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Direct MessagesDate/Time: Fri, 20 Sep 2024 03:45:35 +0000
Reload Tick Data
View Count: 2388
| [2013-07-08 14:30:22] |
| User23815 - Posts: 210 |
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I am using IB data with Intraday Data Storage set to 1 tick. Historical Data Service Settings are set to Use Sierra Chart. I am researching the study Cumulative Delta Bars - Ticks, but have had the same issue with other studies that require tick data. The study begins forming from the time I connect, and does not refresh the times prior to connection. It appears to backfill at various prior times but not continuous as other studies and price does. Reload and Recalc, or Delete and Download don't solve the issue. Therefore, I am not able to review past incidences of the study with price. How do I need my settings in order to have the study fill both currently and historically? Thanks |
| [2013-07-08 16:44:09] |
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What is the symbol of the chart with the Cumulative Delta Bars study? Please post a copy of the Message Log following the steps here: https://www.sierrachart.com/index.php?l=PostingInformation.php#log Sierra Chart Support |
| [2013-07-08 16:49:03] |
| User23815 - Posts: 210 |
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These are Interactive Brokers symbols: EUR-201309-Globex and NQ-201309-GLOBEX
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| [2013-07-08 16:51:26] |
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Please post a copy of the Message Log following the steps here: https://www.sierrachart.com/index.php?l=PostingInformation.php#log Sierra Chart Support |
| [2013-07-08 16:54:37] |
| User23815 - Posts: 210 |
|
Software version: 992 | 2013-07-07 10:59:35 Current Service Package: 3 | 2013-07-07 10:59:35 Usage end date: 2013-07-12 | 2013-07-07 10:59:35 Sierra Chart Historical Data Service is included. | 2013-07-07 10:59:35 Active service: Interactive Brokers | 2013-07-07 10:59:35 Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2013-07-07 10:59:35 2013-07-07 10:59:35 Local computer clock time | 2013-07-07 10:59:35 2013-07-07 17:59:35 GMT time | 2013-07-07 10:59:35 2013-07-07 10:59:35 Time zone adjusted time | 2013-07-07 10:59:35 Time difference to server time: 12 seconds. | 2013-07-07 10:59:35 Program path: C:\SierraChart\ | 2013-07-07 10:59:35 Data Files path: C:\SierraChart\Data\ | 2013-07-07 10:59:35 OS Version Number: 6.0 | 2013-07-07 10:59:35 Connecting to IB data and trade server: 127.0.0.1. Port 7497. | 2013-07-07 10:59:44 Error connecting socket: Windows error code 10061: No connection could be made because the target machine actively refused it. | 2013-07-07 10:59:45 Failed to connect to the data and trade server. | 2013-07-07 10:59:45 Note: Is the Interactive Brokers TWS software running and is it enabled for socket clients? | 2013-07-07 10:59:45 Error connecting to Data or Trading service. For help with this issue, press the Send For Analysis button on this window. | 2013-07-07 10:59:45 To prevent further connection attempts, select File >> Disconnect. | 2013-07-07 10:59:45 Disconnected from IB. | 2013-07-07 10:59:45 Will reconnect to the server in 5 seconds. Select File >> Disconnect to prevent further connection attempts. | 2013-07-07 10:59:45 Starting TWS auto-login thread. | 2013-07-07 10:59:48 TWS auto-login thread ending. | 2013-07-07 10:59:48 File >> Disconnect selected. | 2013-07-07 10:59:49 Disconnected from IB. | 2013-07-07 10:59:49 HD Request # 1 - Downloading Historical Daily chart data for EURUSD. Starting date: 2013-07-04. Service: ddf | 2013-07-07 11:02:12 HD Request # 1 - Requesting historical Daily data for ^EURUSD starting at 2013-07-03 | 2013-07-07 11:02:12 HD Request # 1 - Receiving historical Daily data for EURUSD starting at 2013-07-03 | 2013-07-07 11:02:22 Writing historical daily data for EURUSD to the file EURUSD.dly | 2013-07-07 11:02:22 HD Request # 1 - Received 3 records from 2013-07-03 00:00:00 to 2013-07-05 00:00:00 (3.0 days) and wrote 2 records for EURUSD | 2013-07-07 11:02:22 HD Request # 1 - Daily download COMPLETE for EURUSD | 2013-07-07 11:02:22 HD Request # 2 - Downloading Historical Daily chart data for EURUSD. Starting date: 2013-07-04. Service: ddf | 2013-07-07 13:59:59 HD Request # 2 - Requesting historical Daily data for ^EURUSD starting at 2013-07-03 | 2013-07-07 13:59:59 HD Request # 2 - Receiving historical Daily data for EURUSD starting at 2013-07-03 | 2013-07-07 13:59:59 Writing historical daily data for EURUSD to the file EURUSD.dly | 2013-07-07 13:59:59 HD Request # 2 - Received 4 records from 2013-07-03 00:00:00 to 2013-07-08 00:00:00 (6.0 days) and wrote 3 records for EURUSD | 2013-07-07 14:00:00 HD Request # 2 - Daily download COMPLETE for EURUSD | 2013-07-07 14:00:00 Active service: Interactive Brokers | 2013-07-07 14:57:21 Connecting to IB data and trade server: 127.0.0.1. Port 7497. | 2013-07-07 14:57:23 The network socket is connected. | 2013-07-07 14:57:23 Using client version 46. Waiting for acceptance... | 2013-07-07 14:57:23 TWS server version: 67 | 2013-07-07 14:57:23 Connected to IB data and trade server. | 2013-07-07 14:57:23 IB Account information received. | 2013-07-07 14:57:23 Connected to IB Demo or Simulated account. | 2013-07-07 14:57:23 Next valid order ID: 28 | 2013-07-07 14:57:23 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2013-07-07 14:57:23 Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2013-07-07 14:57:23 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2013-07-07 14:57:23 Starting updates for: EUR-201309-GLOBEX | 2013-07-07 14:57:23 Subscribing to real-time True Data for symbol: EUR SecType: FUT Exchange: GLOBEX Currency: | 2013-07-07 14:57:23 Subscribing to symbol: EUR SecType: FUT Exchange: GLOBEX Currency: | 2013-07-07 14:57:23 HD Request # 3 - Downloading Intraday chart data for EUR-201309-GLOBEX to the file EUR-201309-GLOBEX.scid. Service: ib | 2013-07-07 14:57:23 HD Request # 3 - Starting date and time: 2013-07-05 13:40:08 | 2013-07-07 14:57:23 HD Request # 3 - Requesting a total of 2 days and 9435 seconds. | 2013-07-07 14:57:23 HD Request # 3 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 95835. | 2013-07-07 14:57:23 HD Request # 3 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-06 13:30:08 for EUR-201309-GLOBEX | 2013-07-07 14:57:23 Next valid order ID: 28 | 2013-07-07 14:57:23 IB Account information received. | 2013-07-07 14:57:23 Connected to IB Demo or Simulated account. | 2013-07-07 14:57:23 Starting updates for: EURUSD | 2013-07-07 14:57:23 Subscribing to real-time True Data for symbol: EURUSD SecType: STK Exchange: SMART Currency: USD | 2013-07-07 14:57:23 Subscribing to symbol: EURUSD SecType: STK Exchange: SMART Currency: USD | 2013-07-07 14:57:23 Symbol Error: EURUSD is unknown, unavailable, or improperly formatted. | 2013-07-07 14:57:25 Symbol Error: EURUSD is unknown, unavailable, or improperly formatted. | 2013-07-07 14:57:25 Symbol Error: EURUSD is unknown, unavailable, or improperly formatted. | 2013-07-07 14:57:25 HD Request # 3 - Processing historical data message from TWS | 2013-07-07 14:57:25 HD Request # 3 - Receiving Intraday data for EUR-201309-GLOBEX starting at 2013-07-04 09:00:00 | 2013-07-07 14:57:25 HD Request # 3 - Timestamp of first Intraday data file record written: 2013-07-05 13:40:30 | 2013-07-07 14:57:25 HD Request # 3 - Received 2880 records and wrote 39 records from 2013-07-04 09:00:00 to 2013-07-05 13:59:30. | 2013-07-07 14:57:25 HD Request # 3 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 9435. | 2013-07-07 14:57:28 HD Request # 3 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-07 13:30:08 for EUR-201309-GLOBEX | 2013-07-07 14:57:28 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 14:57:28 Requesting market depth updates for: EUR-201309-GLOBEX if supported. | 2013-07-07 14:57:28 HD Request # 3 - Processing historical data message from TWS | 2013-07-07 14:57:28 HD Request # 3 - Received 2880 records and wrote 0 records from 2013-07-04 09:00:00 to 2013-07-05 13:59:30. | 2013-07-07 14:57:28 IB Trading service: Received Trade Positions download end message. | 2013-07-07 14:57:28 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 14:57:28 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 14:57:28 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 14:57:28 IB Trading service: Received Trade Positions download end message. | 2013-07-07 14:57:29 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 14:57:29 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 14:57:29 HD Request # 3 - IB Backfill - Seconds requested: 9435. Seconds Remaining: 0. | 2013-07-07 14:57:31 HD Request # 3 - Requesting 9435 Seconds of data at 30 secs with ending Date-Time at 2013-07-07 16:07:23 for EUR-201309-GLOBEX | 2013-07-07 14:57:31 HD Request # 3 - Processing historical data message from TWS | 2013-07-07 14:57:31 HD Request # 3 - Received 300 records and wrote 0 records from 2013-07-05 11:30:00 to 2013-07-05 13:59:30. | 2013-07-07 14:57:31 HD Request # 3 - Received 6060 records from 2013-07-04 09:00:00 to 2013-07-05 13:59:30 (29.0 hours) and wrote 39 records for EUR-201309-GLOBEX | 2013-07-07 14:57:34 HD Request # 3 - Intraday download COMPLETE for EUR-201309-GLOBEX | 2013-07-07 14:57:34 Real-time intraday chart data file updates started for EUR-201309-GLOBEX | 2013-07-07 14:57:34 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 14:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 14:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 14:59:35 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 14:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 14:59:35 IB Trading service: Received Trade Positions download end message. | 2013-07-07 14:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 14:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 14:59:35 Active service: Interactive Brokers | 2013-07-07 15:13:47 HD Request # 4 - Downloading Intraday chart data for EUR-201309-GLOBEX to the file EUR-201309-GLOBEX.scid. Service: ib | 2013-07-07 15:14:30 HD Request # 4 - Starting date and time: 2013-07-04 05:45:30 | 2013-07-07 15:14:30 HD Request # 4 - Requesting a total of 3 days and 38940 seconds. | 2013-07-07 15:14:30 HD Request # 4 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 211740. | 2013-07-07 15:14:30 HD Request # 4 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-05 05:35:30 for EUR-201309-GLOBEX | 2013-07-07 15:14:30 HD Request # 4 - Processing historical data message from TWS | 2013-07-07 15:14:31 HD Request # 4 - Receiving Intraday data for EUR-201309-GLOBEX starting at 2013-07-03 23:35:30 | 2013-07-07 15:14:31 HD Request # 4 - Timestamp of first Intraday data file record written: 2013-07-04 05:45:30 | 2013-07-07 15:14:31 HD Request # 4 - Received 2880 records and wrote 2140 records from 2013-07-03 23:35:30 to 2013-07-05 04:35:00. | 2013-07-07 15:14:31 HD Request # 4 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 125340. | 2013-07-07 15:14:34 HD Request # 4 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-06 05:35:30 for EUR-201309-GLOBEX | 2013-07-07 15:14:34 HD Request # 4 - Processing historical data message from TWS | 2013-07-07 15:14:34 HD Request # 4 - Received 2880 records and wrote 1129 records from 2013-07-04 09:00:00 to 2013-07-05 13:59:30. | 2013-07-07 15:14:34 HD Request # 4 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 38940. | 2013-07-07 15:14:37 HD Request # 4 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-07 05:35:30 for EUR-201309-GLOBEX | 2013-07-07 15:14:37 HD Request # 4 - Processing historical data message from TWS | 2013-07-07 15:14:38 HD Request # 4 - Received 2880 records and wrote 0 records from 2013-07-04 09:00:00 to 2013-07-05 13:59:30. | 2013-07-07 15:14:38 HD Request # 4 - IB Backfill - Seconds requested: 38940. Seconds Remaining: 0. | 2013-07-07 15:14:40 HD Request # 4 - Requesting 38940 Seconds of data at 30 secs with ending Date-Time at 2013-07-07 16:24:30 for EUR-201309-GLOBEX | 2013-07-07 15:14:40 HD Request # 4 - Processing historical data message from TWS | 2013-07-07 15:14:41 HD Request # 4 - Received 1278 records and wrote 29 records from 2013-07-05 03:35:30 to 2013-07-07 15:14:00. | 2013-07-07 15:14:41 HD Request # 4 - Received 9918 records from 2013-07-03 23:35:30 to 2013-07-07 15:14:00 (3.7 days) and wrote 3298 records for EUR-201309-GLOBEX | 2013-07-07 15:14:43 HD Request # 4 - Intraday download COMPLETE for EUR-201309-GLOBEX | 2013-07-07 15:14:43 Real-time intraday chart data file updates started for EUR-201309-GLOBEX | 2013-07-07 15:14:43 Not downloading historical Intraday data for EUR-201309-GLOBEX because it is in a real-time data recording state. | 2013-07-07 15:20:47 HD Request # 5 - Downloading Intraday chart data for EUR-201309-GLOBEX to the file EUR-201309-GLOBEX.scid. Service: ib | 2013-07-07 15:21:27 HD Request # 5 - Starting date and time: 2013-07-03 06:42:23 | 2013-07-07 15:21:27 HD Request # 5 - Requesting a total of 4 days and 35944 seconds. | 2013-07-07 15:21:27 HD Request # 5 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 295144. | 2013-07-07 15:21:27 HD Request # 5 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-04 06:32:23 for EUR-201309-GLOBEX | 2013-07-07 15:21:27 HD Request # 5 - Processing historical data message from TWS | 2013-07-07 15:21:28 HD Request # 5 - Receiving Intraday data for EUR-201309-GLOBEX starting at 2013-07-03 04:32:00 | 2013-07-07 15:21:28 HD Request # 5 - Timestamp of first Intraday data file record written: 2013-07-03 06:42:30 | 2013-07-07 15:21:28 HD Request # 5 - Received 2881 records and wrote 2620 records from 2013-07-03 04:32:00 to 2013-07-04 05:32:00. | 2013-07-07 15:21:28 HD Request # 5 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 208744. | 2013-07-07 15:21:30 HD Request # 5 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-05 06:32:23 for EUR-201309-GLOBEX | 2013-07-07 15:21:30 HD Request # 5 - Processing historical data message from TWS | 2013-07-07 15:21:31 HD Request # 5 - Received 2881 records and wrote 2280 records from 2013-07-04 00:32:00 to 2013-07-05 05:32:00. | 2013-07-07 15:21:31 HD Request # 5 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 122344. | 2013-07-07 15:21:34 HD Request # 5 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-06 06:32:23 for EUR-201309-GLOBEX | 2013-07-07 15:21:34 HD Request # 5 - Processing historical data message from TWS | 2013-07-07 15:21:35 HD Request # 5 - Received 2880 records and wrote 1015 records from 2013-07-04 09:00:00 to 2013-07-05 13:59:30. | 2013-07-07 15:21:35 HD Request # 5 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 35944. | 2013-07-07 15:21:37 HD Request # 5 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-07 06:32:23 for EUR-201309-GLOBEX | 2013-07-07 15:21:37 HD Request # 5 - Processing historical data message from TWS | 2013-07-07 15:21:38 HD Request # 5 - Received 2880 records and wrote 0 records from 2013-07-04 09:00:00 to 2013-07-05 13:59:30. | 2013-07-07 15:21:38 HD Request # 5 - IB Backfill - Seconds requested: 35944. Seconds Remaining: 0. | 2013-07-07 15:21:40 HD Request # 5 - Requesting 35944 Seconds of data at 30 secs with ending Date-Time at 2013-07-07 16:31:27 for EUR-201309-GLOBEX | 2013-07-07 15:21:40 HD Request # 5 - Processing historical data message from TWS | 2013-07-07 15:21:41 HD Request # 5 - Received 1179 records and wrote 43 records from 2013-07-05 04:32:00 to 2013-07-07 15:21:00. | 2013-07-07 15:21:41 HD Request # 5 - Received 12701 records from 2013-07-03 04:32:00 to 2013-07-07 15:21:00 (4.5 days) and wrote 5958 records for EUR-201309-GLOBEX | 2013-07-07 15:21:43 HD Request # 5 - Intraday download COMPLETE for EUR-201309-GLOBEX | 2013-07-07 15:21:43 Real-time intraday chart data file updates started for EUR-201309-GLOBEX | 2013-07-07 15:21:43 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 15:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 15:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 15:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 15:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 15:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 15:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 15:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 15:59:35 A request for the latest software update has been made. | 2013-07-07 16:57:31 Downloading... You can continue to work during the download. | 2013-07-07 16:57:31 There is no new version available. Thank you. | 2013-07-07 16:57:34 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 16:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 16:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 16:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 16:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 16:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 16:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 16:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 16:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 17:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 17:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 17:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 17:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 17:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 17:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 17:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 17:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 18:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 18:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 18:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 18:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 18:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 18:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 18:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 18:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 19:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 19:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 19:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 19:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 19:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 19:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 19:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 19:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 20:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 20:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 20:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 20:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 20:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 20:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 20:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 20:59:35 Message from IB: HMDS data farm connection is broken:ilhmds. IB Error Code: 2105. Request ID: -1. | 2013-07-07 21:01:15 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2013-07-07 21:01:16 Message from IB: HMDS data farm connection is broken:ilhmds. IB Error Code: 2105. Request ID: -1. | 2013-07-07 21:02:30 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2013-07-07 21:02:31 Message from IB: HMDS data farm connection is broken:ilhmds. IB Error Code: 2105. Request ID: -1. | 2013-07-07 21:03:01 Message from IB: HMDS data farm connection is broken:ilhmds. IB Error Code: 2105. Request ID: -1. | 2013-07-07 21:03:01 Message from IB: HMDS data farm connection is broken:ilhmds. IB Error Code: 2105. Request ID: -1. | 2013-07-07 21:03:04 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2013-07-07 21:03:19 Message from IB: HMDS data farm connection is broken:ilhmds. IB Error Code: 2105. Request ID: -1. | 2013-07-07 21:03:50 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2013-07-07 21:03:50 Message from IB: Market depth data has been RESET. Please empty deep book contents before applying any new entries.. IB Error Code: 317. Request ID: 100002. | 2013-07-07 21:14:17 Message from IB: Market data farm connection is broken:usfuture. IB Error Code: 2103. Request ID: -1. | 2013-07-07 21:14:17 Message from IB: Market data farm connection is broken:usfuture. IB Error Code: 2103. Request ID: -1. | 2013-07-07 21:14:24 Message from IB: Market data farm connection is broken:usfuture. IB Error Code: 2103. Request ID: -1. | 2013-07-07 21:14:24 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2013-07-07 21:14:39 Message from IB: Market depth data has been RESET. Please empty deep book contents before applying any new entries.. IB Error Code: 317. Request ID: 100002. | 2013-07-07 21:16:11 Message from IB: Market data farm connection is broken:usfuture. IB Error Code: 2103. Request ID: -1. | 2013-07-07 21:16:11 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2013-07-07 21:16:11 Message from IB: Connectivity between IB and Trader Workstation has been lost.. IB Error Code: 1100. Request ID: -1. | 2013-07-07 21:24:08 Message from IB: Connectivity between IB and Trader Workstation has been lost.. IB Error Code: 1100. Request ID: -1. | 2013-07-07 21:24:10 Message from IB: Connectivity between IB and Trader Workstation has been lost.. IB Error Code: 1100. Request ID: -1. | 2013-07-07 21:24:15 Message from IB: Connectivity between IB and Trader Workstation has been lost.. IB Error Code: 1100. Request ID: -1. | 2013-07-07 21:24:18 Message from IB: Connectivity between IB and Trader Workstation has been lost.. IB Error Code: 1100. Request ID: -1. | 2013-07-07 21:24:23 Message from IB: Connectivity between IB and Trader Workstation has been lost.. IB Error Code: 1100. Request ID: -1. | 2013-07-07 21:24:28 Message from IB: Market data farm connection is inactive but should be available upon demand.usfuture. IB Error Code: 2108. Request ID: -1. | 2013-07-07 21:24:44 Message from IB: Market data farm connection is inactive but should be available upon demand.usfuture. IB Error Code: 2108. Request ID: -1. | 2013-07-07 21:24:44 Message from IB: Connectivity between IB and Trader Workstation has been restored - data maintained.. IB Error Code: 1102. Request ID: -1. | 2013-07-07 21:24:44 Connection to the external service has been lost. | 2013-07-07 21:24:44 Disconnected from IB. | 2013-07-07 21:24:44 Will reconnect to the server in 5 seconds. Select File >> Disconnect to prevent further connection attempts. | 2013-07-07 21:24:44 Connecting to IB data and trade server: 127.0.0.1. Port 7497. | 2013-07-07 21:24:49 The network socket is connected. | 2013-07-07 21:24:49 Using client version 46. Waiting for acceptance... | 2013-07-07 21:24:49 Starting TWS auto-login thread. | 2013-07-07 21:24:49 TWS server version: 67 | 2013-07-07 21:24:49 Connected to IB data and trade server. | 2013-07-07 21:24:49 HD Request # 6 - Downloading Intraday chart data for EUR-201309-GLOBEX to the file EUR-201309-GLOBEX.scid. Service: ib | 2013-07-07 21:24:49 HD Request # 6 - Starting date and time: 2013-07-07 21:24:03 | 2013-07-07 21:24:49 HD Request # 6 - Requesting a total of 0 days and 4846 seconds. | 2013-07-07 21:24:49 HD Request # 6 - IB Backfill - Seconds requested: 4846. Seconds Remaining: 0. | 2013-07-07 21:24:49 HD Request # 6 - Requesting 4846 Seconds of data at 30 secs with ending Date-Time at 2013-07-07 22:34:49 for EUR-201309-GLOBEX | 2013-07-07 21:24:49 IB Account information received. | 2013-07-07 21:24:49 Connected to IB Demo or Simulated account. | 2013-07-07 21:24:49 Next valid order ID: 28 | 2013-07-07 21:24:49 Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2013-07-07 21:24:49 Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2013-07-07 21:24:49 Message from IB: HMDS data farm connection is OK:ilhmds. IB Error Code: 2106. Request ID: -1. | 2013-07-07 21:24:49 Next valid order ID: 28 | 2013-07-07 21:24:49 IB Account information received. | 2013-07-07 21:24:49 Connected to IB Demo or Simulated account. | 2013-07-07 21:24:49 Starting updates for: EURUSD | 2013-07-07 21:24:50 Subscribing to real-time True Data for symbol: EURUSD SecType: STK Exchange: SMART Currency: USD | 2013-07-07 21:24:50 Subscribing to symbol: EURUSD SecType: STK Exchange: SMART Currency: USD | 2013-07-07 21:24:50 Starting updates for: EUR-201309-GLOBEX | 2013-07-07 21:24:50 Subscribing to real-time True Data for symbol: EUR SecType: FUT Exchange: GLOBEX Currency: | 2013-07-07 21:24:50 Subscribing to symbol: EUR SecType: FUT Exchange: GLOBEX Currency: | 2013-07-07 21:24:50 Symbol Error: EURUSD is unknown, unavailable, or improperly formatted. | 2013-07-07 21:24:50 Symbol Error: EURUSD is unknown, unavailable, or improperly formatted. | 2013-07-07 21:24:50 HD Request # 6 - Processing historical data message from TWS | 2013-07-07 21:24:50 HD Request # 6 - Receiving Intraday data for EUR-201309-GLOBEX starting at 2013-07-07 20:14:00 | 2013-07-07 21:24:50 HD Request # 6 - Timestamp of first Intraday data file record written: 2013-07-07 21:24:30 | 2013-07-07 21:24:50 HD Request # 6 - Received 142 records and wrote 1 records from 2013-07-07 20:14:00 to 2013-07-07 21:24:30. | 2013-07-07 21:24:50 Symbol Error: EURUSD is unknown, unavailable, or improperly formatted. | 2013-07-07 21:24:50 TWS auto-login thread ending. | 2013-07-07 21:24:51 HD Request # 6 - Received 142 records from 2013-07-07 20:14:00 to 2013-07-07 21:24:30 (70.5 minutes) and wrote 1 record for EUR-201309-GLOBEX | 2013-07-07 21:24:52 HD Request # 6 - Intraday download COMPLETE for EUR-201309-GLOBEX | 2013-07-07 21:24:52 Real-time intraday chart data file updates started for EUR-201309-GLOBEX | 2013-07-07 21:24:52 Requesting market depth updates for: EUR-201309-GLOBEX if supported. | 2013-07-07 21:24:54 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 21:24:54 IB Trading service: Received Trade Positions download end message. | 2013-07-07 21:24:55 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 21:24:55 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 21:24:55 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 21:24:55 IB Trading service: Received Trade Positions download end message. | 2013-07-07 21:24:55 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 21:24:55 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 21:24:55 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 21:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 21:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 21:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 21:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 21:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 21:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 21:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 21:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 22:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 22:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 22:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 22:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 22:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 22:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 22:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 22:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-07 23:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 23:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-07 23:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-07 23:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 23:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-07 23:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-07 23:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-07 23:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-08 00:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 00:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-08 00:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-08 00:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 00:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 00:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-08 00:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 00:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-08 01:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 01:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-08 01:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-08 01:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 01:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 01:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-08 01:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 01:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-08 02:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 02:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-08 02:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-08 02:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 02:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 02:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-08 02:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 02:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-08 03:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 03:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-08 03:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-08 03:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 03:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 03:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-08 03:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 03:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-08 04:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 04:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-08 04:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-08 04:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 04:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 04:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-08 04:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 04:59:35 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-08 05:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 05:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-08 05:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-08 05:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 05:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 05:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-08 05:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 05:59:35 Starting updates for: NQ-201309-GLOBEX | 2013-07-08 06:57:55 Subscribing to real-time True Data for symbol: NQ SecType: FUT Exchange: GLOBEX Currency: | 2013-07-08 06:57:55 Subscribing to symbol: NQ SecType: FUT Exchange: GLOBEX Currency: | 2013-07-08 06:57:55 HD Request # 7 - Downloading Intraday chart data for NQ-201309-GLOBEX to the file NQ-201309-GLOBEX.scid. Service: ib | 2013-07-08 06:57:55 HD Request # 7 - Starting date and time: 2013-07-05 13:38:50 | 2013-07-08 06:57:55 HD Request # 7 - Requesting a total of 2 days and 67145 seconds. | 2013-07-08 06:57:55 HD Request # 7 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 153545. | 2013-07-08 06:57:55 HD Request # 7 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-06 13:28:50 for NQ-201309-GLOBEX | 2013-07-08 06:57:55 HD Request # 7 - Processing historical data message from TWS | 2013-07-08 06:57:56 HD Request # 7 - Receiving Intraday data for NQ-201309-GLOBEX starting at 2013-07-04 07:30:00 | 2013-07-08 06:57:56 HD Request # 7 - Timestamp of first Intraday data file record written: 2013-07-05 13:39:00 | 2013-07-08 06:57:56 HD Request # 7 - Received 2880 records and wrote 72 records from 2013-07-04 07:30:00 to 2013-07-05 14:14:30. | 2013-07-08 06:57:56 HD Request # 7 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 67145. | 2013-07-08 06:57:59 HD Request # 7 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-07 13:28:50 for NQ-201309-GLOBEX | 2013-07-08 06:57:59 HD Request # 7 - Processing historical data message from TWS | 2013-07-08 06:57:59 HD Request # 7 - Received 2880 records and wrote 0 records from 2013-07-04 07:30:00 to 2013-07-05 14:14:30. | 2013-07-08 06:57:59 HD Request # 7 - IB Backfill - Seconds requested: 67145. Seconds Remaining: 0. | 2013-07-08 06:58:02 HD Request # 7 - Requesting 67145 Seconds of data at 30 secs with ending Date-Time at 2013-07-08 08:07:55 for NQ-201309-GLOBEX | 2013-07-08 06:58:02 HD Request # 7 - Processing historical data message from TWS | 2013-07-08 06:58:02 HD Request # 7 - Received 2219 records and wrote 1916 records from 2013-07-05 11:28:30 to 2013-07-08 06:57:30. | 2013-07-08 06:58:02 HD Request # 7 - Received 7979 records from 2013-07-04 07:30:00 to 2013-07-08 06:57:30 (4.0 days) and wrote 1988 records for NQ-201309-GLOBEX | 2013-07-08 06:58:05 HD Request # 7 - Intraday download COMPLETE for NQ-201309-GLOBEX | 2013-07-08 06:58:05 Real-time intraday chart data file updates started for NQ-201309-GLOBEX | 2013-07-08 06:58:05 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-08 06:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 06:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-08 06:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-08 06:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 06:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 06:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-08 06:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 06:59:35 Active service: Interactive Brokers | 2013-07-08 07:30:54 Starting updates for: ES-201309-GLOBEX | 2013-07-08 07:56:02 Subscribing to real-time True Data for symbol: ES SecType: FUT Exchange: GLOBEX Currency: | 2013-07-08 07:56:02 Subscribing to symbol: ES SecType: FUT Exchange: GLOBEX Currency: | 2013-07-08 07:56:02 HD Request # 8 - Downloading Intraday chart data for ES-201309-GLOBEX to the file ES-201309-GLOBEX.scid. Service: ib | 2013-07-08 07:56:02 HD Request # 8 - Starting date and time: 2013-07-05 13:40:07 | 2013-07-08 07:56:02 HD Request # 8 - Requesting a total of 2 days and 70555 seconds. | 2013-07-08 07:56:02 HD Request # 8 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 156955. | 2013-07-08 07:56:02 HD Request # 8 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-06 13:30:07 for ES-201309-GLOBEX | 2013-07-08 07:56:02 HD Request # 8 - Processing historical data message from TWS | 2013-07-08 07:56:03 HD Request # 8 - Receiving Intraday data for ES-201309-GLOBEX starting at 2013-07-04 07:30:00 | 2013-07-08 07:56:03 HD Request # 8 - Timestamp of first Intraday data file record written: 2013-07-05 13:40:30 | 2013-07-08 07:56:03 HD Request # 8 - Received 2880 records and wrote 69 records from 2013-07-04 07:30:00 to 2013-07-05 14:14:30. | 2013-07-08 07:56:03 HD Request # 8 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 70555. | 2013-07-08 07:56:06 HD Request # 8 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-07 13:30:07 for ES-201309-GLOBEX | 2013-07-08 07:56:06 HD Request # 8 - Processing historical data message from TWS | 2013-07-08 07:56:06 HD Request # 8 - Received 2880 records and wrote 0 records from 2013-07-04 07:30:00 to 2013-07-05 14:14:30. | 2013-07-08 07:56:06 HD Request # 8 - IB Backfill - Seconds requested: 70555. Seconds Remaining: 0. | 2013-07-08 07:56:09 HD Request # 8 - Requesting 70555 Seconds of data at 30 secs with ending Date-Time at 2013-07-08 09:06:02 for ES-201309-GLOBEX | 2013-07-08 07:56:09 HD Request # 8 - Processing historical data message from TWS | 2013-07-08 07:56:10 HD Request # 8 - Received 2332 records and wrote 2032 records from 2013-07-05 11:30:00 to 2013-07-08 07:55:30. | 2013-07-08 07:56:10 HD Request # 8 - Received 8092 records from 2013-07-04 07:30:00 to 2013-07-08 07:55:30 (4.0 days) and wrote 2101 records for ES-201309-GLOBEX | 2013-07-08 07:56:12 HD Request # 8 - Intraday download COMPLETE for ES-201309-GLOBEX | 2013-07-08 07:56:12 Real-time intraday chart data file updates started for ES-201309-GLOBEX | 2013-07-08 07:56:12 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-08 07:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 07:59:34 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-08 07:59:34 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-08 07:59:34 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 07:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 07:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-08 07:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 07:59:35 Unsubscribed from market depth data for EUR-201309-GLOBEX | 2013-07-08 08:18:41 Starting updates for: GBP-201309-GLOBEX | 2013-07-08 08:19:16 Subscribing to real-time True Data for symbol: GBP SecType: FUT Exchange: GLOBEX Currency: | 2013-07-08 08:19:16 Subscribing to symbol: GBP SecType: FUT Exchange: GLOBEX Currency: | 2013-07-08 08:19:16 HD Request # 9 - Downloading Intraday chart data for GBP-201309-GLOBEX to the file GBP-201309-GLOBEX.scid. Service: ib | 2013-07-08 08:19:16 HD Request # 9 - Starting date and time: 2013-07-05 13:40:09 | 2013-07-08 08:19:16 HD Request # 9 - Requesting a total of 2 days and 71947 seconds. | 2013-07-08 08:19:16 HD Request # 9 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 158347. | 2013-07-08 08:19:16 HD Request # 9 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-06 13:30:09 for GBP-201309-GLOBEX | 2013-07-08 08:19:16 HD Request # 9 - Processing historical data message from TWS | 2013-07-08 08:19:17 HD Request # 9 - Receiving Intraday data for GBP-201309-GLOBEX starting at 2013-07-04 09:00:00 | 2013-07-08 08:19:17 HD Request # 9 - Timestamp of first Intraday data file record written: 2013-07-05 13:40:30 | 2013-07-08 08:19:17 HD Request # 9 - Received 2880 records and wrote 39 records from 2013-07-04 09:00:00 to 2013-07-05 13:59:30. | 2013-07-08 08:19:17 HD Request # 9 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 71947. | 2013-07-08 08:19:19 HD Request # 9 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-07-07 13:30:09 for GBP-201309-GLOBEX | 2013-07-08 08:19:19 HD Request # 9 - Processing historical data message from TWS | 2013-07-08 08:19:20 HD Request # 9 - Received 2880 records and wrote 0 records from 2013-07-04 09:00:00 to 2013-07-05 13:59:30. | 2013-07-08 08:19:20 HD Request # 9 - IB Backfill - Seconds requested: 71947. Seconds Remaining: 0. | 2013-07-08 08:19:22 HD Request # 9 - Requesting 71947 Seconds of data at 30 secs with ending Date-Time at 2013-07-08 09:29:16 for GBP-201309-GLOBEX | 2013-07-08 08:19:22 HD Request # 9 - Processing historical data message from TWS | 2013-07-08 08:19:23 HD Request # 9 - Received 2379 records and wrote 2079 records from 2013-07-05 11:30:00 to 2013-07-08 08:19:00. | 2013-07-08 08:19:23 HD Request # 9 - Received 8139 records from 2013-07-04 09:00:00 to 2013-07-08 08:19:00 (4.0 days) and wrote 2118 records for GBP-201309-GLOBEX | 2013-07-08 08:19:26 HD Request # 9 - Intraday download COMPLETE for GBP-201309-GLOBEX | 2013-07-08 08:19:26 Real-time intraday chart data file updates started for GBP-201309-GLOBEX | 2013-07-08 08:19:26 IB Trading service: Requesting Trade Positions for account: DU141075 | 2013-07-08 08:59:34 IB Trading service: Received Trade Positions download end message. | 2013-07-08 08:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141075 | 2013-07-08 08:59:35 IB Trading service: Requesting Trade Positions for account: DU141076 | 2013-07-08 08:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 08:59:35 IB Trading service: Received Trade Positions download end message. | 2013-07-08 08:59:35 IB Trading service: Stopping automatic Trade Position updates for account: DU141076 | 2013-07-08 08:59:35 Message from IB: API client has been unsubscribed from account data.. IB Error Code: 2100. Request ID: -1. | 2013-07-08 08:59:35 |
| [2013-07-08 17:00:49] |
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With IB you are getting backfill of 30 second data. The studies will not work with such data. You will either have to keep Sierra Chart running all the time, or use a different data feed other than IB.
Sierra Chart Support |
| [2013-07-08 18:30:56] |
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Interactive Brokers does not have historical Bid Volume or Ask Volume. You cannot rely on it for a study like Cumulative Delta Bars.
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 |
| [2013-07-08 19:46:51] |
| User23815 - Posts: 210 |
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Is there another study in SC that I might consider that would serve a similar purpose but work with IB's data? Thanks
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| [2013-07-08 21:21:58] |
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No.
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 |
| [2013-07-09 16:34:10] |
| User23815 - Posts: 210 |
|
To run historical and replay data on the Cumulative Delta Tick and Volume studies it appears I could use Sierra Chart Historical Intraday Futures Data Service. The documentation says this has data down to 1 tick. Is this correct and could it be used for replay and historical research? thanks
|
| [2013-07-09 16:39:01] |
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Yes, you do have access to this data service with your current Sierra Chart package. And you will be able to use the data for replay.
Sierra Chart Support Date Time Of Last Edit: 2013-07-09 16:39:43
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| [2013-07-09 18:07:04] |
| User23815 - Posts: 210 |
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I also have an account at TD Ameritrade. I reviewed their data and it appears they also don't offer historical tick data. How accurate is their Bid/Ask Volume data considered compared to other SC providers? thanks
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| [2013-07-10 20:01:45] |
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We cannot comment on this. You will have to make your own observations. We would assume it would be reasonably accurate.
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 |
| [2013-07-10 20:05:57] |
| Sawtooth - Posts: 4091 |
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FYI, TDA futures data (ThinkOrSwim) is not supported by Sierra Chart; only stocks.
Date Time Of Last Edit: 2013-07-10 22:34:59
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