Support Board
Date/Time: Tue, 25 Feb 2025 05:44:34 +0000
Inaccurate: Denali feed latency varies from 0-600 ms while CQG latency is only between 80-120 ms
View Count: 949
| [2021-03-16 16:12:19] |
| User644165 - Posts: 25 |
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Hi Team, My app is connected to the platform through DTC (localhost). Due to the transition to Sierra Chart Direct Billing I have decided to subscribe to the Denali feed as well and cancel CQG (I haven't done this yet so I can switch back and forth) as recommended. This is how I measure latency: First I let SC to adjust the Windows time. latency = Windows time - Server update time(can be depth or trade update as well). My app displays the average latency measured in the last 30 seconds. If I am using CQG my measured latency is only between 0.08-0.12 ms, but for Denali it varies from 0-600 ms. The feed doesn't seem slow for my eyes. My app's CPU consumption is around 2%. I have also changed the real-time data compression to no compression, but I haven't noticed any change.Max depth levels is set to 30. Do you have any idea what is causing this lag? Thanks. |
| [2021-03-16 17:03:28] |
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Refer to: Prices / Data Falling Behind: 4.12 - Sierra Chart Exchange Data Feeds And also we need to know what server is being used. Follow the instructions below so we can determine the server: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Reconnect to the data feed: File Menu: Procedure to Reconnect to the Data and Trade Servers After about 30 seconds, provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog . I have also changed the real-time data compression to no compression,
You definitively want to maintain compression. This will reduce latency because the compression times are of no consequence and in the microsecond range.
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: 2021-03-16 17:04:30
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| [2021-03-31 15:52:58] |
| User644165 - Posts: 25 |
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I have also uploaded my log here if interested.It includes my windows time, function called, messge(JSOn to string) and the calculated latency. https://drive.google.com/file/d/1zFpVNsCauKmCW5xhqCdB56Uny8QFc5xs/view?usp=sharing In my log you can see that the latency is changing between 0.11 - 0.77 sec. For CQG I the gap was only around 0.01-0.03 sec, not 0.66 sec. Remote buffer delay is set to 50, but I have also tried it with 100 and havent experienced any difference. Here is the Sierra log: Software version: 2239 64-bit | 2021-03-31 16:28:38.498 Primary Thread ID: 34232 | 2021-03-31 16:28:38.498 Usage end date: 2021-04-04 | 2021-03-31 16:28:38.498 Enabled for: Advanced Features 2. | 2021-03-31 16:28:38.498 Enabled for: Sierra Chart Historical Data Service. | 2021-03-31 16:28:38.498 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-03-31 16:28:38.498 Enabled for: Delayed Denali Exchange Data Feed. | 2021-03-31 16:28:38.498 Enabled for exchange2: CME (Trading Account Required) | 2021-03-31 16:28:38.498 Enabled for exchange2: CBOT (Trading Account Required) | 2021-03-31 16:28:38.498 Enabled for exchange2: COMEX (Trading Account Required) | 2021-03-31 16:28:38.498 Enabled for exchange2: NYMEX (Trading Account Required) | 2021-03-31 16:28:38.498 Enabled for exchange2: EUREX EOBI | 2021-03-31 16:28:38.498 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-03-31 16:28:38.498 Current selected Data/Trading service: SC Data - All Services | 2021-03-31 16:28:38.498 Custom symbol settings values: disabled | 2021-03-31 16:28:38.498 Chart Update Interval: 30 | 2021-03-31 16:28:38.498 Intraday Data Storage Time Unit: 0 | 2021-03-31 16:28:38.498 Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2021-03-31 16:28:38.498 2021-03-31 14:28:38 Local computer time in UTC | 2021-03-31 16:28:38.498 2021-03-31 16:28:38 Local computer time in SC Time Zone | 2021-03-31 16:28:38.498 2021-03-30 19:26:39 Server time in UTC | 2021-03-31 16:28:38.498 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-03-31 16:28:38.498 Program path: C:\SierraChart\ | 2021-03-31 16:28:38.498 Data Files path: C:\SierraChart\Data\ | 2021-03-31 16:28:38.498 OS Version Number: 10.0 | 2021-03-31 16:28:38.498 Locale Setting: C | 2021-03-31 16:28:38.498 DLLs: suptrading.dll, suptrading_64.dll, UserContributedStudies.dll, UserContributedStudies_64.dll | 2021-03-31 16:28:38.499 Allowed protected custom studies: | 2021-03-31 16:28:38.499 File >> Disconnect selected. | 2021-03-31 16:28:57.849 SC Data - All Services | Waiting for socket receive thread to end | 2021-03-31 16:28:57.904 DTC Client socket (1) | CloseSocket call. | 2021-03-31 16:28:57.905 DTC Client socket (1) | Max send buffers used during socket life: 4 | 2021-03-31 16:28:57.905 DTC Client socket (1) | Max send buffer size during socket life: 2242 | 2021-03-31 16:28:57.905 SC Data - All Services | Disconnected from the server. | 2021-03-31 16:28:57.905 SC Data - All Services | Waiting for socket receive thread to end | 2021-03-31 16:28:57.905 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:28:57.905 DTC Client socket (2) | CloseSocket call. | 2021-03-31 16:28:57.905 DTC Client socket (2) | Max send buffers used during socket life: 3 | 2021-03-31 16:28:57.905 DTC Client socket (2) | Max send buffer size during socket life: 408 | 2021-03-31 16:28:57.905 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:28:57.905 SC Data - All Services | Disconnected from the server. | 2021-03-31 16:28:57.905 SC Data - All Services | Disconnected. | 2021-03-31 16:28:57.905 SC Data - All Services | Connected to server complete. | 2021-03-31 16:29:01.311 Triggering next historical data download in queue. | 2021-03-31 16:29:01.316 Triggering next historical data download in queue. | 2021-03-31 16:29:01.316 Triggering next historical data download in queue. | 2021-03-31 16:29:01.316 Triggering next historical data download in queue. | 2021-03-31 16:29:01.316 No download requests in the queue to start downloads for. | 2021-03-31 16:29:01.320 No download requests in the queue to start downloads for. | 2021-03-31 16:29:01.320 No download requests in the queue to start downloads for. | 2021-03-31 16:29:01.320 No download requests in the queue to start downloads for. | 2021-03-31 16:29:01.320 Mapping ESM21-CME to ESM21. Service code: cme | 2021-03-31 16:29:01.321 SC Data - All Services | Starting real-time market data updates for: ESM21-CME (ESM21). ID: 1 Service code: cme | 2021-03-31 16:29:01.322 SC Data - All Services | Connecting to the server ds5-2.sierracharts.com. Port 10048 | 2021-03-31 16:29:01.322 SC Data - All Services | Requesting security definition data for: ESM21-CME (ESM21). ID: 1 | 2021-03-31 16:29:01.322 Added historical Intraday data request for ESM21-CME to the queue. | 2021-03-31 16:29:01.322 Intraday data recording state for symbol ESM21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.322 Triggering next historical data download in queue. | 2021-03-31 16:29:01.322 DTC Client socket (8) | Creating socket. | 2021-03-31 16:29:01.322 DTC Client socket (8) | New receive buffer size: 5242880 | 2021-03-31 16:29:01.322 DTC Client socket (8) | Connecting to IP: 51.195.180.15. | 2021-03-31 16:29:01.322 Delaying start of download for ESM21-CME | 2021-03-31 16:29:01.323 Mapping GCM21-COMEX to GCM21. Service code: comex | 2021-03-31 16:29:01.339 SC Data - All Services | Starting real-time market data updates for: GCM21-COMEX (GCM21). ID: 2 Service code: comex | 2021-03-31 16:29:01.339 SC Data - All Services | Requesting security definition data for: GCM21-COMEX (GCM21). ID: 2 | 2021-03-31 16:29:01.339 Added historical Intraday data request for GCM21-COMEX to the queue. | 2021-03-31 16:29:01.339 Intraday data recording state for symbol GCM21-COMEX is set to download 'Pending'. | 2021-03-31 16:29:01.339 Triggering next historical data download in queue. | 2021-03-31 16:29:01.339 Mapping SIK21-COMEX to SIK21. Service code: comex | 2021-03-31 16:29:01.361 SC Data - All Services | Starting real-time market data updates for: SIK21-COMEX (SIK21). ID: 3 Service code: comex | 2021-03-31 16:29:01.361 SC Data - All Services | Requesting security definition data for: SIK21-COMEX (SIK21). ID: 3 | 2021-03-31 16:29:01.361 Added historical Intraday data request for SIK21-COMEX to the queue. | 2021-03-31 16:29:01.361 Intraday data recording state for symbol SIK21-COMEX is set to download 'Pending'. | 2021-03-31 16:29:01.361 Triggering next historical data download in queue. | 2021-03-31 16:29:01.361 SC Data - All Services | Network connection to server complete. | 2021-03-31 16:29:01.371 SC Data - All Services | Starting socket receive thread. | 2021-03-31 16:29:01.371 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2021-03-31 16:29:01.371 Mapping CLK21-NYMEX to CLK21. Service code: nymex | 2021-03-31 16:29:01.403 SC Data - All Services | Starting real-time market data updates for: CLK21-NYMEX (CLK21). ID: 4 Service code: nymex | 2021-03-31 16:29:01.403 SC Data - All Services | Requesting security definition data for: CLK21-NYMEX (CLK21). ID: 4 | 2021-03-31 16:29:01.403 Added historical Intraday data request for CLK21-NYMEX to the queue. | 2021-03-31 16:29:01.403 Intraday data recording state for symbol CLK21-NYMEX is set to download 'Pending'. | 2021-03-31 16:29:01.403 Triggering next historical data download in queue. | 2021-03-31 16:29:01.403 Mapping NGK21-NYMEX to NGK21. Service code: nymex | 2021-03-31 16:29:01.425 SC Data - All Services | Starting real-time market data updates for: NGK21-NYMEX (NGK21). ID: 5 Service code: nymex | 2021-03-31 16:29:01.425 SC Data - All Services | Requesting security definition data for: NGK21-NYMEX (NGK21). ID: 5 | 2021-03-31 16:29:01.425 Added historical Intraday data request for NGK21-NYMEX to the queue. | 2021-03-31 16:29:01.425 Intraday data recording state for symbol NGK21-NYMEX is set to download 'Pending'. | 2021-03-31 16:29:01.425 Triggering next historical data download in queue. | 2021-03-31 16:29:01.425 Requesting market depth updates for: NGK21-NYMEX if supported. | 2021-03-31 16:29:01.438 Separate subscription for market depth updates not supported. NGK21-NYMEX | 2021-03-31 16:29:01.438 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:01.441 SC Data - All Services | Sending logon request message. | 2021-03-31 16:29:01.441 Mapping BTCF21-CME to BTCF21. Service code: cme | 2021-03-31 16:29:01.441 SC Data - All Services | Starting real-time market data updates for: BTCF21-CME (BTCF21). ID: 6 Service code: cme | 2021-03-31 16:29:01.441 SC Data - All Services | Requesting security definition data for: BTCF21-CME (BTCF21). ID: 6 | 2021-03-31 16:29:01.441 Added historical Intraday data request for BTCF21-CME to the queue. | 2021-03-31 16:29:01.441 Intraday data recording state for symbol BTCF21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.441 Triggering next historical data download in queue. | 2021-03-31 16:29:01.441 Requesting market depth updates for: ESM21-CME if supported. | 2021-03-31 16:29:01.453 Separate subscription for market depth updates not supported. ESM21-CME | 2021-03-31 16:29:01.453 Mapping ZNH21-CBOT to ZNH21. Service code: cbot | 2021-03-31 16:29:01.469 SC Data - All Services | Starting real-time market data updates for: ZNH21-CBOT (ZNH21). ID: 7 Service code: cbot | 2021-03-31 16:29:01.469 SC Data - All Services | Requesting security definition data for: ZNH21-CBOT (ZNH21). ID: 7 | 2021-03-31 16:29:01.469 Added historical Intraday data request for ZNH21-CBOT to the queue. | 2021-03-31 16:29:01.470 Intraday data recording state for symbol ZNH21-CBOT is set to download 'Pending'. | 2021-03-31 16:29:01.470 Triggering next historical data download in queue. | 2021-03-31 16:29:01.470 Mapping 6EH21-CME to 6EH21. Service code: cme | 2021-03-31 16:29:01.474 SC Data - All Services | Starting real-time market data updates for: 6EH21-CME (6EH21). ID: 8 Service code: cme | 2021-03-31 16:29:01.474 SC Data - All Services | Requesting security definition data for: 6EH21-CME (6EH21). ID: 8 | 2021-03-31 16:29:01.474 Added historical Intraday data request for 6EH21-CME to the queue. | 2021-03-31 16:29:01.474 Intraday data recording state for symbol 6EH21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.474 Triggering next historical data download in queue. | 2021-03-31 16:29:01.474 Mapping FDAXH21-EUREX to FDAX202103_FUT_EUREX. Service code: eurex | 2021-03-31 16:29:01.485 SC Data - All Services | Starting real-time market data updates for: FDAXH21-EUREX (FDAX202103_FUT_EUREX). ID: 9 Service code: eurex | 2021-03-31 16:29:01.485 SC Data - All Services | Connecting to the server ds14.sierracharts.com. Port 10048 | 2021-03-31 16:29:01.485 SC Data - All Services | Requesting security definition data for: FDAXH21-EUREX (FDAX202103_FUT_EUREX). ID: 9 | 2021-03-31 16:29:01.485 Added historical Intraday data request for FDAXH21-EUREX to the queue. | 2021-03-31 16:29:01.485 Intraday data recording state for symbol FDAXH21-EUREX is set to download 'Pending'. | 2021-03-31 16:29:01.485 Triggering next historical data download in queue. | 2021-03-31 16:29:01.485 DTC Client socket (9) | Creating socket. | 2021-03-31 16:29:01.485 DTC Client socket (9) | New receive buffer size: 5242880 | 2021-03-31 16:29:01.485 DTC Client socket (9) | Connecting to IP: 157.90.1.40. | 2021-03-31 16:29:01.485 Mapping FBTPH21-EUREX to FBTP202103_FUT_EUREX. Service code: eurex | 2021-03-31 16:29:01.492 SC Data - All Services | Starting real-time market data updates for: FBTPH21-EUREX (FBTP202103_FUT_EUREX). ID: 10 Service code: eurex | 2021-03-31 16:29:01.492 SC Data - All Services | Requesting security definition data for: FBTPH21-EUREX (FBTP202103_FUT_EUREX). ID: 10 | 2021-03-31 16:29:01.492 Added historical Intraday data request for FBTPH21-EUREX to the queue. | 2021-03-31 16:29:01.492 Intraday data recording state for symbol FBTPH21-EUREX is set to download 'Pending'. | 2021-03-31 16:29:01.492 Triggering next historical data download in queue. | 2021-03-31 16:29:01.492 Mapping 6BH21-CME to 6BH21. Service code: cme | 2021-03-31 16:29:01.493 SC Data - All Services | Starting real-time market data updates for: 6BH21-CME (6BH21). ID: 11 Service code: cme | 2021-03-31 16:29:01.494 SC Data - All Services | Requesting security definition data for: 6BH21-CME (6BH21). ID: 11 | 2021-03-31 16:29:01.494 Added historical Intraday data request for 6BH21-CME to the queue. | 2021-03-31 16:29:01.494 Intraday data recording state for symbol 6BH21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.494 Triggering next historical data download in queue. | 2021-03-31 16:29:01.494 Mapping NQM21-CME to NQM21. Service code: cme | 2021-03-31 16:29:01.499 SC Data - All Services | Starting real-time market data updates for: NQM21-CME (NQM21). ID: 12 Service code: cme | 2021-03-31 16:29:01.499 SC Data - All Services | Requesting security definition data for: NQM21-CME (NQM21). ID: 12 | 2021-03-31 16:29:01.499 Added historical Intraday data request for NQM21-CME to the queue. | 2021-03-31 16:29:01.499 Intraday data recording state for symbol NQM21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.499 Triggering next historical data download in queue. | 2021-03-31 16:29:01.499 Requesting market depth updates for: GCM21-COMEX if supported. | 2021-03-31 16:29:01.502 Separate subscription for market depth updates not supported. GCM21-COMEX | 2021-03-31 16:29:01.502 SC Data - All Services | Network connection to server complete. | 2021-03-31 16:29:01.517 SC Data - All Services | Starting socket receive thread. | 2021-03-31 16:29:01.517 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2021-03-31 16:29:01.517 Mapping YMM21-CBOT to YMM21. Service code: cbot | 2021-03-31 16:29:01.522 SC Data - All Services | Starting real-time market data updates for: YMM21-CBOT (YMM21). ID: 13 Service code: cbot | 2021-03-31 16:29:01.522 SC Data - All Services | Requesting security definition data for: YMM21-CBOT (YMM21). ID: 13 | 2021-03-31 16:29:01.522 Added historical Intraday data request for YMM21-CBOT to the queue. | 2021-03-31 16:29:01.522 Intraday data recording state for symbol YMM21-CBOT is set to download 'Pending'. | 2021-03-31 16:29:01.522 Triggering next historical data download in queue. | 2021-03-31 16:29:01.522 Mapping HGH21-COMEX to HGH21. Service code: comex | 2021-03-31 16:29:01.525 SC Data - All Services | Starting real-time market data updates for: HGH21-COMEX (HGH21). ID: 14 Service code: comex | 2021-03-31 16:29:01.525 SC Data - All Services | Requesting security definition data for: HGH21-COMEX (HGH21). ID: 14 | 2021-03-31 16:29:01.525 Added historical Intraday data request for HGH21-COMEX to the queue. | 2021-03-31 16:29:01.525 Intraday data recording state for symbol HGH21-COMEX is set to download 'Pending'. | 2021-03-31 16:29:01.525 Triggering next historical data download in queue. | 2021-03-31 16:29:01.525 Requesting market depth updates for: CLK21-NYMEX if supported. | 2021-03-31 16:29:01.527 Separate subscription for market depth updates not supported. CLK21-NYMEX | 2021-03-31 16:29:01.527 Requesting market depth updates for: SIK21-COMEX if supported. | 2021-03-31 16:29:01.534 Separate subscription for market depth updates not supported. SIK21-COMEX | 2021-03-31 16:29:01.534 Mapping 6EM21-CME to 6EM21. Service code: cme | 2021-03-31 16:29:01.541 SC Data - All Services | Starting real-time market data updates for: 6EM21-CME (6EM21). ID: 15 Service code: cme | 2021-03-31 16:29:01.541 SC Data - All Services | Requesting security definition data for: 6EM21-CME (6EM21). ID: 15 | 2021-03-31 16:29:01.541 Mapping 6EU21-CME to 6EU21. Service code: cme | 2021-03-31 16:29:01.541 SC Data - All Services | Starting real-time market data updates for: 6EU21-CME (6EU21). ID: 16 Service code: cme | 2021-03-31 16:29:01.541 SC Data - All Services | Requesting security definition data for: 6EU21-CME (6EU21). ID: 16 | 2021-03-31 16:29:01.541 Mapping CLJ21-NYMEX to CLJ21. Service code: nymex | 2021-03-31 16:29:01.541 SC Data - All Services | Starting real-time market data updates for: CLJ21-NYMEX (CLJ21). ID: 17 Service code: nymex | 2021-03-31 16:29:01.541 SC Data - All Services | Requesting security definition data for: CLJ21-NYMEX (CLJ21). ID: 17 | 2021-03-31 16:29:01.541 Mapping CLM21-NYMEX to CLM21. Service code: nymex | 2021-03-31 16:29:01.541 SC Data - All Services | Starting real-time market data updates for: CLM21-NYMEX (CLM21). ID: 18 Service code: nymex | 2021-03-31 16:29:01.541 SC Data - All Services | Requesting security definition data for: CLM21-NYMEX (CLM21). ID: 18 | 2021-03-31 16:29:01.541 Mapping ESH21-CME to ESH21. Service code: cme | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: ESH21-CME (ESH21). ID: 19 Service code: cme | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: ESH21-CME (ESH21). ID: 19 | 2021-03-31 16:29:01.542 Mapping FGBLH21-EUREX to FGBL202103_FUT_EUREX. Service code: eurex | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: FGBLH21-EUREX (FGBL202103_FUT_EUREX). ID: 20 Service code: eurex | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: FGBLH21-EUREX (FGBL202103_FUT_EUREX). ID: 20 | 2021-03-31 16:29:01.542 Mapping FGBLM21-EUREX to FGBL202106_FUT_EUREX. Service code: eurex | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: FGBLM21-EUREX (FGBL202106_FUT_EUREX). ID: 21 Service code: eurex | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: FGBLM21-EUREX (FGBL202106_FUT_EUREX). ID: 21 | 2021-03-31 16:29:01.542 Mapping GCJ21-COMEX to GCJ21. Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: GCJ21-COMEX (GCJ21). ID: 22 Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: GCJ21-COMEX (GCJ21). ID: 22 | 2021-03-31 16:29:01.542 Mapping GCQ21-COMEX to GCQ21. Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: GCQ21-COMEX (GCQ21). ID: 23 Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: GCQ21-COMEX (GCQ21). ID: 23 | 2021-03-31 16:29:01.542 Mapping HGK21-COMEX to HGK21. Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: HGK21-COMEX (HGK21). ID: 24 Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: HGK21-COMEX (HGK21). ID: 24 | 2021-03-31 16:29:01.542 Mapping HGN21-COMEX to HGN21. Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: HGN21-COMEX (HGN21). ID: 25 Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: HGN21-COMEX (HGN21). ID: 25 | 2021-03-31 16:29:01.542 Mapping NGJ21-NYMEX to NGJ21. Service code: nymex | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: NGJ21-NYMEX (NGJ21). ID: 26 Service code: nymex | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: NGJ21-NYMEX (NGJ21). ID: 26 | 2021-03-31 16:29:01.542 Mapping NGM21-NYMEX to NGM21. Service code: nymex | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: NGM21-NYMEX (NGM21). ID: 27 Service code: nymex | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: NGM21-NYMEX (NGM21). ID: 27 | 2021-03-31 16:29:01.542 Mapping NQH21-CME to NQH21. Service code: cme | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: NQH21-CME (NQH21). ID: 28 Service code: cme | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: NQH21-CME (NQH21). ID: 28 | 2021-03-31 16:29:01.542 Mapping SIN21-COMEX to SIN21. Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: SIN21-COMEX (SIN21). ID: 29 Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: SIN21-COMEX (SIN21). ID: 29 | 2021-03-31 16:29:01.542 Mapping SIU21-COMEX to SIU21. Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: SIU21-COMEX (SIU21). ID: 30 Service code: comex | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: SIU21-COMEX (SIU21). ID: 30 | 2021-03-31 16:29:01.542 Mapping ZNM21-CBOT to ZNM21. Service code: cbot | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: ZNM21-CBOT (ZNM21). ID: 31 Service code: cbot | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: ZNM21-CBOT (ZNM21). ID: 31 | 2021-03-31 16:29:01.542 Mapping ZNU21-CBOT to ZNU21. Service code: cbot | 2021-03-31 16:29:01.542 SC Data - All Services | Starting real-time market data updates for: ZNU21-CBOT (ZNU21). ID: 32 Service code: cbot | 2021-03-31 16:29:01.542 SC Data - All Services | Requesting security definition data for: ZNU21-CBOT (ZNU21). ID: 32 | 2021-03-31 16:29:01.542 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:01.570 SC Data - All Services | Sending logon request message. | 2021-03-31 16:29:01.570 SC Data - All Services | Received logon response. | 2021-03-31 16:29:01.654 SC Data - All Services | Server Name: SC Realtime Server. | 2021-03-31 16:29:01.654 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-03-31 16:29:01.654 SC Data - All Services | Successfully connected. | 2021-03-31 16:29:01.654 SC Data - All Services | Trading is not supported. | 2021-03-31 16:29:01.654 SC Data - All Services | Restarting real-time data updates for symbol: FBTPH21-EUREX -> FBTP202103_FUT_EUREX | 2021-03-31 16:29:01.654 SC Data - All Services | Restarting real-time data updates for symbol: FDAXH21-EUREX -> FDAX202103_FUT_EUREX | 2021-03-31 16:29:01.654 SC Data - All Services | Restarting real-time data updates for symbol: FGBLH21-EUREX -> FGBL202103_FUT_EUREX | 2021-03-31 16:29:01.654 SC Data - All Services | Restarting real-time data updates for symbol: FGBLM21-EUREX -> FGBL202106_FUT_EUREX | 2021-03-31 16:29:01.654 SC Data - All Services | Real-time data for symbol FBTPH21-EUREX is currently unavailable. | 2021-03-31 16:29:01.738 SC Data - All Services | Received security definition for symbol FBTPH21-EUREX | 2021-03-31 16:29:01.738 SC Data - All Services | Real-time data for symbol FDAXH21-EUREX is currently unavailable. | 2021-03-31 16:29:01.738 SC Data - All Services | Received security definition for symbol FDAXH21-EUREX | 2021-03-31 16:29:01.738 SC Data - All Services | Real-time data for symbol FGBLH21-EUREX is currently unavailable. | 2021-03-31 16:29:01.738 SC Data - All Services | Received security definition for symbol FGBLH21-EUREX | 2021-03-31 16:29:01.738 SC Data - All Services | Received security definition for symbol FGBLM21-EUREX | 2021-03-31 16:29:01.738 SC Data - All Services | Received logon response. | 2021-03-31 16:29:01.870 SC Data - All Services | Server Name: SC Realtime Server. | 2021-03-31 16:29:01.870 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-03-31 16:29:01.870 SC Data - All Services | Successfully connected. | 2021-03-31 16:29:01.870 SC Data - All Services | Trading is not supported. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: 6BH21-CME -> 6BH21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: 6EH21-CME -> 6EH21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: 6EM21-CME -> 6EM21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: 6EU21-CME -> 6EU21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: BTCF21-CME -> BTCF21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: CLJ21-NYMEX -> CLJ21 | 2021-03-31 16:29:01.870 Added historical Market depth datarequest for CLK21-NYMEX to the queue. | 2021-03-31 16:29:01.870 Market depth data recording state for symbol CLK21-NYMEX is set to download 'Pending'. | 2021-03-31 16:29:01.870 Triggering next historical data download in queue. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: CLK21-NYMEX -> CLK21. Market Depth data restarted. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: CLM21-NYMEX -> CLM21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: ESH21-CME -> ESH21 | 2021-03-31 16:29:01.870 Added historical Market depth datarequest for ESM21-CME to the queue. | 2021-03-31 16:29:01.870 Market depth data recording state for symbol ESM21-CME is set to download 'Pending'. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: ESM21-CME -> ESM21. Market Depth data restarted. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: GCJ21-COMEX -> GCJ21 | 2021-03-31 16:29:01.870 Added historical Market depth datarequest for GCM21-COMEX to the queue. | 2021-03-31 16:29:01.870 Market depth data recording state for symbol GCM21-COMEX is set to download 'Pending'. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: GCM21-COMEX -> GCM21. Market Depth data restarted. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: GCQ21-COMEX -> GCQ21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: HGH21-COMEX -> HGH21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: HGK21-COMEX -> HGK21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: HGN21-COMEX -> HGN21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: NGJ21-NYMEX -> NGJ21 | 2021-03-31 16:29:01.870 Added historical Market depth datarequest for NGK21-NYMEX to the queue. | 2021-03-31 16:29:01.870 Market depth data recording state for symbol NGK21-NYMEX is set to download 'Pending'. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: NGK21-NYMEX -> NGK21. Market Depth data restarted. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: NGM21-NYMEX -> NGM21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: NQH21-CME -> NQH21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: NQM21-CME -> NQM21 | 2021-03-31 16:29:01.870 Added historical Market depth datarequest for SIK21-COMEX to the queue. | 2021-03-31 16:29:01.870 Market depth data recording state for symbol SIK21-COMEX is set to download 'Pending'. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: SIK21-COMEX -> SIK21. Market Depth data restarted. | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: SIN21-COMEX -> SIN21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: SIU21-COMEX -> SIU21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: YMM21-CBOT -> YMM21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: ZNH21-CBOT -> ZNH21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: ZNM21-CBOT -> ZNM21 | 2021-03-31 16:29:01.870 SC Data - All Services | Restarting real-time data updates for symbol: ZNU21-CBOT -> ZNU21 | 2021-03-31 16:29:01.870 HD Request # 427 | Downloading market depth chart data for CLK21-NYMEX. Service: nymex.marketdepth | 2021-03-31 16:29:01.870 HD Request # 427 | Download start date-time: 2021-03-31 16:28:57.854348. | 2021-03-31 16:29:01.872 HD Request # 427 | Using server: ds21.sierracharts.com port 10149 | 2021-03-31 16:29:01.872 Socket (10) | Creating socket. | 2021-03-31 16:29:01.873 Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:01.873 Socket (10) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:01.873 SC Data - All Services | Real-time data for symbol 6BH21-CME is currently unavailable. | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol 6BH21-CME | 2021-03-31 16:29:01.964 SC Data - All Services | Real-time data for symbol 6EH21-CME is currently unavailable. | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol 6EH21-CME | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol 6EM21-CME | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol 6EU21-CME | 2021-03-31 16:29:01.964 SC Data - All Services | Real-time data for symbol BTCF21-CME is currently unavailable. | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol BTCF21-CME | 2021-03-31 16:29:01.964 SC Data - All Services | Real-time data for symbol CLJ21-NYMEX is currently unavailable. | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol CLJ21-NYMEX | 2021-03-31 16:29:01.964 SC Data - All Services | Clearing market depth for CLK21-NYMEX | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol CLK21-NYMEX | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol CLM21-NYMEX | 2021-03-31 16:29:01.964 SC Data - All Services | Real-time data for symbol ESH21-CME is currently unavailable. | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol ESH21-CME | 2021-03-31 16:29:01.964 SC Data - All Services | Clearing market depth for ESM21-CME | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol ESM21-CME | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol GCJ21-COMEX | 2021-03-31 16:29:01.964 SC Data - All Services | Received security definition for symbol GCM21-COMEX | 2021-03-31 16:29:01.964 SC Data - All Services | Clearing market depth for GCM21-COMEX | 2021-03-31 16:29:02.032 SC Data - All Services | Clearing market depth for NGK21-NYMEX | 2021-03-31 16:29:02.032 SC Data - All Services | Clearing market depth for SIK21-COMEX | 2021-03-31 16:29:02.032 SC Data - All Services | Received security definition for symbol GCQ21-COMEX | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol HGH21-COMEX | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol HGK21-COMEX | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol HGN21-COMEX | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol NGJ21-NYMEX | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol NGK21-NYMEX | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol NGM21-NYMEX | 2021-03-31 16:29:02.034 SC Data - All Services | Real-time data for symbol NQH21-CME is currently unavailable. | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol NQH21-CME | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol NQM21-CME | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol SIK21-COMEX | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol SIN21-COMEX | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol SIU21-COMEX | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol YMM21-CBOT | 2021-03-31 16:29:02.034 SC Data - All Services | Real-time data for symbol ZNH21-CBOT is currently unavailable. | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol ZNH21-CBOT | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol ZNM21-CBOT | 2021-03-31 16:29:02.034 SC Data - All Services | Received security definition for symbol ZNU21-CBOT | 2021-03-31 16:29:02.034 HD Request # 427 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:02.173 HD Request # 427 | Sending historical data logon request message. | 2021-03-31 16:29:02.173 HD Request # 427 | Requesting market depth data. Start date-time: 2021-03-31 16:28:57. Symbol: CLK21 | 2021-03-31 16:29:02.773 HD Request # 427 | Decompressing data. | 2021-03-31 16:29:02.919 HD Request # 427 | Receiving market depth data for CLK21-NYMEX starting at 2021-03-31 16:28:57.907000 | 2021-03-31 16:29:02.920 Socket (10) | CloseSocket call. | 2021-03-31 16:29:02.920 Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:02.921 Historical data download thread signaled to stop. | 2021-03-31 16:29:02.923 HD Request # 427 | Timestamp of first market depth data file record written: 2021-03-31 16:28:57.907000 | 2021-03-31 16:29:02.923 HD Request # 427 | Received 536 records from 2021-03-31 16:28:57.907000 to 2021-03-31 16:29:02.613000 (4.7 seconds) and wrote 536 records for CLK21-NYMEX | 2021-03-31 16:29:02.923 HD Request # 427 | Completion time: 1s | 2021-03-31 16:29:02.926 HD Request # 427 | Market depth data download complete for CLK21-NYMEX. Unique request ID: 440 | 2021-03-31 16:29:02.926 Removing historical data download ID 440. | 2021-03-31 16:29:02.926 Real-time market depth file updates started for CLK21-NYMEX | 2021-03-31 16:29:02.926 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\CLK21-NYMEX.2021-03-31.depth | 2021-03-31 16:29:02.926 Triggering next historical data download in queue. | 2021-03-31 16:29:02.926 HD Request # 428 | Downloading market depth chart data for ESM21-CME. Service: cme.marketdepth | 2021-03-31 16:29:02.926 HD Request # 428 | Download start date-time: 2021-03-31 16:28:57.858148. | 2021-03-31 16:29:02.927 HD Request # 428 | Using server: ds23.sierracharts.com port 10150 | 2021-03-31 16:29:02.927 Socket (11) | Creating socket. | 2021-03-31 16:29:02.928 Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:02.928 Socket (11) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:02.928 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\CLK21-NYMEX.2021-03-31.depth | 2021-03-31 16:29:03.002 Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:03.066 Socket (10) | Closed. | 2021-03-31 16:29:03.066 HD Request # 428 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:03.227 HD Request # 428 | Sending historical data logon request message. | 2021-03-31 16:29:03.227 HD Request # 428 | Requesting market depth data. Start date-time: 2021-03-31 16:28:57. Symbol: ESM21 | 2021-03-31 16:29:03.820 HD Request # 428 | Decompressing data. | 2021-03-31 16:29:03.978 HD Request # 428 | Receiving market depth data for ESM21-CME starting at 2021-03-31 16:28:57.888000 | 2021-03-31 16:29:04.124 Socket (11) | CloseSocket call. | 2021-03-31 16:29:04.125 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:04.125 Historical data download thread signaled to stop. | 2021-03-31 16:29:04.127 HD Request # 428 | Timestamp of first market depth data file record written: 2021-03-31 16:28:57.888000 | 2021-03-31 16:29:04.127 HD Request # 428 | Received 2032 records from 2021-03-31 16:28:57.888000 to 2021-03-31 16:29:02.239000 (4.4 seconds) and wrote 2032 records for ESM21-CME | 2021-03-31 16:29:04.127 HD Request # 428 | Completion time: 2s | 2021-03-31 16:29:04.132 HD Request # 428 | Market depth data download complete for ESM21-CME. Unique request ID: 441 | 2021-03-31 16:29:04.132 Removing historical data download ID 441. | 2021-03-31 16:29:04.132 Real-time market depth file updates started for ESM21-CME | 2021-03-31 16:29:04.132 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESM21-CME.2021-03-31.depth | 2021-03-31 16:29:04.133 Triggering next historical data download in queue. | 2021-03-31 16:29:04.133 HD Request # 429 | Downloading market depth chart data for GCM21-COMEX. Service: comex.marketdepth | 2021-03-31 16:29:04.133 HD Request # 429 | Download start date-time: 2021-03-31 16:28:57.871764. | 2021-03-31 16:29:04.135 HD Request # 429 | Using server: ds21.sierracharts.com port 10149 | 2021-03-31 16:29:04.135 Socket (10) | Creating socket. | 2021-03-31 16:29:04.135 Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:04.135 Socket (10) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:04.135 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESM21-CME.2021-03-31.depth | 2021-03-31 16:29:04.173 Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:04.267 Socket (11) | Closed. | 2021-03-31 16:29:04.267 HD Request # 429 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:04.438 HD Request # 429 | Sending historical data logon request message. | 2021-03-31 16:29:04.438 HD Request # 429 | Requesting market depth data. Start date-time: 2021-03-31 16:28:57. Symbol: GCM21 | 2021-03-31 16:29:04.585 HD Request # 429 | Decompressing data. | 2021-03-31 16:29:04.730 HD Request # 429 | Receiving market depth data for GCM21-COMEX starting at 2021-03-31 16:28:57.974000 | 2021-03-31 16:29:04.730 Socket (10) | CloseSocket call. | 2021-03-31 16:29:04.731 Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:04.731 Historical data download thread signaled to stop. | 2021-03-31 16:29:04.740 HD Request # 429 | Timestamp of first market depth data file record written: 2021-03-31 16:28:57.974000 | 2021-03-31 16:29:04.740 HD Request # 429 | Received 452 records from 2021-03-31 16:28:57.974000 to 2021-03-31 16:29:03.533000 (5.6 seconds) and wrote 452 records for GCM21-COMEX | 2021-03-31 16:29:04.740 HD Request # 429 | Completion time: 0s | 2021-03-31 16:29:04.746 HD Request # 429 | Market depth data download complete for GCM21-COMEX. Unique request ID: 442 | 2021-03-31 16:29:04.746 Removing historical data download ID 442. | 2021-03-31 16:29:04.746 Real-time market depth file updates started for GCM21-COMEX | 2021-03-31 16:29:04.746 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\GCM21-COMEX.2021-03-31.depth | 2021-03-31 16:29:04.747 Triggering next historical data download in queue. | 2021-03-31 16:29:04.747 HD Request # 430 | Downloading market depth chart data for NGK21-NYMEX. Service: nymex.marketdepth | 2021-03-31 16:29:04.747 HD Request # 430 | Download start date-time: 2021-03-31 16:28:57.876720. | 2021-03-31 16:29:04.749 HD Request # 430 | Using server: ds23.sierracharts.com port 10150 | 2021-03-31 16:29:04.749 Socket (11) | Creating socket. | 2021-03-31 16:29:04.749 Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:04.749 Socket (11) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:04.749 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\GCM21-COMEX.2021-03-31.depth | 2021-03-31 16:29:04.810 Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:04.876 Socket (10) | Closed. | 2021-03-31 16:29:04.876 HD Request # 430 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:05.050 HD Request # 430 | Sending historical data logon request message. | 2021-03-31 16:29:05.050 HD Request # 430 | Requesting market depth data. Start date-time: 2021-03-31 16:28:57. Symbol: NGK21 | 2021-03-31 16:29:05.196 HD Request # 430 | Decompressing data. | 2021-03-31 16:29:05.343 HD Request # 430 | Receiving market depth data for NGK21-NYMEX starting at 2021-03-31 16:28:57.942000 | 2021-03-31 16:29:05.344 Socket (11) | CloseSocket call. | 2021-03-31 16:29:05.345 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:05.345 Historical data download thread signaled to stop. | 2021-03-31 16:29:05.346 HD Request # 430 | Timestamp of first market depth data file record written: 2021-03-31 16:28:57.942000 | 2021-03-31 16:29:05.346 HD Request # 430 | Received 214 records from 2021-03-31 16:28:57.942000 to 2021-03-31 16:29:03.257000 (5.3 seconds) and wrote 214 records for NGK21-NYMEX | 2021-03-31 16:29:05.346 HD Request # 430 | Completion time: 1s | 2021-03-31 16:29:05.359 HD Request # 430 | Market depth data download complete for NGK21-NYMEX. Unique request ID: 443 | 2021-03-31 16:29:05.359 Removing historical data download ID 443. | 2021-03-31 16:29:05.359 Real-time market depth file updates started for NGK21-NYMEX | 2021-03-31 16:29:05.359 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\NGK21-NYMEX.2021-03-31.depth | 2021-03-31 16:29:05.359 Triggering next historical data download in queue. | 2021-03-31 16:29:05.359 HD Request # 431 | Downloading market depth chart data for SIK21-COMEX. Service: comex.marketdepth | 2021-03-31 16:29:05.359 HD Request # 431 | Download start date-time: 2021-03-31 16:28:57.890092. | 2021-03-31 16:29:05.360 HD Request # 431 | Using server: ds21.sierracharts.com port 10149 | 2021-03-31 16:29:05.360 Socket (10) | Creating socket. | 2021-03-31 16:29:05.360 Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:05.361 Socket (10) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:05.361 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\NGK21-NYMEX.2021-03-31.depth | 2021-03-31 16:29:05.398 Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:05.490 Socket (11) | Closed. | 2021-03-31 16:29:05.490 HD Request # 431 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:05.674 HD Request # 431 | Sending historical data logon request message. | 2021-03-31 16:29:05.674 HD Request # 431 | Requesting market depth data. Start date-time: 2021-03-31 16:28:57. Symbol: SIK21 | 2021-03-31 16:29:05.820 HD Request # 431 | Decompressing data. | 2021-03-31 16:29:05.966 HD Request # 431 | Receiving market depth data for SIK21-COMEX starting at 2021-03-31 16:28:57.905000 | 2021-03-31 16:29:05.968 Socket (10) | CloseSocket call. | 2021-03-31 16:29:05.969 Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:05.969 Historical data download thread signaled to stop. | 2021-03-31 16:29:05.969 HD Request # 431 | Timestamp of first market depth data file record written: 2021-03-31 16:28:57.905000 | 2021-03-31 16:29:05.969 HD Request # 431 | Received 249 records from 2021-03-31 16:28:57.905000 to 2021-03-31 16:29:03.598000 (5.7 seconds) and wrote 249 records for SIK21-COMEX | 2021-03-31 16:29:05.969 HD Request # 431 | Completion time: 0s | 2021-03-31 16:29:05.974 HD Request # 431 | Market depth data download complete for SIK21-COMEX. Unique request ID: 444 | 2021-03-31 16:29:05.974 Removing historical data download ID 444. | 2021-03-31 16:29:05.974 Real-time market depth file updates started for SIK21-COMEX | 2021-03-31 16:29:05.974 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\SIK21-COMEX.2021-03-31.depth | 2021-03-31 16:29:05.974 Triggering next historical data download in queue. | 2021-03-31 16:29:05.974 No download requests in the queue to start downloads for. | 2021-03-31 16:29:05.974 Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:06.117 Socket (10) | Closed. | 2021-03-31 16:29:06.117 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\SIK21-COMEX.2021-03-31.depth | 2021-03-31 16:29:06.176 HD Request # 432 | Downloading Intraday chart data for ESM21-CME to the file ESM21-CME.scid. Service: cme | 2021-03-31 16:29:06.397 HD Request # 432 | Download start date-time: 2021-03-31 16:28:54.000000. File last date-time: 2021-03-31 16:28:54.158006 | 2021-03-31 16:29:06.397 HD Request # 432 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:06.397 Socket (10) | Creating socket. | 2021-03-31 16:29:06.397 Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:06.397 Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:06.397 HD Request # 432 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:06.705 HD Request # 432 | Sending historical data logon request message. | 2021-03-31 16:29:06.705 HD Request # 432 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:54. Record interval: 0. Symbol: ESM21 | 2021-03-31 16:29:07.334 HD Request # 432 | Decompressing data. | 2021-03-31 16:29:07.482 HD Request # 432 | Receiving Intraday data for ESM21-CME starting at 2021-03-31 16:28:54.136000 | 2021-03-31 16:29:07.482 Socket (10) | CloseSocket call. | 2021-03-31 16:29:07.482 Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:07.482 Historical data download thread signaled to stop. | 2021-03-31 16:29:07.492 HD Request # 432 | Timestamp of first Intraday data file record written: 2021-03-31 16:28:58.000000 | 2021-03-31 16:29:07.492 HD Request # 432 | Received 454 records from 2021-03-31 16:28:54.136000 to 2021-03-31 16:29:05.646000 (11.5 seconds) and wrote 411 records for ESM21-CME | 2021-03-31 16:29:07.492 HD Request # 432 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:05.646000 | 2021-03-31 16:29:07.497 Added 136 Time and Sales records to Intraday data file for ESM21-CME after download. | 2021-03-31 16:29:07.497 HD Request # 432 | Completion time: 1s | 2021-03-31 16:29:07.503 HD Request # 432 | Intraday data download complete for ESM21-CME. Unique request ID: 426 | 2021-03-31 16:29:07.503 Removing historical data download ID 426. | 2021-03-31 16:29:07.503 Real-time Intraday chart data file updates started for ESM21-CME | 2021-03-31 16:29:07.503 Intraday chart data file opened for ESM21-CME | 2021-03-31 16:29:07.503 HD Request # 432 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:07.503 Triggering next historical data download in queue. | 2021-03-31 16:29:07.503 HD Request # 433 | Downloading Intraday chart data for GCM21-COMEX to the file GCM21-COMEX.scid. Service: comex | 2021-03-31 16:29:07.503 HD Request # 433 | Download start date-time: 2021-03-31 16:28:57.000000. File last date-time: 2021-03-31 16:28:57.076000 | 2021-03-31 16:29:07.504 HD Request # 433 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:07.504 Socket (11) | Creating socket. | 2021-03-31 16:29:07.504 Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:07.504 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:07.504 Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:07.633 Socket (10) | Closed. | 2021-03-31 16:29:07.633 HD Request # 433 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:07.807 HD Request # 433 | Sending historical data logon request message. | 2021-03-31 16:29:07.807 HD Request # 433 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:57. Record interval: 0. Symbol: GCM21 | 2021-03-31 16:29:08.404 HD Request # 433 | Decompressing data. | 2021-03-31 16:29:08.551 HD Request # 433 | Receiving Intraday data for GCM21-COMEX starting at 2021-03-31 16:28:57.076000 | 2021-03-31 16:29:08.551 Socket (11) | CloseSocket call. | 2021-03-31 16:29:08.551 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:08.551 Historical data download thread signaled to stop. | 2021-03-31 16:29:08.552 HD Request # 433 | Timestamp of first Intraday data file record written: 2021-03-31 16:28:58.058000 | 2021-03-31 16:29:08.552 HD Request # 433 | Received 26 records from 2021-03-31 16:28:57.076000 to 2021-03-31 16:29:07.175003 (10.1 seconds) and wrote 25 records for GCM21-COMEX | 2021-03-31 16:29:08.553 HD Request # 433 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:07.175003 | 2021-03-31 16:29:08.558 Added 4 Time and Sales records to Intraday data file for GCM21-COMEX after download. | 2021-03-31 16:29:08.558 HD Request # 433 | Completion time: 1s | 2021-03-31 16:29:08.563 HD Request # 433 | Intraday data download complete for GCM21-COMEX. Unique request ID: 427 | 2021-03-31 16:29:08.563 Removing historical data download ID 427. | 2021-03-31 16:29:08.563 Real-time Intraday chart data file updates started for GCM21-COMEX | 2021-03-31 16:29:08.563 Intraday chart data file opened for GCM21-COMEX | 2021-03-31 16:29:08.563 HD Request # 433 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:08.563 Triggering next historical data download in queue. | 2021-03-31 16:29:08.563 HD Request # 434 | Downloading Intraday chart data for SIK21-COMEX to the file SIK21-COMEX.scid. Service: comex | 2021-03-31 16:29:08.563 HD Request # 434 | Download start date-time: 2021-03-31 16:28:55.000000. File last date-time: 2021-03-31 16:28:55.305000 | 2021-03-31 16:29:08.564 HD Request # 434 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:08.564 Socket (10) | Creating socket. | 2021-03-31 16:29:08.564 Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:08.564 Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:08.564 Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:08.697 Socket (11) | Closed. | 2021-03-31 16:29:08.697 HD Request # 434 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:08.869 HD Request # 434 | Sending historical data logon request message. | 2021-03-31 16:29:08.869 HD Request # 434 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:55. Record interval: 0. Symbol: SIK21 | 2021-03-31 16:29:09.015 HD Request # 434 | Decompressing data. | 2021-03-31 16:29:09.163 HD Request # 434 | Receiving Intraday data for SIK21-COMEX starting at 2021-03-31 16:28:55.305000 | 2021-03-31 16:29:09.163 Socket (10) | CloseSocket call. | 2021-03-31 16:29:09.163 Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:09.163 Historical data download thread signaled to stop. | 2021-03-31 16:29:09.163 HD Request # 434 | Timestamp of first Intraday data file record written: 2021-03-31 16:29:00.434000 | 2021-03-31 16:29:09.163 HD Request # 434 | Received 9 records from 2021-03-31 16:28:55.305000 to 2021-03-31 16:29:02.636000 (7.3 seconds) and wrote 8 records for SIK21-COMEX | 2021-03-31 16:29:09.164 HD Request # 434 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:02.636000 | 2021-03-31 16:29:09.169 Added 2 Time and Sales records to Intraday data file for SIK21-COMEX after download. | 2021-03-31 16:29:09.169 HD Request # 434 | Completion time: 1s | 2021-03-31 16:29:09.173 HD Request # 434 | Intraday data download complete for SIK21-COMEX. Unique request ID: 428 | 2021-03-31 16:29:09.173 Removing historical data download ID 428. | 2021-03-31 16:29:09.173 Real-time Intraday chart data file updates started for SIK21-COMEX | 2021-03-31 16:29:09.173 Intraday chart data file opened for SIK21-COMEX | 2021-03-31 16:29:09.173 HD Request # 434 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:09.173 Triggering next historical data download in queue. | 2021-03-31 16:29:09.173 HD Request # 435 | Downloading Intraday chart data for CLK21-NYMEX to the file CLK21-NYMEX.scid. Service: nymex | 2021-03-31 16:29:09.173 HD Request # 435 | Download start date-time: 2021-03-31 16:28:57.000000. File last date-time: 2021-03-31 16:28:57.448000 | 2021-03-31 16:29:09.174 HD Request # 435 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:09.174 Socket (11) | Creating socket. | 2021-03-31 16:29:09.174 Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:09.174 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:09.174 Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:09.312 Socket (10) | Closed. | 2021-03-31 16:29:09.312 HD Request # 435 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:09.473 HD Request # 435 | Sending historical data logon request message. | 2021-03-31 16:29:09.473 HD Request # 435 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:57. Record interval: 0. Symbol: CLK21 | 2021-03-31 16:29:09.618 HD Request # 435 | Decompressing data. | 2021-03-31 16:29:09.763 HD Request # 435 | Receiving Intraday data for CLK21-NYMEX starting at 2021-03-31 16:28:57.245000 | 2021-03-31 16:29:09.764 Socket (11) | CloseSocket call. | 2021-03-31 16:29:09.764 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:09.764 Historical data download thread signaled to stop. | 2021-03-31 16:29:09.766 HD Request # 435 | Timestamp of first Intraday data file record written: 2021-03-31 16:28:58.347000 | 2021-03-31 16:29:09.766 HD Request # 435 | Received 68 records from 2021-03-31 16:28:57.245000 to 2021-03-31 16:29:08.152000 (10.9 seconds) and wrote 58 records for CLK21-NYMEX | 2021-03-31 16:29:09.767 HD Request # 435 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:08.152000 | 2021-03-31 16:29:09.774 Added 9 Time and Sales records to Intraday data file for CLK21-NYMEX after download. | 2021-03-31 16:29:09.774 HD Request # 435 | Completion time: 0s | 2021-03-31 16:29:09.778 HD Request # 435 | Intraday data download complete for CLK21-NYMEX. Unique request ID: 429 | 2021-03-31 16:29:09.778 Removing historical data download ID 429. | 2021-03-31 16:29:09.778 Real-time Intraday chart data file updates started for CLK21-NYMEX | 2021-03-31 16:29:09.778 Intraday chart data file opened for CLK21-NYMEX | 2021-03-31 16:29:09.778 HD Request # 435 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:09.778 Triggering next historical data download in queue. | 2021-03-31 16:29:09.778 HD Request # 436 | Downloading Intraday chart data for NGK21-NYMEX to the file NGK21-NYMEX.scid. Service: nymex | 2021-03-31 16:29:09.778 HD Request # 436 | Download start date-time: 2021-03-31 16:28:52.000000. File last date-time: 2021-03-31 16:28:52.774001 | 2021-03-31 16:29:09.778 HD Request # 436 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:09.778 Socket (10) | Creating socket. | 2021-03-31 16:29:09.778 Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:09.778 Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:09.778 Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:09.909 Socket (11) | Closed. | 2021-03-31 16:29:09.909 HD Request # 436 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:10.083 HD Request # 436 | Sending historical data logon request message. | 2021-03-31 16:29:10.083 HD Request # 436 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:52. Record interval: 0. Symbol: NGK21 | 2021-03-31 16:29:10.230 HD Request # 436 | Decompressing data. | 2021-03-31 16:29:10.377 HD Request # 436 | Receiving Intraday data for NGK21-NYMEX starting at 2021-03-31 16:28:52.579000 | 2021-03-31 16:29:10.378 Socket (10) | CloseSocket call. | 2021-03-31 16:29:10.378 Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:10.378 Historical data download thread signaled to stop. | 2021-03-31 16:29:10.379 HD Request # 436 | Timestamp of first Intraday data file record written: 2021-03-31 16:29:00.079000 | 2021-03-31 16:29:10.379 HD Request # 436 | Received 20 records from 2021-03-31 16:28:52.579000 to 2021-03-31 16:29:05.081001 (12.5 seconds) and wrote 16 records for NGK21-NYMEX | 2021-03-31 16:29:10.379 HD Request # 436 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:05.081001 | 2021-03-31 16:29:10.383 HD Request # 436 | Completion time: 1s | 2021-03-31 16:29:10.383 HD Request # 436 | Intraday data download complete for NGK21-NYMEX. Unique request ID: 430 | 2021-03-31 16:29:10.383 Removing historical data download ID 430. | 2021-03-31 16:29:10.383 Real-time Intraday chart data file updates started for NGK21-NYMEX | 2021-03-31 16:29:10.383 Intraday chart data file opened for NGK21-NYMEX | 2021-03-31 16:29:10.383 HD Request # 436 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:10.383 Triggering next historical data download in queue. | 2021-03-31 16:29:10.383 HD Request # 437 | Downloading Intraday chart data for BTCF21-CME to the file BTCF21-CME.scid. Service: cme | 2021-03-31 16:29:10.383 HD Request # 437 | Download start date-time: 2021-01-29 16:59:58.000000. File last date-time: 2021-01-29 16:59:58.655000 | 2021-03-31 16:29:10.384 HD Request # 437 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:10.384 Socket (11) | Creating socket. | 2021-03-31 16:29:10.384 Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:10.384 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:10.384 Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:10.525 Socket (10) | Closed. | 2021-03-31 16:29:10.525 HD Request # 437 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:10.677 HD Request # 437 | Sending historical data logon request message. | 2021-03-31 16:29:10.677 HD Request # 437 | Requesting Intraday data. Start date-time: 2021-01-29 16:59:58. Record interval: 0. Symbol: BTCF21 | 2021-03-31 16:29:10.824 HD Request # 437 | Decompressing data. | 2021-03-31 16:29:10.968 HD Request # 437 | Receiving Intraday data for BTCF21-CME starting at 2021-01-29 16:59:58.655000 | 2021-03-31 16:29:10.968 Socket (11) | CloseSocket call. | 2021-03-31 16:29:10.968 Historical data download thread signaled to stop. | 2021-03-31 16:29:10.968 HD Request # 437 | Received 1 record from 2021-01-29 16:59:58.655000 to 2021-01-29 16:59:58.655000 (0.0 seconds) and wrote 0 records for BTCF21-CME | 2021-03-31 16:29:10.968 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:10.968 HD Request # 437 | Add time&sales data | Remembered last file record date-time: 2021-01-29 15:59:58.655000 | 2021-03-31 16:29:10.968 HD Request # 437 | Completion time: 0s | 2021-03-31 16:29:10.968 HD Request # 437 | Intraday data download complete for BTCF21-CME. Unique request ID: 431 | 2021-03-31 16:29:10.968 Removing historical data download ID 431. | 2021-03-31 16:29:10.968 Real-time Intraday chart data file updates started for BTCF21-CME | 2021-03-31 16:29:10.968 Intraday chart data file opened for BTCF21-CME | 2021-03-31 16:29:10.968 HD Request # 437 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:10.968 Triggering next historical data download in queue. | 2021-03-31 16:29:10.968 HD Request # 438 | Downloading Intraday chart data for ZNH21-CBOT to the file ZNH21-CBOT.scid. Service: cbot | 2021-03-31 16:29:10.968 HD Request # 438 | Download start date-time: 2021-03-22 18:00:40.000000. File last date-time: 2021-03-22 18:00:40.541000 | 2021-03-31 16:29:10.969 HD Request # 438 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:10.969 Socket (10) | Creating socket. | 2021-03-31 16:29:10.969 Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:10.969 Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:10.969 Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:11.113 Socket (11) | Closed. | 2021-03-31 16:29:11.113 HD Request # 438 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:11.268 HD Request # 438 | Sending historical data logon request message. | 2021-03-31 16:29:11.268 HD Request # 438 | Requesting Intraday data. Start date-time: 2021-03-22 18:00:40. Record interval: 0. Symbol: ZNH21 | 2021-03-31 16:29:11.412 Opened cached Intraday file: C:\SierraChart\Data\ESM21-CME.scid. Thread ID: 13412 | 2021-03-31 16:29:11.514 Opened cached Intraday file: C:\SierraChart\Data\GCM21-COMEX.scid. Thread ID: 13412 | 2021-03-31 16:29:11.514 Opened cached Intraday file: C:\SierraChart\Data\CLK21-NYMEX.scid. Thread ID: 13412 | 2021-03-31 16:29:11.514 Opened cached Intraday file: C:\SierraChart\Data\NGK21-NYMEX.scid. Thread ID: 13412 | 2021-03-31 16:29:11.514 HD Request # 438 | Decompressing data. | 2021-03-31 16:29:11.558 HD Request # 438 | Receiving Intraday data for ZNH21-CBOT starting at 2021-03-22 18:00:40.056000 | 2021-03-31 16:29:11.558 Socket (10) | CloseSocket call. | 2021-03-31 16:29:11.558 Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:11.559 Historical data download thread signaled to stop. | 2021-03-31 16:29:11.561 HD Request # 438 | Received 16 records from 2021-03-22 18:00:40.056000 to 2021-03-22 18:00:40.541000 (0.5 seconds) and wrote 0 records for ZNH21-CBOT | 2021-03-31 16:29:11.561 HD Request # 438 | Add time&sales data | Remembered last file record date-time: 2021-03-22 17:00:40.541000 | 2021-03-31 16:29:11.561 HD Request # 438 | Completion time: 1s | 2021-03-31 16:29:11.561 HD Request # 438 | Intraday data download complete for ZNH21-CBOT. Unique request ID: 432 | 2021-03-31 16:29:11.561 Removing historical data download ID 432. | 2021-03-31 16:29:11.561 Real-time Intraday chart data file updates started for ZNH21-CBOT | 2021-03-31 16:29:11.561 Intraday chart data file opened for ZNH21-CBOT | 2021-03-31 16:29:11.561 HD Request # 438 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:11.561 Triggering next historical data download in queue. | 2021-03-31 16:29:11.561 HD Request # 439 | Downloading Intraday chart data for 6EH21-CME to the file 6EH21-CME.scid. Service: cme | 2021-03-31 16:29:11.561 HD Request # 439 | Download start date-time: 2021-03-15 15:13:48.000000. File last date-time: 2021-03-15 15:13:48.560000 | 2021-03-31 16:29:11.562 HD Request # 439 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:11.562 Socket (11) | Creating socket. | 2021-03-31 16:29:11.562 Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:11.562 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:11.562 Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:11.702 Socket (10) | Closed. | 2021-03-31 16:29:11.703 HD Request # 439 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:11.865 HD Request # 439 | Sending historical data logon request message. | 2021-03-31 16:29:11.865 HD Request # 439 | Requesting Intraday data. Start date-time: 2021-03-15 15:13:48. Record interval: 0. Symbol: 6EH21 | 2021-03-31 16:29:12.015 HD Request # 439 | Decompressing data. | 2021-03-31 16:29:12.161 HD Request # 439 | Receiving Intraday data for 6EH21-CME starting at 2021-03-15 15:13:48.560000 | 2021-03-31 16:29:12.161 Socket (11) | CloseSocket call. | 2021-03-31 16:29:12.161 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:12.162 Historical data download thread signaled to stop. | 2021-03-31 16:29:12.163 HD Request # 439 | Received 1 record from 2021-03-15 15:13:48.560000 to 2021-03-15 15:13:48.560000 (0.0 seconds) and wrote 0 records for 6EH21-CME | 2021-03-31 16:29:12.163 HD Request # 439 | Add time&sales data | Remembered last file record date-time: 2021-03-15 14:13:48.560000 | 2021-03-31 16:29:12.163 HD Request # 439 | Completion time: 1s | 2021-03-31 16:29:12.163 HD Request # 439 | Intraday data download complete for 6EH21-CME. Unique request ID: 433 | 2021-03-31 16:29:12.163 Removing historical data download ID 433. | 2021-03-31 16:29:12.163 Real-time Intraday chart data file updates started for 6EH21-CME | 2021-03-31 16:29:12.163 Intraday chart data file opened for 6EH21-CME | 2021-03-31 16:29:12.163 HD Request # 439 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:12.163 Triggering next historical data download in queue. | 2021-03-31 16:29:12.163 HD Request # 440 | Downloading Intraday chart data for FDAXH21-EUREX to the file FDAXH21-EUREX.scid. Service: eurex | 2021-03-31 16:29:12.163 HD Request # 440 | Download start date-time: 2021-03-19 13:00:00.000000. File last date-time: 2021-03-19 13:00:00.009000 | 2021-03-31 16:29:12.163 HD Request # 440 | Using server: ds14.sierracharts.com port 10149 | 2021-03-31 16:29:12.164 Socket (10) | Creating socket. | 2021-03-31 16:29:12.164 Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:12.164 Socket (10) | Connecting to IP: 157.90.1.40. | 2021-03-31 16:29:12.164 HD Request # 440 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:12.226 HD Request # 440 | Sending historical data logon request message. | 2021-03-31 16:29:12.226 HD Request # 440 | Requesting Intraday data. Start date-time: 2021-03-19 13:00:00. Record interval: 0. Symbol: FDAX202103_FUT_EUREX | 2021-03-31 16:29:12.273 HD Request # 440 | Decompressing data. | 2021-03-31 16:29:12.305 HD Request # 440 | Receiving Intraday data for FDAXH21-EUREX starting at 2021-03-19 13:00:00.007000 | 2021-03-31 16:29:12.305 Socket (10) | CloseSocket call. | 2021-03-31 16:29:12.305 Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:12.305 Historical data download thread signaled to stop. | 2021-03-31 16:29:12.307 HD Request # 440 | Received 2 records from 2021-03-19 13:00:00.007000 to 2021-03-19 13:00:00.009000 (0.0 seconds) and wrote 0 records for FDAXH21-EUREX | 2021-03-31 16:29:12.307 Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:12.308 Socket (11) | Closed. | 2021-03-31 16:29:12.308 HD Request # 440 | Add time&sales data | Remembered last file record date-time: 2021-03-19 12:00:00.009000 | 2021-03-31 16:29:12.308 HD Request # 440 | Completion time: 0s | 2021-03-31 16:29:12.308 HD Request # 440 | Intraday data download complete for FDAXH21-EUREX. Unique request ID: 434 | 2021-03-31 16:29:12.308 Removing historical data download ID 434. | 2021-03-31 16:29:12.308 Real-time Intraday chart data file updates started for FDAXH21-EUREX | 2021-03-31 16:29:12.308 Intraday chart data file opened for FDAXH21-EUREX | 2021-03-31 16:29:12.308 HD Request # 440 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:12.308 Triggering next historical data download in queue. | 2021-03-31 16:29:12.308 HD Request # 441 | Downloading Intraday chart data for FBTPH21-EUREX to the file FBTPH21-EUREX.scid. Service: eurex | 2021-03-31 16:29:12.308 HD Request # 441 | Download start date-time: 2021-03-08 11:17:26.000000. File last date-time: 2021-03-08 11:17:26.152000 | 2021-03-31 16:29:12.309 HD Request # 441 | Using server: ds14.sierracharts.com port 10150 | 2021-03-31 16:29:12.309 Socket (11) | Creating socket. | 2021-03-31 16:29:12.309 Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:12.309 Socket (11) | Connecting to IP: 157.90.1.40. | 2021-03-31 16:29:12.309 Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:12.336 Socket (10) | Closed. | 2021-03-31 16:29:12.336 HD Request # 441 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:12.372 HD Request # 441 | Sending historical data logon request message. | 2021-03-31 16:29:12.372 HD Request # 441 | Requesting Intraday data. Start date-time: 2021-03-08 11:17:26. Record interval: 0. Symbol: FBTP202103_FUT_EUREX | 2021-03-31 16:29:12.417 HD Request # 441 | Decompressing data. | 2021-03-31 16:29:12.449 HD Request # 441 | Receiving Intraday data for FBTPH21-EUREX starting at 2021-03-08 11:17:26.071000 | 2021-03-31 16:29:12.450 Socket (11) | CloseSocket call. | 2021-03-31 16:29:12.450 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:12.450 Historical data download thread signaled to stop. | 2021-03-31 16:29:12.455 HD Request # 441 | Received 2 records from 2021-03-08 11:17:26.071000 to 2021-03-08 11:17:26.152000 (0.1 seconds) and wrote 0 records for FBTPH21-EUREX | 2021-03-31 16:29:12.458 HD Request # 441 | Add time&sales data | Remembered last file record date-time: 2021-03-08 10:17:26.152000 | 2021-03-31 16:29:12.459 HD Request # 441 | Completion time: 0s | 2021-03-31 16:29:12.459 HD Request # 441 | Intraday data download complete for FBTPH21-EUREX. Unique request ID: 435 | 2021-03-31 16:29:12.459 Removing historical data download ID 435. | 2021-03-31 16:29:12.459 Real-time Intraday chart data file updates started for FBTPH21-EUREX | 2021-03-31 16:29:12.459 Intraday chart data file opened for FBTPH21-EUREX | 2021-03-31 16:29:12.459 HD Request # 441 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:12.459 Triggering next historical data download in queue. | 2021-03-31 16:29:12.461 HD Request # 442 | Downloading Intraday chart data for 6BH21-CME to the file 6BH21-CME.scid. Service: cme | 2021-03-31 16:29:12.461 HD Request # 442 | Download start date-time: 2021-03-15 15:14:18.000000. File last date-time: 2021-03-15 15:14:18.350000 | 2021-03-31 16:29:12.462 HD Request # 442 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:12.462 Socket (10) | Creating socket. | 2021-03-31 16:29:12.462 Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:12.462 Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:12.462 Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:12.482 Socket (11) | Closed. | 2021-03-31 16:29:12.482 HD Request # 442 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:12.800 HD Request # 442 | Sending historical data logon request message. | 2021-03-31 16:29:12.800 HD Request # 442 | Requesting Intraday data. Start date-time: 2021-03-15 15:14:18. Record interval: 0. Symbol: 6BH21 | 2021-03-31 16:29:12.946 HD Request # 442 | Decompressing data. | 2021-03-31 16:29:13.092 HD Request # 442 | Receiving Intraday data for 6BH21-CME starting at 2021-03-15 15:14:18.350000 | 2021-03-31 16:29:13.093 Socket (10) | CloseSocket call. | 2021-03-31 16:29:13.093 Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:13.093 Historical data download thread signaled to stop. | 2021-03-31 16:29:13.094 HD Request # 442 | Received 1 record from 2021-03-15 15:14:18.350000 to 2021-03-15 15:14:18.350000 (0.0 seconds) and wrote 0 records for 6BH21-CME | 2021-03-31 16:29:13.094 HD Request # 442 | Add time&sales data | Remembered last file record date-time: 2021-03-15 14:14:18.350000 | 2021-03-31 16:29:13.094 HD Request # 442 | Completion time: 1s | 2021-03-31 16:29:13.095 HD Request # 442 | Intraday data download complete for 6BH21-CME. Unique request ID: 436 | 2021-03-31 16:29:13.095 Removing historical data download ID 436. | 2021-03-31 16:29:13.095 Real-time Intraday chart data file updates started for 6BH21-CME | 2021-03-31 16:29:13.095 Intraday chart data file opened for 6BH21-CME | 2021-03-31 16:29:13.095 HD Request # 442 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:13.095 Triggering next historical data download in queue. | 2021-03-31 16:29:13.095 HD Request # 443 | Downloading Intraday chart data for NQM21-CME to the file NQM21-CME.scid. Service: cme | 2021-03-31 16:29:13.095 HD Request # 443 | Download start date-time: 2021-03-31 16:28:57.000000. File last date-time: 2021-03-31 16:28:57.620000 | 2021-03-31 16:29:13.095 HD Request # 443 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:13.095 Socket (11) | Creating socket. | 2021-03-31 16:29:13.095 Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:13.095 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:13.095 Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:13.241 Socket (10) | Closed. | 2021-03-31 16:29:13.241 HD Request # 443 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:13.391 HD Request # 443 | Sending historical data logon request message. | 2021-03-31 16:29:13.391 HD Request # 443 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:57. Record interval: 0. Symbol: NQM21 | 2021-03-31 16:29:13.536 HD Request # 443 | Decompressing data. | 2021-03-31 16:29:13.682 HD Request # 443 | Receiving Intraday data for NQM21-CME starting at 2021-03-31 16:28:57.017000 | 2021-03-31 16:29:13.683 Socket (11) | CloseSocket call. | 2021-03-31 16:29:13.683 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:13.683 Historical data download thread signaled to stop. | 2021-03-31 16:29:13.684 HD Request # 443 | Timestamp of first Intraday data file record written: 2021-03-31 16:28:58.268000 | 2021-03-31 16:29:13.684 HD Request # 443 | Received 601 records from 2021-03-31 16:28:57.017000 to 2021-03-31 16:29:13.340001 (16.3 seconds) and wrote 594 records for NQM21-CME | 2021-03-31 16:29:13.684 HD Request # 443 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:13.340001 | 2021-03-31 16:29:13.692 Added 6 Time and Sales records to Intraday data file for NQM21-CME after download. | 2021-03-31 16:29:13.692 HD Request # 443 | Completion time: 0s | 2021-03-31 16:29:13.697 HD Request # 443 | Intraday data download complete for NQM21-CME. Unique request ID: 437 | 2021-03-31 16:29:13.697 Removing historical data download ID 437. | 2021-03-31 16:29:13.697 Real-time Intraday chart data file updates started for NQM21-CME | 2021-03-31 16:29:13.697 Intraday chart data file opened for NQM21-CME | 2021-03-31 16:29:13.697 HD Request # 443 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:13.697 Triggering next historical data download in queue. | 2021-03-31 16:29:13.697 HD Request # 444 | Downloading Intraday chart data for YMM21-CBOT to the file YMM21-CBOT.scid. Service: cbot | 2021-03-31 16:29:13.697 HD Request # 444 | Download start date-time: 2021-03-31 16:28:56.000000. File last date-time: 2021-03-31 16:28:56.682000 | 2021-03-31 16:29:13.698 HD Request # 444 | Using server: ds23.sierracharts.com port 10149 | 2021-03-31 16:29:13.698 Socket (10) | Creating socket. | 2021-03-31 16:29:13.698 Socket (10) | New receive buffer size: 5242880 | 2021-03-31 16:29:13.698 Socket (10) | Connecting to IP: 216.1.90.130. | 2021-03-31 16:29:13.698 Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:13.830 Socket (11) | Closed. | 2021-03-31 16:29:13.830 HD Request # 444 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:14.002 HD Request # 444 | Sending historical data logon request message. | 2021-03-31 16:29:14.002 HD Request # 444 | Requesting Intraday data. Start date-time: 2021-03-31 16:28:56. Record interval: 0. Symbol: YMM21 | 2021-03-31 16:29:14.152 HD Request # 444 | Decompressing data. | 2021-03-31 16:29:14.297 HD Request # 444 | Receiving Intraday data for YMM21-CBOT starting at 2021-03-31 16:28:56.682000 | 2021-03-31 16:29:14.298 Socket (10) | CloseSocket call. | 2021-03-31 16:29:14.298 Socket (10) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:14.298 Historical data download thread signaled to stop. | 2021-03-31 16:29:14.298 HD Request # 444 | Timestamp of first Intraday data file record written: 2021-03-31 16:28:58.000000 | 2021-03-31 16:29:14.298 HD Request # 444 | Received 99 records from 2021-03-31 16:28:56.682000 to 2021-03-31 16:29:10.524000 (13.8 seconds) and wrote 98 records for YMM21-CBOT | 2021-03-31 16:29:14.299 HD Request # 444 | Add time&sales data | Remembered last file record date-time: 2021-03-31 14:29:10.524000 | 2021-03-31 16:29:14.302 Added 36 Time and Sales records to Intraday data file for YMM21-CBOT after download. | 2021-03-31 16:29:14.302 HD Request # 444 | Completion time: 1s | 2021-03-31 16:29:14.305 HD Request # 444 | Intraday data download complete for YMM21-CBOT. Unique request ID: 438 | 2021-03-31 16:29:14.305 Removing historical data download ID 438. | 2021-03-31 16:29:14.305 Real-time Intraday chart data file updates started for YMM21-CBOT | 2021-03-31 16:29:14.305 Intraday chart data file opened for YMM21-CBOT | 2021-03-31 16:29:14.305 HD Request # 444 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:14.305 Triggering next historical data download in queue. | 2021-03-31 16:29:14.305 HD Request # 445 | Downloading Intraday chart data for HGH21-COMEX to the file HGH21-COMEX.scid. Service: comex | 2021-03-31 16:29:14.305 HD Request # 445 | Download start date-time: 2021-03-29 16:55:41.000000. File last date-time: 2021-03-29 16:55:41.376000 | 2021-03-31 16:29:14.305 HD Request # 445 | Using server: ds21.sierracharts.com port 10150 | 2021-03-31 16:29:14.305 Socket (11) | Creating socket. | 2021-03-31 16:29:14.305 Socket (11) | New receive buffer size: 5242880 | 2021-03-31 16:29:14.305 Socket (11) | Connecting to IP: 216.1.90.129. | 2021-03-31 16:29:14.305 Socket (10) | Socket gracefully closed by remote side. | 2021-03-31 16:29:14.446 Socket (10) | Closed. | 2021-03-31 16:29:14.446 HD Request # 445 | Setting DTC encoding to Binary VLS | 2021-03-31 16:29:14.601 HD Request # 445 | Sending historical data logon request message. | 2021-03-31 16:29:14.601 HD Request # 445 | Requesting Intraday data. Start date-time: 2021-03-29 16:55:41. Record interval: 0. Symbol: HGH21 | 2021-03-31 16:29:14.746 HD Request # 445 | Decompressing data. | 2021-03-31 16:29:14.893 HD Request # 445 | Receiving Intraday data for HGH21-COMEX starting at 2021-03-29 16:55:41.376000 | 2021-03-31 16:29:14.894 Socket (11) | CloseSocket call. | 2021-03-31 16:29:14.894 Socket (11) | Shutdown started. Waiting for graceful close. | 2021-03-31 16:29:14.894 Historical data download thread signaled to stop. | 2021-03-31 16:29:14.898 HD Request # 445 | Received 1 record from 2021-03-29 16:55:41.376000 to 2021-03-29 16:55:41.376000 (0.0 seconds) and wrote 0 records for HGH21-COMEX | 2021-03-31 16:29:14.898 HD Request # 445 | Add time&sales data | Remembered last file record date-time: 2021-03-29 14:55:41.376000 | 2021-03-31 16:29:14.898 HD Request # 445 | Completion time: 0s | 2021-03-31 16:29:14.898 HD Request # 445 | Intraday data download complete for HGH21-COMEX. Unique request ID: 439 | 2021-03-31 16:29:14.898 Removing historical data download ID 439. | 2021-03-31 16:29:14.898 Real-time Intraday chart data file updates started for HGH21-COMEX | 2021-03-31 16:29:14.898 Intraday chart data file opened for HGH21-COMEX | 2021-03-31 16:29:14.898 HD Request # 445 | Enabling Intraday chart updating for symbol. | 2021-03-31 16:29:14.898 Triggering next historical data download in queue. | 2021-03-31 16:29:14.898 No download requests in the queue to start downloads for. | 2021-03-31 16:29:14.898 Socket (11) | Socket gracefully closed by remote side. | 2021-03-31 16:29:15.039 Socket (11) | Closed. | 2021-03-31 16:29:15.039 Opened cached Intraday file: C:\SierraChart\Data\SIK21-COMEX.scid. Thread ID: 13412 | 2021-03-31 16:29:16.573 Opened cached Intraday file: C:\SierraChart\Data\NQM21-CME.scid. Thread ID: 13412 | 2021-03-31 16:29:16.574 Opened cached Intraday file: C:\SierraChart\Data\YMM21-CBOT.scid. Thread ID: 13412 | 2021-03-31 16:29:16.574 |
| [2021-03-31 17:41:46] |
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This log shows you are receiving data from the London relay server: SC Data - All Services | Connecting to the server ds5-2.sierracharts.com. Port 10048 | 2021-03-31 16:29:01.322 For CQG I the gap was only around 0.01-0.03 sec,
We also do not see how this can be correct because based upon your location in Europe if you are comparing to the actual timestamps from the exchange (The sending time from the MDP messages) . At an absolute minimum we would have to say this is got to be at least 200 to 500 ms. So your method of calculation cannot be accurate. There is the overhead of actually processing the data feed, passing it through hardware/software layers, and out across the public Internet. No way you are looking at 10 ms from Chicago to Hungary with so many hardware and software layers involved. Complete impossibility. That is definitively untrue. We are hundred percent certain this is not accurate. As it is a physical impossibility.In my log you can see that the latency is changing between 0.11 - 0.77 sec.
This is more realistic and is consistent with reality. And also when you are comparing against the local computer clock there is going to be a degree of inaccuracy because these clocks are not completely accurate and drift and when that clock is set from Sierra Chart, there is a degree of imprecision. It cannot be set completely precisely. So that reported the delay is very consistent with practical reality.
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: 2021-03-31 18:38:41
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| [2021-03-31 19:24:29] |
| User644165 - Posts: 25 |
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I think you have misunderstood me. My clock is not accurate. So you can assume that my clock is 100 ms late. I don't really care if the initial number is -0.1 or +0.60. Once I fire up my app with CQG, that number does not change. So if the initial delay is 0.1 sec, then this number will always be around this number (+- 0.02 sec) for the whole day. But once I start it usig SC denali feed that delay is very inconsistent. +-0.66 sec is a lot but the data seem fluent so I assume something is wrong with your timestamps. Date Time Of Last Edit: 2021-03-31 19:26:51
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