Support Board
Date/Time: Mon, 03 Mar 2025 22:01:18 +0000
Denali Futures Options Data
View Count: 677
| [2021-11-05 11:04:11] |
| User12089 - Posts: 365 |
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when trying to get Futures Options data (for e.g. ES) from Denali getting error message "Real-time Subscription for the Instrument not enabled" Why is that? I am a real-time and full depth CME Denali subscriber |
| [2021-11-05 14:19:54] |
| John - SC Support - Posts: 38341 |
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Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". Try to open the Options for the ES symbol. After trying to open the Options and after about 10 seconds, provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog We will then determine what the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-11-05 14:45:42
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| [2021-11-05 17:04:37] |
| User12089 - Posts: 365 |
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Note, my SC is using Denali with CQG Symbol Mapping - may be thats the root cause? I am not trading Options through CQG only Futures - however i need the Future Options Data from Denali for analytics HD Request # 45 | Downloading Intraday chart data for C.US.EW2X2146800 to the file C.US.EW2X2146800.scid. Service: cqg | 2021-11-05 17:02:08.834 HD Request # 45 | Rounding start date-time down to the minute: 2021-05-03 18:02:00.000 | 2021-11-05 17:02:08.834 HD Request # 45 | Download start date-time: 2021-05-03 18:02:00.000000. File last date-time: 00:00:00.000000 | 2021-11-05 17:02:08.834 HD Request # 45 | Requesting historical Tick data. | 2021-11-05 17:02:08.834 HD Request # 45 | Error downloading historical Intraday data for C.US.EW2X2146800. Instrument C.US.EW2 (corresponding to ID 2596) is not allowed. Result=103. Num Quotes=0 | 2021-11-05 17:02:08.890 HD Request # 45 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for C.US.EW2X2146800 | 2021-11-05 17:02:08.890 HD Request # 45 | Add time&sales data | Remembered last file record date-time: 00:00:00.000000 | 2021-11-05 17:02:08.891 HD Request # 45 | Completion time: 0s | 2021-11-05 17:02:08.891 HD Request # 45 | Intraday data download complete for C.US.EW2X2146800. Unique request ID: 40 | 2021-11-05 17:02:08.891 Removing historical data download ID 40. | 2021-11-05 17:02:08.891 Real-time Intraday chart data file updates started for C.US.EW2X2146800 | 2021-11-05 17:02:08.891 Intraday chart data file opened for C.US.EW2X2146800 | 2021-11-05 17:02:08.891 HD Request # 45 | Enabling Intraday chart updating for symbol. | 2021-11-05 17:02:08.891 Triggering next historical data download in queue. | 2021-11-05 17:02:08.891 No download requests in the queue to start downloads for. | 2021-11-05 17:02:08.891 |
| [2021-11-05 17:13:38] |
| John - SC Support - Posts: 38341 |
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You are correct, you need to have your service be SC Data - All Services in order to get the Options from the Denali Exchange Data Feed. The easiest way to do this is to have a second installation of Sierra Chart that has the service set to SC Data - All Services, this way you are not having to switch your service setting back and forth. Refer to the following for how to install a second Sierra Chart: Using Multiple Data and Trading Services at the Same Time: Step-By-Step Instructions to Install Multiple Copies of Sierra Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-05 17:20:15] |
| User12089 - Posts: 365 |
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aaah great thanks and i guess the current data licensing policy enforced by your servers is perfectly fine with that ie run 2 separate SC instance ON THE SAME machine, one instance connected to Denali with CQG Symbol Mapping and the other directly to Denali with Denali Symbol Mapping - right? Date Time Of Last Edit: 2021-11-05 17:20:56
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| [2021-11-05 17:49:32] |
| John - SC Support - Posts: 38341 |
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Yes, you can run 2 instances of Sierra Chart on the same system and get the Denali data into both without a problem and without any additional cost.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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