrade.php 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 |
| [2016-02-18 14:22:35] |
| ejtrader - Posts: 688 |
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SC Team - Just wanted to see if you would have a chance to check on this in the next few days (post #7). Thanks Part of the problem is we may have to add support for weekly expirations for this particular market.
We will work on that next week. |
| [2016-02-20 23:52:29] |
| ejtrader - Posts: 688 |
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SC Team - When you get a chance - would you please check on this? Thanks |
| [2016-02-21 00:48:43] |
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Yes. We will be taking care of this before Monday. We are marking it as a follow-up.
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 |
| [2016-02-21 18:21:49] |
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Update the Symbol Settings through Global Settings >> Symbol Settings. When this is done go to File >> Find Symbol. You can now search on the CTS system for the available VX symbols as this attached screenshot shows. 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 |
| CTSFIX_AdditionalSymbols.png / V - Attached On 2016-02-21 18:20:46 UTC - Size: 22.18 KB - 271 views |
| [2016-02-21 18:47:48] |
| ejtrader - Posts: 688 |
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SC Team - Would you please see if you can actually get the data for any of those symbols? I am currently on version 1371 and tried the method you have described. All the symbols - gets no data. There are no errors in log file. Any specific VIX symbol for which you can get at present? thanks Date Time Of Last Edit: 2016-02-21 19:38:52
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| SC_CTS_Vix_issue.jpg / V - Attached On 2016-02-21 18:48:02 UTC - Size: 419.32 KB - 277 views |
| [2016-02-22 14:34:19] |
| ejtrader - Posts: 688 |
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Was hoping - atleast realtime data would come up during RTH hours (if not historical) - but no luck. Thanks |
| SC_CTS_Vix_issue2.jpg / V - Attached On 2016-02-22 14:33:53 UTC - Size: 233.86 KB - 259 views |
| [2016-02-22 17:43:15] |
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Provide a copy of the Message Log by following these instructions: http://www.sierrachart.com/index.php?l=PostingInformation.php#MessageLog 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 |
| [2016-02-22 19:19:18] |
| ejtrader - Posts: 688 |
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Would you please let me know - which instrument you want me to pull up? that would keep the log to the minimum. Here it is for 2 of the instruments tried.. Software version: 1371 | 2016-02-22 13:18:11 Uses New Spreadsheets | 2016-02-22 13:18:11 Usage end date: 2017-03-23 | 2016-02-22 13:18:11 Enabled for: Advanced Features. | 2016-02-22 13:18:11 Enabled for: Advanced Features 2. | 2016-02-22 13:18:11 Enabled for: Sierra Chart Historical Data Service. | 2016-02-22 13:18:11 Allow Support for Sierra Chart Data Feeds is disabled. | 2016-02-22 13:18:11 Current selected Data/Trading service: CTS T4 FIX | 2016-02-22 13:18:11 Chart Update Interval: 10 | 2016-02-22 13:18:11 Time Zone: -06:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2016-02-22 13:18:11 2016-02-22 13:18:11 Local computer time | 2016-02-22 13:18:11 2016-02-22 19:18:11 Local computer time in UTC | 2016-02-22 13:18:11 2016-02-22 13:18:11 Local computer time in SC Time Zone | 2016-02-22 13:18:11 2016-02-20 02:15:49 Server time in UTC | 2016-02-22 13:18:11 Local computer UTC time and Server UTC time difference: 0 seconds. | 2016-02-22 13:18:11 Program path: C:\SierraChart_CTS_Live\ | 2016-02-22 13:18:11 Data Files path: C:\SierraChart_CTS_Live\Data\ | 2016-02-22 13:18:11 OS Version Number: 6.2 | 2016-02-22 13:18:11 Locale Information: C | 2016-02-22 13:18:11 Unsubscribed from market depth data for ES.20160300.CME_Eq | 2016-02-22 13:18:23 CTS T4 FIX | Querying for all symbols for VX.########.CBOE_CFE. | 2016-02-22 13:18:25 CTS T4 FIX | Received 69 security definitions for symbols request. | 2016-02-22 13:18:26 CTS T4 FIX | Using primary service for historical data for VX.XCBOE_CFE VX -(G16 VX08)(H16 VX09).CBOE_CFE | 2016-02-22 13:18:35 VX.XCBOE_CFE VX -(G16 VX08)(H16 VX09).CBOE_CFE 5 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart_CTS_Live\Data\VX.XCBOE_CFE VX -(G16 VX08)(H16 VX09).CBOE_CFE.scid | 2016-02-22 13:18:35 CTS T4 FIX | Using primary service for historical data for VX.XCBOE_CFE VX (H16)-(G16 VX08).CBOE_CFE | 2016-02-22 13:18:42 VX.XCBOE_CFE VX (H16)-(G16 VX08).CBOE_CFE 5 Min #2 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart_CTS_Live\Data\VX.XCBOE_CFE VX (H16)-(G16 VX08).CBOE_CFE.scid | 2016-02-22 13:18:42 |
| [2016-02-22 21:46:43] |
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Open a chart for one of the VX outright futures contracts. Both of these are spreads. 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 |
| [2016-02-22 21:56:12] |
| ejtrader - Posts: 688 |
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I tried to open the Chart for symbol - VX.XCBOE_CFE VX (H16).CBOE_CFE and this is the message log. CTS T4 FIX | Using primary service for historical data for VX.XCBOE_CFE VX (H16).CBOE_CFE | 2016-02-22 15:53:31
VX.XCBOE_CFE VX (H16).CBOE_CFE 5 Min #7 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart_CTS_Live\Data\VX.XCBOE_CFE VX (H16).CBOE_CFE.scid | 2016-02-22 15:53:31 CTS FIX Historical Data socket (2081) | Closed. No error. | 2016-02-22 15:54:22 CTS FIX Historical Data socket (2081) | SSL shutdown indicates not able to send 'close notify'. | 2016-02-22 15:54:22 CTS FIX Historical Data socket (2081) | SSL has been shut down. | 2016-02-22 15:54:22 CTS FIX Historical Data socket (2081) | SSL object has been freed. SSL state is now disconnected. | 2016-02-22 15:54:22 CTS FIX Historical Data socket (2081) | Shutdown and closed. | 2016-02-22 15:54:22 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2016-02-22 15:54:22 CTS FIX Historical Data: Disconnected. | 2016-02-22 15:54:22 |
| [2016-02-23 14:34:54] |
| ejtrader - Posts: 688 |
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I am also checking with CTS - in case if they need to enable anything else on their side. Thanks |
| [2016-02-23 18:49:13] |
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When we try this symbol, no data is received and we receive this message: Symbol Error - VX.XCBOE_CFE VX (H16).CBOE_CFE is unknown, unavailable, or improperly formatted. CTS FIX: Received market data reject: Trial period has expired | 2016-02-23 13:47:03 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 |
| [2016-02-23 18:58:03] |
| ejtrader - Posts: 688 |
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Thanks SC Team. Probably need to give up on the idea to get this data through CTS I think. I can get it from TOS/SC combination ($VIX.X) - but need to run different instance SC for this. Is this symbol (VIX) available through SC feed? I don't have the CME feed enabled through sierra (used to have this before), and would like to have the data for VIX. What are the costs associated? Thanks Date Time Of Last Edit: 2016-02-23 18:58:57
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| [2016-02-24 04:19:06] |
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The Volatility Index from the CBOE is available with the Sierra Chart Exchange Data Feed. Refer to the pricing page here: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#Pricing 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 |
| [2016-03-10 15:20:58] |
| ejtrader - Posts: 688 |
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SC Team - Wondering if you could make another attempt at this or pretty much ruled out that this is not possible with CTS? Thanks |
| SC_CTS_VIX_031016.jpg / V - Attached On 2016-03-10 15:20:52 UTC - Size: 667.02 KB - 268 views |
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