Support Board
Date/Time: Thu, 06 Mar 2025 18:58:55 +0000
Nasdaq Data Feed slow and not providing real time market depth
View Count: 996
| [2022-02-02 15:05:33] |
| User1967 - Posts: 34 |
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Hello, I waited for Nasdaq data feed for more than a year and subscribed to it yesterday. It is taking a lot of time to update the stock charts on real time intraday basis while keep displaying the message "Waiting to download the data ...". Also, it does not provide the Level 2 Market Depth. I have Service Package 11 and Interactive Brokers Trading Account. So I think I am good with the requirements. How do we check that Nasdaq data feed is running and how do we make it faster ? Regards |
| [2022-02-02 15:14:44] |
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Let us examine this issue with one single symbol. Close all other charts except for one. Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Open a chart for the symbol you have an issue with. Tell us that symbol of the chart. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection 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. 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: 2022-02-02 15:14:57
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| [2022-02-07 17:00:35] |
| User1967 - Posts: 34 |
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Hello, here is the copy of message log for the symbol MSFT. The Nasdaq data feed is taking too much time to update the chart for every symbol. In fact, the Sierra Real-Time Data Feed was much faster. Also, the Market Depth window and DOM are open but you don't see the Market Depth (Chart Screenshot link provided below). For day trading purposes, the Nasdaq Total View data feed is useless if it takes that long to update the chart(s). Please look into it and advise. Regards https://www.sierrachart.com/image.php?Image=1644253166910.png Software version: 2351 64-bit | 2022-02-07 10:53:38.857 Primary Thread ID: 14940 | 2022-02-07 10:53:38.857 Usage end date: 2022-07-10 | 2022-02-07 10:53:38.857 Enabled for: Advanced Features 2. | 2022-02-07 10:53:38.857 Enabled for: Sierra Chart Historical Data Service. | 2022-02-07 10:53:38.857 Enabled for: Denali Real-Time Exchange Data Feed. | 2022-02-07 10:53:38.857 Enabled for: Delayed Denali Exchange Data Feed. | 2022-02-07 10:53:38.857 Enabled for exchange2: fairx_exchange.data | 2022-02-07 10:53:38.857 Enabled for exchange2: NASDAQ US stock data | 2022-02-07 10:53:38.857 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-02-07 10:53:38.857 Current selected Data/Trading service: Interactive Brokers | 2022-02-07 10:53:38.857 Custom symbol settings values: enabled | 2022-02-07 10:53:38.857 Chart Update Interval: 500 | 2022-02-07 10:53:38.857 Intraday Data Storage Time Unit: 0 | 2022-02-07 10:53:38.857 Time Zone: -06:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2022-02-07 10:53:38.857 2022-02-07 16:53:38 Local computer time in UTC | 2022-02-07 10:53:38.857 2022-02-07 10:53:38 Local computer time in SC Time Zone | 2022-02-07 10:53:38.857 2022-02-07 13:34:17 Server time in UTC | 2022-02-07 10:53:38.857 Local computer UTC time and Server UTC time difference: 2 seconds. | 2022-02-07 10:53:38.857 Program path: C:\SierraChart\ | 2022-02-07 10:53:38.857 Data Files path: C:\SierraChart\Data\ | 2022-02-07 10:53:38.857 OS Version Number: 10.0 | 2022-02-07 10:53:38.857 Locale Setting: C | 2022-02-07 10:53:38.857 DLLs: ToTheTickZones(old 32).dll, ToTheTickZones_64.dll, UserContributedStudies.dll, UserContributedStudies_64.dll, zyp sierra free (2020)_64.dll, zyp sierra free 2020_2151_64.dll, zyp sierra free_2151_64.dll, zyp sierra free_64.dll | 2022-02-07 10:53:38.858 Allowed protected custom studies: zyp_download_free | 2022-02-07 10:53:38.858 Opened cached Intraday file: C:\SierraChart\Data\ON.scid. Thread ID: 19208 | 2022-02-07 10:53:40.618 MSFT 5 Min #1 | Reloading chart. | 2022-02-07 10:53:44.687 MSFT 5 Min #1 | StartDateTimeForLoadingOrderFills: 2022-01-11 09:30:00 | 2022-02-07 10:53:44.756 Interactive Brokers | Starting real-time market data updates for: MSFT. ID: 15 | 2022-02-07 10:53:45.190 Interactive Brokers | Subscribing to Symbol: MSFT, SecurityType: STK, Expiration: , Exchange: SMART, Primary Exchange: NASDAQ, Currency: USD, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2022-02-07 10:53:45.190 Interactive Brokers | Requesting security definition data for: MSFT. ID: 15 | 2022-02-07 10:53:45.190 Interactive Brokers | Using primary service for historical data for MSFT | 2022-02-07 10:53:45.190 Added historical Intraday data request for MSFT to the queue. | 2022-02-07 10:53:45.190 Intraday data recording state for symbol MSFT is set to download 'Pending'. | 2022-02-07 10:53:45.190 Triggering next historical data download in queue. | 2022-02-07 10:53:45.190 Delaying start of download for MSFT | 2022-02-07 10:53:45.206 Interactive Brokers | Market data type is Live for MSFT | 2022-02-07 10:53:45.376 Enabling compression for file: C:\SierraChart\Data\MarketDepthData\MSFT.2022-02-07.depth. This may take a while. | 2022-02-07 10:53:45.377 File compression enabled. C:\SierraChart\Data\MarketDepthData\MSFT.2022-02-07.depth. CompressionState=0 | 2022-02-07 10:53:45.377 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\MSFT.2022-02-07.depth | 2022-02-07 10:53:45.379 Unsubscribed from market depth data for ON | 2022-02-07 10:53:48.832 Requesting market depth updates for: MSFT if supported. | 2022-02-07 10:53:48.832 Message from IB: Deep market data is not supported for this combination of security type/exchange. IB Error Code: 10092. Request ID: 100015. | 2022-02-07 10:53:48.915 HD Request # 71 | Downloading Intraday chart data for MSFT to the file MSFT.scid. Service: interactive_brokers.trading | 2022-02-07 10:53:50.055 HD Request # 71 | Download start date-time: 2022-02-04 15:00:14.000000. File last date-time: 2022-02-04 15:00:14.565000 | 2022-02-07 10:53:50.057 HD Request # 71 | Requesting a total of 2 days and 76416 seconds. | 2022-02-07 10:53:50.057 HD Request # 71 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 162816. | 2022-02-07 10:53:50.057 HD Request # 71 | Requesting 1 Day of data at 30 secs with ending date-time at 2022-02-05 14:50:14 for MSFT. PriceType: TRADES | 2022-02-07 10:53:50.057 HD Request # 71 | Processing historical data message from TWS | 2022-02-07 10:53:50.498 HD Request # 71 | Receiving Intraday data for MSFT starting at 2022-02-04 14:50:30.000000 | 2022-02-07 10:53:50.498 HD Request # 71 | Received 2880 records and wrote 499 records from 2022-02-03 11:00:00 to 2022-02-04 18:59:30. | 2022-02-07 10:53:50.499 HD Request # 71 | IB Backfill - Seconds requested: 86400. Seconds Remaining: 76416. | 2022-02-07 10:53:50.499 HD Request # 71 | Requesting 1 Day of data at 30 secs with ending date-time at 2022-02-06 14:50:14 for MSFT. PriceType: TRADES | 2022-02-07 10:53:50.499 HD Request # 71 | Processing historical data message from TWS | 2022-02-07 10:53:50.772 HD Request # 71 | Received 2880 records and wrote 0 records from 2022-02-03 11:00:00 to 2022-02-04 18:59:30. | 2022-02-07 10:53:50.772 HD Request # 71 | IB Backfill - Seconds requested: 76416. Seconds Remaining: 0. | 2022-02-07 10:53:50.772 HD Request # 71 | Requesting 76416 Seconds of data at 30 secs with ending date-time at 2022-02-07 12:03:50 for MSFT. PriceType: TRADES | 2022-02-07 10:53:50.773 HD Request # 71 | Processing historical data message from TWS | 2022-02-07 10:53:51.046 HD Request # 71 | Received 2406 records and wrote 946 records from 2022-02-04 06:50:00 to 2022-02-07 10:53:30. | 2022-02-07 10:53:51.047 HD Request # 71 | Timestamp of first Intraday data file record written: 2022-02-04 15:00:30.000000 | 2022-02-07 10:53:51.047 HD Request # 71 | Received 1445 Intraday data records from 2022-02-04 14:50:30.000000 to 2022-02-07 10:53:30.000000 (2.8 days) and wrote 1425 records for MSFT | 2022-02-07 10:53:51.047 HD Request # 71 | Completion time: 1s | 2022-02-07 10:53:51.048 HD Request # 71 | Intraday data download complete for MSFT. Unique request ID: 76 | 2022-02-07 10:53:51.048 Removing historical data download ID 76. | 2022-02-07 10:53:51.048 Real-time Intraday chart data file updates started for MSFT | 2022-02-07 10:53:51.048 Intraday chart data file opened for MSFT | 2022-02-07 10:53:51.048 HD Request # 71 | Enabling Intraday chart updating for symbol. | 2022-02-07 10:53:51.048 Triggering next historical data download in queue. | 2022-02-07 10:53:51.048 No download requests in the queue to start downloads for. | 2022-02-07 10:53:51.048 |
Attachment Deleted. Private File |
| [2022-02-07 19:01:59] |
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You are using interactive brokers data! Not the Denali NASDAQ TotalView! Follow the instructions here (Starting with step 7): How to Use New NASDAQ Total View Data Feed | Post: 293421 This is not the right symbol. It needs to end with -NQTV. 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: 2022-02-07 19:02:35
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| [2022-02-08 00:30:11] |
| User1967 - Posts: 34 |
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Hello, I am using the IBKR Trading Account and have selected the "Allow Support for Sierra Chart Data Feeds" to Yes in the "Data/Trade Service Settings". I have also completed the NASDAQ Exchange Agreement... I also use the IBKR account for Future trading on CME (ES Mini etc.). What else I need to do to start using the Denali Data feed for Futures and Nasdaq Total View for trading with the IBKR account? Please guide me on this process .... Its been a while since I subscribed to the Denali Feed but to my surprise it is still IBKR? Regards |
| [2022-02-08 16:51:39] |
| John - SC Support - Posts: 38446 |
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With Interactive Brokers, you will need to use the Trade and Current Quote Symbol and set the main symbol as xxx-NQTV and the Trade and Current Quote Symbol as the IB symbol. For example, in the above, you would use the main symbol of MSFT-NQTV and then set your Trade and Current Quote Symbol to MSFT. Keep in mind, you may need to use a longer format IB symbol, such as MSFT-STK-SMART-USD. Refer to the information here: Interactive Brokers Symbols: Stock Format Refer to the documentation here regarding the Trade and Current Quote Symbol: Chart Settings: Trade and Current Quote Symbol (text box) (Chart >> Chart Settings >> Symbol >> Symbol menu) 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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