Support Board
Date/Time: Sun, 12 Jan 2025 13:02:58 +0000
Market Depth Can not match Data Feed
View Count: 1394
| [2017-02-09 08:14:40] |
| User415470 - Posts: 4 |
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Market Depth Can not match Data Feed. Pls. solve the problem. Thanks! |
Private File Attachment Deleted. |
| [2017-02-09 09:50:40] |
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From what we see in this chart image, where you see the market depth data with two levels that is not changing and has the same quantities, this means there was no market depth recorded during those times. There is nothing for us to solve. You just need to make sure that Sierra Chart is always running and connected to the data feed. 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 |
| [2017-02-13 14:25:47] |
| User415470 - Posts: 4 |
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I running and connected to the data feed long time, but still a problem. Pls. check. Thanks! |
Private File Attachment Deleted. |
| [2017-02-13 18:17:57] |
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Go to that chart and select File >> Open Market Depth Window. Do you see 10 levels of depth displayed for both the Bid and Ask sides? Is the problem that you are trying to show that you do not see 20 levels of market depth for each chart bar? Provide a copy of the Message Log by following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) 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: 2017-02-13 18:19:05
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| [2017-02-14 02:37:11] |
| User415470 - Posts: 4 |
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Reading Internal Order ID file. | 2017-02-13 19:48:16 Reading Trade Orders file. | 2017-02-13 19:48:16 Reading Trade Positions file. | 2017-02-13 19:48:16 Mapping HKU16 to HKU16. Service code: HongKongFutures.Exchange | 2017-02-13 19:48:16 Software version: 1510 | 2017-02-13 19:48:16 Uses New Spreadsheets | 2017-02-13 19:48:16 Usage end date: 2017-03-05 | 2017-02-13 19:48:16 Enabled for: Advanced Features. | 2017-02-13 19:48:16 Enabled for: Advanced Features 2. | 2017-02-13 19:48:16 Enabled for: Sierra Chart Historical Data Service. | 2017-02-13 19:48:16 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2017-02-13 19:48:16 Enabled for: INDEXES_DATA_BARCHART | 2017-02-13 19:48:16 Enabled for: CME, Globex only (For users without a trading account) | 2017-02-13 19:48:16 Enabled for: Hong Kong Futures Exchange with Market Depth | 2017-02-13 19:48:16 Received 1 data feed usernames. | 2017-02-13 19:48:16 Allow Support for Sierra Chart Data Feeds is enabled. | 2017-02-13 19:48:16 Current selected Data/Trading service: SC Data - All Services | 2017-02-13 19:48:16 Chart Update Interval: 500 | 2017-02-13 19:48:16 Time Zone: -06:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2017-02-13 19:48:16 2017-02-14 09:48:40 Local computer time | 2017-02-13 19:48:16 2017-02-14 01:48:40 Local computer time in UTC | 2017-02-13 19:48:16 2017-02-13 19:48:40 Local computer time in SC Time Zone | 2017-02-13 19:48:16 Program path: C:\SierraChart\ | 2017-02-13 19:48:16 Data Files path: C:\SierraChart\Data\ | 2017-02-13 19:48:16 OS Version Number: 6.2 | 2017-02-13 19:48:16 Locale Setting: C | 2017-02-13 19:48:16 Created the DTC Protocol server. | 2017-02-13 19:48:16 DTC Protocol Server listening on port 11099. | 2017-02-13 19:48:16 Created the DTC Protocol historical data server. | 2017-02-13 19:48:16 HD Server Manager | Listening on port 11098 | 2017-02-13 19:48:16 Checking for new symbol settings for scdataallservices | 2017-02-13 19:48:16 HTTPS connection to www.sierrachart.com:443 (0) | Resolved address sierrachart.com to IP 5.9.8.236. | 2017-02-13 19:48:16 HTTPS connection to www.sierrachart.com:443 (3) | Connected. | 2017-02-13 19:48:41 HTTPS connection to www.sierrachart.com:443 (3) | Starting TLS 1.2 connection. | 2017-02-13 19:48:41 SC Data - All Services | Connected to data server. | 2017-02-13 19:48:45 Mapping HKU16 to HKU16. Service code: HongKongFutures.Exchange | 2017-02-13 19:48:45 SC Data - All Services | Starting real-time market data updates for: HKU16. ID: 1 | 2017-02-13 19:48:45 SC Data - All Services | Using username 0 | 2017-02-13 19:48:45 SC Data - All Services | Using low bandwidth mode. | 2017-02-13 19:48:45 SC Data - All Services | Connecting to the server ds1.sierracharts.com. Port 443 | 2017-02-13 19:48:45 SC Data - All Services | Requesting security definition data for: HKU16. ID: 1 | 2017-02-13 19:48:45 NOTICE: Not connected to Live trading account to receive CME real-time futures data. | 2017-02-13 19:48:45 DTC Client (0) | Resolved address ds1.sierracharts.com to IP 8.18.161.135. | 2017-02-13 19:48:45 DTC Client (4) | Connected. | 2017-02-13 19:48:45 SC Data - All Services | Connected to server. | 2017-02-13 19:48:45 SC Data - All Services | Sending Encoding Request to server | 2017-02-13 19:48:45 SC Data - All Services | Setting DTC encoding to Binary VLS | 2017-02-13 19:48:46 SC Data - All Services | Sending logon request message. | 2017-02-13 19:48:46 SC Data - All Services | Received logon response. | 2017-02-13 19:48:46 SC Data - All Services | Server Name: SC Realtime Server. | 2017-02-13 19:48:46 SC Data - All Services | Server protocol version: 7. Client protocol version: 7 | 2017-02-13 19:48:46 SC Data - All Services | Successfully connected. | 2017-02-13 19:48:46 SC Data - All Services | Trading is not supported. | 2017-02-13 19:48:46 SC Data - All Services | Restarting real-time data updates for symbol: HKU16 -> HKU16 | 2017-02-13 19:48:46 SC Data - All Services | Real-time data for symbol HKU16 is currently unavailable. | 2017-02-13 19:48:47 SC Data - All Services | Received security definition for symbol HKU16 | 2017-02-13 19:48:47 HTTPS connection to www.sierrachart.com:443 (3) | SSL connection established. | 2017-02-13 19:48:52 Symbol settings are up-to-date for scdataallservices | 2017-02-13 19:48:56 ESH17 5 Min #1 | Reloading chart. | 2017-02-13 19:49:00 HSG17 5 Min #2 | Reloading chart. | 2017-02-13 19:49:00 HTTPS connection to www.sierrachart.com:443 (3) | SSL connection closed by remote side. | 2017-02-13 19:49:01 HTTPS connection to www.sierrachart.com:443 (3) | Connection gracefully closed by remote side. | 2017-02-13 19:49:01 HTTPS connection to www.sierrachart.com:443 (3) | SSL object has been freed. SSL state is now disconnected. | 2017-02-13 19:49:01 HTTPS connection to www.sierrachart.com:443 (3) | Shutdown and closed. | 2017-02-13 19:49:01 Mapping ESH17 to ESH17. Service code: cme | 2017-02-13 19:49:01 SC Data - All Services | Starting real-time market data updates for: ESH17. ID: 2 | 2017-02-13 19:49:01 SC Data - All Services | Requesting security definition data for: ESH17. ID: 2 | 2017-02-13 19:49:01 Requesting market depth updates for: ESH17 if supported. | 2017-02-13 19:49:01 Intraday data recording state for symbol ESH17 is set to download 'Pending'. | 2017-02-13 19:49:01 Delaying start of download for ESH17 | 2017-02-13 19:49:01 Mapping HSG17 to HSG17. Service code: HongKongFutures.Exchange | 2017-02-13 19:49:01 SC Data - All Services | Starting real-time market data updates for: HSG17. ID: 3 | 2017-02-13 19:49:01 SC Data - All Services | Requesting security definition data for: HSG17. ID: 3 | 2017-02-13 19:49:01 Requesting market depth updates for: HSG17 if supported. | 2017-02-13 19:49:01 Intraday data recording state for symbol HSG17 is set to download 'Pending'. | 2017-02-13 19:49:01 SC Data - All Services | Received security definition for symbol ESH17 | 2017-02-13 19:49:01 SC Data - All Services | Market Depth data has been rejected for symbol: ESH17. Low bandwidth option enabled. | 2017-02-13 19:49:01 SC Data - All Services | Received security definition for symbol HSG17 | 2017-02-13 19:49:01 SC Data - All Services | Market Depth data has been rejected for symbol: HSG17. Low bandwidth option enabled. | 2017-02-13 19:49:01 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\HSG17.2017-02-14.depth | 2017-02-13 19:49:02 Delaying start of download for ESH17 | 2017-02-13 19:49:02 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESH17.2017-02-14.depth | 2017-02-13 19:49:03 HD Request # 2 | Downloading Intraday chart data for ESH17 to the file ESH17.scid. Service: cme | 2017-02-13 19:49:06 HD Request # 2 | Download start date-time: 2017-02-13 14:21:56.000 | 2017-02-13 19:49:06 HD Request # 2 | Using server: ds7.sierracharts.com port 10149 | 2017-02-13 19:49:06 Socket (0) | Resolved address ds7.sierracharts.com to IP 8.18.161.133. | 2017-02-13 19:49:06 Socket (5) | Connected. | 2017-02-13 19:49:07 HD Request # 2 | Setting DTC encoding to Binary VLS | 2017-02-13 19:49:07 HD Request # 2 | Sending historical data logon request message. | 2017-02-13 19:49:07 HD Request # 2 | Requesting Intraday data. Start date-time: 2017-02-13 14:21:56. Record interval: 0. Symbol: ESH17 | 2017-02-13 19:49:07 HD Request # 2 | Decompressing data. | 2017-02-13 19:49:07 HD Request # 2 | Receiving Intraday data for ESH17 starting at 2017-02-13 14:21:56 | 2017-02-13 19:49:07 HD Request # 2 | Timestamp of first Intraday data file record written: 2017-02-13 14:22:00 | 2017-02-13 19:49:07 Socket (5) | Shutdown and closed. | 2017-02-13 19:49:09 The network socket for historical data has been closed. | 2017-02-13 19:49:09 HD Request # 2 | Received 39338 records from 2017-02-13 14:21:56 to 2017-02-13 19:49:02 (5.5 hours) and wrote 39337 records for ESH17 | 2017-02-13 19:49:09 HD Request # 2 | Intraday download COMPLETE for ESH17. Completion time: 2s. Unique request ID: 1 | 2017-02-13 19:49:09 Removed historical data download ID 1 | 2017-02-13 19:49:09 Real-time Intraday chart data file updates started for ESH17 | 2017-02-13 19:49:09 Intraday chart data file opened for ESH17 | 2017-02-13 19:49:09 Date Time Of Last Edit: 2017-02-14 02:42:55
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| [2017-02-14 03:54:18] |
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Now we understand the reason for the problem: SC Data - All Services | Market Depth data has been rejected for symbol: ESH17. Low bandwidth option enabled. | 2017-02-13 19:49:01 SC Data - All Services | Received security definition for symbol HSG17 | 2017-02-13 19:49:01 SC Data - All Services | Market Depth data has been rejected for symbol: HSG17. Low bandwidth option enabled. | 2017-02-13 19:49:01 You need to disable the low bandwidth option documented here: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#LowBandwidthOption 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 |
| [2017-02-14 07:35:50] |
| User415470 - Posts: 4 |
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disable the low bandwidth option. The ESH17 Market Depth is ok, But HSG17 is not work. Best Regards, |
 ES Symbols Market Depth-1.png / V - Attached On 2017-02-14 07:33:54 UTC - Size: 130.77 KB - 267 views HKFE Symbols Market Depth-1.png / V - Attached On 2017-02-14 07:34:24 UTC - Size: 79.18 KB - 253 views |
| [2017-02-14 08:03:22] |
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Go to the HSG17 chart and select File >> Open Market Depth Window. Do you see 10 levels of market depth displayed there? 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 |
| [2017-02-14 08:07:22] |
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We see the problem is on the side of the Sierra Chart data feed. We will resolve this. 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 |
| [2017-02-14 08:26:35] |
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As a temporary solution to not receiving market depth data for the Hong Kong Futures Exchange, select File >> Disconnect and File >> Connect to Data Feed. That will resolve the problem. 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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