Support Board
Date/Time: Sat, 15 Mar 2025 16:15:02 +0000
Multiple Data Feeds
View Count: 420
| [2022-07-20 05:51:18] |
| Johnny - Posts: 99 |
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Hello, I have installed two instances of SierraChart, the first one is connected to the SierraChart historical daily and intraday data service and the second one to the CTS service. I want to create charts that use the CTS connection for real-time data and the SierraChart connection for historical data. I have setup the platforms exactly as it is described in the documentation about using multiple data and trading Services at the same time but I can't make the Destination instance (CTS service) to receive data from the Source instance (SierraChart service). Below are the Message Log details Another issue with CTS is that I am unable to download historical data for expired contracts and as a result I can't create continuous futures contracts. I get the following messages: Symbol is unknown and Error downloading historical intraday data for "Symbol" Security definition not found. Software version: 2355 64-bit | 2022-07-20 08:43:37.311 Primary Thread ID: 7860 | 2022-07-20 08:43:37.311 Usage end date: 2022-08-18 | 2022-07-20 08:43:37.311 Enabled for: Sierra Chart Historical Data Service. | 2022-07-20 08:43:37.311 Enabled for: Delayed Denali Exchange Data Feed. | 2022-07-20 08:43:37.311 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-07-20 08:43:37.311 Current selected Data/Trading service: CTS T4 FIX | 2022-07-20 08:43:37.311 Custom symbol settings values: enabled | 2022-07-20 08:43:37.311 Chart Update Interval: 500 | 2022-07-20 08:43:37.311 Intraday Data Storage Time Unit: 0 | 2022-07-20 08:43:37.311 Time Zone: +03:00:00 (EET+02EEST+01,M3.5.0/03:00,M10.5.0/04:00) | 2022-07-20 08:43:37.311 2022-07-20 05:43:37 Local computer time in UTC | 2022-07-20 08:43:37.311 2022-07-20 08:43:37 Local computer time in SC Time Zone | 2022-07-20 08:43:37.311 2022-07-20 05:41:57 Server time in UTC | 2022-07-20 08:43:37.311 Local computer UTC time and Server UTC time difference: 1 seconds. | 2022-07-20 08:43:37.311 Program path: E:\Programs\SierraChart v2355\ | 2022-07-20 08:43:37.311 Data Files path: E:\Programs\SierraChart v2355\Data\ | 2022-07-20 08:43:37.311 OS Version Number: 6.1 | 2022-07-20 08:43:37.311 Locale Setting: C | 2022-07-20 08:43:37.311 DLLs: UserContributedStudies_64.dll | 2022-07-20 08:43:37.311 Allowed protected custom studies: | 2022-07-20 08:43:37.311 Enabling compression for file: E:\Programs\SierraChart v2355\Data\CLU22-NYMEX.scid. This may take a while. | 2022-07-20 08:43:49.847 File compression enabled. E:\Programs\SierraChart v2355\Data\CLU22-NYMEX.scid. CompressionState=0 | 2022-07-20 08:43:49.847 CLU22-NYMEX 1 Min #1 | Reloading chart. | 2022-07-20 08:43:49.847 CLU22-NYMEX 1 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: E:\Programs\SierraChart v2355\Data\CLU22-NYMEX.scid | 2022-07-20 08:43:49.852 Using symbol data fast lookup vector | 2022-07-20 08:43:50.353 Generic Client (127.0.0.1:11094) | Starting real-time market data updates for: CLU22-NYMEX (CLU22). ID: 1 | 2022-07-20 08:43:50.353 Generic Client (127.0.0.1:11094) | Connecting to the server 127.0.0.1. Port 11094 | 2022-07-20 08:43:50.353 Generic Client (127.0.0.1:11094) | Requesting security definition data for: CLU22-NYMEX (CLU22). ID: 1 | 2022-07-20 08:43:50.353 DTC Client socket (2) | Creating socket. | 2022-07-20 08:43:50.353 Starting DelayedDownloadMonitoringTimer | 2022-07-20 08:43:50.353 Starting HDTimeoutTimer | 2022-07-20 08:43:50.353 DTC Client socket (2) | New receive buffer size: 5242880 | 2022-07-20 08:43:50.353 DTC Client socket (2) | Connecting to IP: 127.0.0.1. | 2022-07-20 08:43:50.353 Added historical Intraday data request for CLU22-NYMEX to the queue. | 2022-07-20 08:43:50.353 Intraday data recording state for symbol CLU22-NYMEX is set to download 'Pending'. | 2022-07-20 08:43:50.353 Triggering next historical data download in queue. | 2022-07-20 08:43:50.353 Delaying start of download for CLU22-NYMEX | 2022-07-20 08:43:50.355 Generic Client (127.0.0.1:11094) | Network connection to server complete. | 2022-07-20 08:43:50.357 Generic Client (127.0.0.1:11094) | Starting socket receive thread. | 2022-07-20 08:43:50.357 Generic Client (127.0.0.1:11094) | Sending encoding request to server: Binary VLS. Compression: none | 2022-07-20 08:43:50.357 Generic Client (127.0.0.1:11094) | Setting DTC encoding to Binary VLS | 2022-07-20 08:43:50.358 Generic Client (127.0.0.1:11094) | Sending logon request message. | 2022-07-20 08:43:50.358 Generic Client (127.0.0.1:11094) | Received logon response. | 2022-07-20 08:43:50.359 Generic Client (127.0.0.1:11094) | Server Name: SC DTC Server. Build=42833. | 2022-07-20 08:43:50.359 Generic Client (127.0.0.1:11094) | Server protocol version: 8. Client protocol version: 8 | 2022-07-20 08:43:50.359 Generic Client (127.0.0.1:11094) | Successfully connected. Connected to SC DTC Protocol server. Service=scdataallservices|SymbolSettings=scdataallservices. | 2022-07-20 08:43:50.359 Generic Client (127.0.0.1:11094) | Trading is supported. | 2022-07-20 08:43:50.359 Generic Client (127.0.0.1:11094) | Order cancel and replace is supported. | 2022-07-20 08:43:50.359 Generic Client (127.0.0.1:11094) | OCO Orders supported. | 2022-07-20 08:43:50.359 Generic Client (127.0.0.1:11094) | Bracket Orders supported. | 2022-07-20 08:43:50.359 Generic Client (127.0.0.1:11094) | Restarting real-time data updates for symbol: CLU22-NYMEX -> CLU22 | 2022-07-20 08:43:50.359 Generic Client (127.0.0.1:11094) | Received security definition for symbol CLU22-NYMEX | 2022-07-20 08:43:50.360 HD Request # 1 | Downloading Intraday chart data for CLU22-NYMEX to the file CLU22-NYMEX.scid. Service: cts | 2022-07-20 08:43:55.425 HD Request # 1 | Download start date-time: 2022-04-11 08:43:55.000000. File last date-time: 00:00:00.000000 | 2022-07-20 08:43:55.425 HD Request # 1 | Using server: 127.0.0.1 port 11095 | 2022-07-20 08:43:55.425 Socket (3) | Creating socket. | 2022-07-20 08:43:55.425 Socket (3) | New receive buffer size: 5242880 | 2022-07-20 08:43:55.425 Socket (3) | Connecting to IP: 127.0.0.1. | 2022-07-20 08:43:55.425 HD Request # 1 | Setting DTC encoding to Binary VLS | 2022-07-20 08:43:55.430 HD Request # 1 | Sending historical data logon request message. | 2022-07-20 08:43:55.430 HD Request # 1 | Requesting Intraday data. Start date-time: 2022-04-11 08:43:55. Record interval: 0. Symbol: CLU22 | 2022-07-20 08:43:55.430 HD Request # 1 | Data is being downloaded from a remote source. Download will start when this is done. | 2022-07-20 08:43:55.431 Socket (3) | CloseSocket call. | 2022-07-20 08:43:56.438 HD Request # 1 | Error downloading historical Intraday data for CLU22-NYMEX. Historical data file not available for symbol. | 2022-07-20 08:43:56.438 Historical data download thread signaled to stop. | 2022-07-20 08:43:56.438 HD Request # 1 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for CLU22-NYMEX | 2022-07-20 08:43:56.438 Socket (3) | Shutdown started. Waiting for graceful close. | 2022-07-20 08:43:56.438 HD Request # 1 | Add time&sales data | Remembered last file record date-time: 00:00:00.000000 | 2022-07-20 08:43:56.439 HD Request # 1 | Completion time: 1s | 2022-07-20 08:43:56.439 HD Request # 1 | Intraday data download complete for CLU22-NYMEX. Unique request ID: 1 | 2022-07-20 08:43:56.439 Removing historical data download ID 1. | 2022-07-20 08:43:56.439 Real-time Intraday chart data file updates started for CLU22-NYMEX | 2022-07-20 08:43:56.439 Intraday chart data file opened for CLU22-NYMEX | 2022-07-20 08:43:56.439 HD Request # 1 | Enabling Intraday chart updating for symbol. | 2022-07-20 08:43:56.439 Triggering next historical data download in queue. | 2022-07-20 08:43:56.439 No download requests in the queue to start downloads for. | 2022-07-20 08:43:56.439 Socket (3) | Socket gracefully closed by remote side. | 2022-07-20 08:43:56.440 Socket (3) | Closed. | 2022-07-20 08:43:56.440 |
| [2022-07-20 10:00:04] |
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The very best solution is to use the Denali Exchange Data Feed for market data when using CTS: Denali Exchange Data Feed Also refer to: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services 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 |
| [2022-07-20 18:54:34] |
| Johnny - Posts: 99 |
|
Ok, but what's the issue here? Why isn't the symbol recognized? CL.20220800.CME_NY 1 Min #1 | Reloading chart. | 2022-07-20 21:44:40.614 CL.20220800.CME_NY 1 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: E:\Programs\SierraChart v2355 2\Data\CL.20220800.CME_NY.scid | 2022-07-20 21:44:40.619 Using symbol data fast lookup vector | 2022-07-20 21:44:41.123 Generic Client (127.0.0.1:11090) | Starting real-time market data updates for: CL.20220800.CME_NY (CLQ22-NYMEX). ID: 1 | 2022-07-20 21:44:41.123 Generic Client (127.0.0.1:11090) | Connecting to the server 127.0.0.1. Port 11090 | 2022-07-20 21:44:41.123 Generic Client (127.0.0.1:11090) | Requesting security definition data for: CL.20220800.CME_NY (CLQ22-NYMEX). ID: 1 | 2022-07-20 21:44:41.123 DTC Client socket (1) | Creating socket. | 2022-07-20 21:44:41.123 Added historical Intraday data request for CL.20220800.CME_NY to the queue. | 2022-07-20 21:44:41.123 Intraday data recording state for symbol CL.20220800.CME_NY is set to download 'Pending'. | 2022-07-20 21:44:41.123 Triggering next historical data download in queue. | 2022-07-20 21:44:41.123 DTC Client socket (1) | New receive buffer size: 5242880 | 2022-07-20 21:44:41.123 DTC Client socket (1) | Connecting to IP: 127.0.0.1. | 2022-07-20 21:44:41.123 Delaying start of download for CL.20220800.CME_NY | 2022-07-20 21:44:41.124 Generic Client (127.0.0.1:11090) | Network connection to server complete. | 2022-07-20 21:44:41.126 Generic Client (127.0.0.1:11090) | Starting socket receive thread. | 2022-07-20 21:44:41.126 Generic Client (127.0.0.1:11090) | Sending encoding request to server: Binary VLS. Compression: none | 2022-07-20 21:44:41.126 Generic Client (127.0.0.1:11090) | Setting DTC encoding to Binary VLS | 2022-07-20 21:44:41.127 Generic Client (127.0.0.1:11090) | Sending logon request message. | 2022-07-20 21:44:41.127 Generic Client (127.0.0.1:11090) | Received logon response. | 2022-07-20 21:44:41.129 Generic Client (127.0.0.1:11090) | Server Name: SC DTC Server. Build=41065M. | 2022-07-20 21:44:41.129 Generic Client (127.0.0.1:11090) | Server protocol version: 8. Client protocol version: 8 | 2022-07-20 21:44:41.129 Generic Client (127.0.0.1:11090) | Successfully connected. Connected to SC DTC Protocol server. Service=scdataallservices|SymbolSettings=scdataallservices. | 2022-07-20 21:44:41.129 Generic Client (127.0.0.1:11090) | Trading is supported. | 2022-07-20 21:44:41.129 Generic Client (127.0.0.1:11090) | Order cancel and replace is supported. | 2022-07-20 21:44:41.129 Generic Client (127.0.0.1:11090) | OCO Orders supported. | 2022-07-20 21:44:41.129 Generic Client (127.0.0.1:11090) | Bracket Orders supported. | 2022-07-20 21:44:41.129 Generic Client (127.0.0.1:11090) | Restarting real-time data updates for symbol: CL.20220800.CME_NY -> CLQ22-NYMEX | 2022-07-20 21:44:41.129 Symbol Error - CL.20220800.CME_NY is unknown, unavailable, or improperly formatted. Market data request not allowed | 2022-07-20 21:44:41.130 Generic Client (127.0.0.1:11090) | Received security definition for symbol CL.20220800.CME_NY | 2022-07-20 21:44:41.130 HD Request # 10 | Downloading Intraday chart data for CL.20220800.CME_NY to the file CL.20220800.CME_NY.scid. Service: cts | 2022-07-20 21:44:41.731 HD Request # 10 | Download start date-time: 2022-04-11 21:44:41.000000. File last date-time: 00:00:00.000000 | 2022-07-20 21:44:41.731 HD Request # 10 | Using server: 127.0.0.1 port 11091 | 2022-07-20 21:44:41.731 Socket (2) | Creating socket. | 2022-07-20 21:44:41.731 Socket (2) | New receive buffer size: 5242880 | 2022-07-20 21:44:41.731 Socket (2) | Connecting to IP: 127.0.0.1. | 2022-07-20 21:44:41.731 HD Request # 10 | Setting DTC encoding to Binary VLS | 2022-07-20 21:44:41.735 HD Request # 10 | Sending historical data logon request message. | 2022-07-20 21:44:41.735 HD Request # 10 | Requesting Intraday data. Start date-time: 2022-04-11 21:44:41. Record interval: 0. Symbol: CLQ22-NYMEX | 2022-07-20 21:44:41.736 Socket (2) | CloseSocket call. | 2022-07-20 21:44:41.736 HD Request # 10 | Error downloading historical Intraday data for CL.20220800.CME_NY. Request is not authorized. | 2022-07-20 21:44:41.737 Historical data download thread signaled to stop. | 2022-07-20 21:44:41.737 HD Request # 10 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for CL.20220800.CME_NY | 2022-07-20 21:44:41.737 Socket (2) | Shutdown started. Waiting for graceful close. | 2022-07-20 21:44:41.737 HD Request # 10 | Add time&sales data | Remembered last file record date-time: 00:00:00.000000 | 2022-07-20 21:44:41.737 HD Request # 10 | Completion time: 0s | 2022-07-20 21:44:41.737 HD Request # 10 | Intraday data download complete for CL.20220800.CME_NY. Unique request ID: 10 | 2022-07-20 21:44:41.737 Removing historical data download ID 10. | 2022-07-20 21:44:41.737 Real-time Intraday chart data file updates started for CL.20220800.CME_NY | 2022-07-20 21:44:41.737 Intraday chart data file opened for CL.20220800.CME_NY | 2022-07-20 21:44:41.737 HD Request # 10 | Enabling Intraday chart updating for symbol. | 2022-07-20 21:44:41.737 Triggering next historical data download in queue. | 2022-07-20 21:44:41.737 No download requests in the queue to start downloads for. | 2022-07-20 21:44:41.737 Socket (2) | Socket gracefully closed by remote side. | 2022-07-20 21:44:41.738 Socket (2) | Closed. | 2022-07-20 21:44:41.738 |
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