Support Board
Date/Time: Sun, 16 Mar 2025 22:57:23 +0000
Unable to Download Intraday Data - Permission Denied
View Count: 633
| [2022-08-16 23:46:17] |
| tradertrader - Posts: 7 |
|
Hi Guys, I haven't been able to consistently download intraday data since signing up with Sierra, activating Denali, and connecting to my Rhithmic account. I either get gaps between days or now I just get a permission denied message when I connect. I'm still able to place trades but yea, no intraday historical data. Message Log: Software version: 2422 64-bit | 2022-08-16 19:39:24.607
Primary Thread ID: 6200 | 2022-08-16 19:39:24.607 Usage end date: 2022-09-16 | 2022-08-16 19:39:24.607 Enabled for: Advanced Features 2. | 2022-08-16 19:39:24.607 Enabled for: Sierra Chart Historical Data Service. | 2022-08-16 19:39:24.607 Enabled for: Denali Real-Time Exchange Data Feed. | 2022-08-16 19:39:24.607 Enabled for: Delayed Denali Exchange Data Feed. | 2022-08-16 19:39:24.607 Enabled for exchange2: CME | 2022-08-16 19:39:24.607 Enabled for exchange2: fairx_exchange.data | 2022-08-16 19:39:24.607 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-08-16 19:39:24.607 Current selected Data/Trading service: Rithmic Direct - DTC | 2022-08-16 19:39:24.607 Custom symbol settings values: disabled | 2022-08-16 19:39:24.607 Chart Update Interval: 500 | 2022-08-16 19:39:24.607 Intraday Data Storage Time Unit: 0 | 2022-08-16 19:39:24.607 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2022-08-16 19:39:24.607 2022-08-16 23:39:24 Local computer time in UTC | 2022-08-16 19:39:24.608 2022-08-16 19:39:24 Local computer time in SC Time Zone | 2022-08-16 19:39:24.608 2022-08-16 23:25:05 Server time in UTC | 2022-08-16 19:39:24.608 Local computer UTC time and Server UTC time difference: 0 seconds. | 2022-08-16 19:39:24.608 Program path: C:\SierraChart\ | 2022-08-16 19:39:24.608 Data Files path: C:\SierraChart\Data\ | 2022-08-16 19:39:24.608 OS Version Number: 10.0 | 2022-08-16 19:39:24.612 Locale Setting: C | 2022-08-16 19:39:24.612 DLLs: UserContributedStudies_64.dll | 2022-08-16 19:39:24.613 Allowed protected custom studies: | 2022-08-16 19:39:24.613 Crash reporter started: true | 2022-08-16 19:39:24.613 File >> Disconnect selected. | 2022-08-16 19:39:30.928 Rithmic Direct - DTC (Data) | Waiting for socket receive thread to end | 2022-08-16 19:39:30.928 DTC Client socket (2) | CloseSocket call. | 2022-08-16 19:39:30.929 Rithmic Direct - DTC (Data) | Disconnected from the server. | 2022-08-16 19:39:30.929 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2022-08-16 19:39:30.930 Rithmic Direct - DTC | Waiting for socket receive thread to end | 2022-08-16 19:39:30.952 DTC Client socket (1) | CloseSocket call. | 2022-08-16 19:39:30.953 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2022-08-16 19:39:30.953 Rithmic Direct - DTC | Disconnected. | 2022-08-16 19:39:30.954 DTC Client socket (2) | Socket gracefully closed by remote side. | 2022-08-16 19:39:30.976 DTC Client socket (2) | Closed. | 2022-08-16 19:39:30.976 DTC Client socket (1) | Socket gracefully closed by remote side. | 2022-08-16 19:39:31.004 DTC Client socket (1) | Closed. | 2022-08-16 19:39:31.004 Rithmic Direct - DTC | Using server connection: Rithmic Paper Trading-Chicago Area-Non-Aggregated | 2022-08-16 19:39:35.795 Rithmic Direct - DTC | Connecting to the server rsc.rithmic.com. Port 50500 | 2022-08-16 19:39:35.797 DTC Client socket (1) | Creating socket. Using TLS 1.2. | 2022-08-16 19:39:35.804 DTC Client socket (1) | New receive buffer size: 5242880 | 2022-08-16 19:39:35.804 DTC Client socket (1) | Connecting to IP: 216.57.156.163. | 2022-08-16 19:39:35.804 Rithmic Direct - DTC | Network connection to server complete. | 2022-08-16 19:39:35.846 Rithmic Direct - DTC | Starting socket receive thread. | 2022-08-16 19:39:35.846 Rithmic Direct - DTC | Setting DTC encoding to Binary | 2022-08-16 19:39:35.846 Rithmic Direct - DTC | Sending logon request message. | 2022-08-16 19:39:35.846 Rithmic Direct - DTC | Received logon response. | 2022-08-16 19:39:35.986 Rithmic Direct - DTC | Server Name: . | 2022-08-16 19:39:35.986 Rithmic Direct - DTC | Server protocol version: 8. Client protocol version: 8 | 2022-08-16 19:39:35.986 Rithmic Direct - DTC | Successfully connected. | 2022-08-16 19:39:35.986 Rithmic Direct - DTC | Trading is supported. | 2022-08-16 19:39:35.986 Rithmic Direct - DTC | Order cancel and replace is supported. | 2022-08-16 19:39:35.986 Rithmic Direct - DTC | OCO Orders supported. | 2022-08-16 19:39:35.986 Rithmic Direct - DTC | Symbol and Exchange Delimiter: . | 2022-08-16 19:39:35.986 Rithmic Direct - DTC | Connected to server complete. | 2022-08-16 19:39:35.986 Triggering next historical data download in queue. | 2022-08-16 19:39:35.987 Triggering next historical data download in queue. | 2022-08-16 19:39:35.987 Triggering next historical data download in queue. | 2022-08-16 19:39:35.987 Triggering next historical data download in queue. | 2022-08-16 19:39:35.987 Notice: Not connected to Live trading account to receive CME realtime futures data at non-professional fees. | 2022-08-16 19:39:35.987 No download requests in the queue to start downloads for. | 2022-08-16 19:39:35.989 No download requests in the queue to start downloads for. | 2022-08-16 19:39:35.989 No download requests in the queue to start downloads for. | 2022-08-16 19:39:35.989 No download requests in the queue to start downloads for. | 2022-08-16 19:39:35.989 Using symbol data fast lookup vector | 2022-08-16 19:39:35.990 Rithmic Direct - DTC | Starting real-time market data updates for: MESU2.CME. ID: 1 Service code: rithmic.trading | 2022-08-16 19:39:35.990 Rithmic Direct - DTC (Data) | Connecting to the server rsc.rithmic.com. Port 50501 | 2022-08-16 19:39:35.990 DTC Client socket (2) | Creating socket. Using TLS 1.2. | 2022-08-16 19:39:35.991 DTC Client socket (2) | New receive buffer size: 5242880 | 2022-08-16 19:39:35.991 DTC Client socket (2) | Connecting to IP: 216.57.156.163. | 2022-08-16 19:39:35.991 Rithmic Direct - DTC | Requesting security definition data for: MESU2.CME. ID: 1 | 2022-08-16 19:39:35.991 Rithmic Direct - DTC | Starting real-time market data updates for: ESU2.CME. ID: 2 Service code: rithmic.trading | 2022-08-16 19:39:35.992 Rithmic Direct - DTC | Requesting security definition data for: ESU2.CME. ID: 2 | 2022-08-16 19:39:35.992 Added historical Intraday data request for ESU2.CME to the queue. | 2022-08-16 19:39:35.992 Intraday data recording state for symbol ESU2.CME is set to download 'Pending'. | 2022-08-16 19:39:35.992 Triggering next historical data download in queue. | 2022-08-16 19:39:35.992 Delaying start of download for ESU2.CME. | 2022-08-16 19:39:35.994 Rithmic Direct - DTC (Data) | Network connection to server complete. | 2022-08-16 19:39:36.063 Rithmic Direct - DTC (Data) | Starting socket receive thread. | 2022-08-16 19:39:36.063 Rithmic Direct - DTC (Data) | Setting DTC encoding to Binary | 2022-08-16 19:39:36.063 Rithmic Direct - DTC (Data) | Sending logon request message. | 2022-08-16 19:39:36.063 Rithmic Direct - DTC (Data) | Received logon response. | 2022-08-16 19:39:36.208 Rithmic Direct - DTC (Data) | Server Name: . | 2022-08-16 19:39:36.208 Rithmic Direct - DTC (Data) | Server protocol version: 8. Client protocol version: 8 | 2022-08-16 19:39:36.208 Rithmic Direct - DTC (Data) | Successfully connected. | 2022-08-16 19:39:36.208 Rithmic Direct - DTC (Data) | Trading is not supported. | 2022-08-16 19:39:36.208 Rithmic Direct - DTC (Data) | Symbol and Exchange Delimiter: . | 2022-08-16 19:39:36.208 Rithmic Direct - DTC (Data) | Restarting real-time data updates for symbol: ESU2.CME | 2022-08-16 19:39:36.208 Rithmic Direct - DTC (Data) | Restarting real-time data updates for symbol: MESU2.CME | 2022-08-16 19:39:36.208 Added historical Intraday data request for MESU2.CME to the queue. | 2022-08-16 19:39:36.246 Intraday data recording state for symbol MESU2.CME is set to download 'Pending'. | 2022-08-16 19:39:36.246 Triggering next historical data download in queue. | 2022-08-16 19:39:36.246 Requesting market depth updates for: MESU2.CME if supported. | 2022-08-16 19:39:40.991 Rithmic Direct - DTC (Data) | Market Depth data has been rejected for symbol: MESU2.CME. permission denied | 2022-08-16 19:39:41.052 HD Request # 23 | Downloading Intraday chart data for ESU2.CME to the file ESU2.CME.scid. Service: rithmic.trading | 2022-08-16 19:39:52.242 HD Request # 23 | Download start date-time: 2022-08-16 19:32:29.000000. File last date-time: 2022-08-16 19:32:29.000001 | 2022-08-16 19:39:52.243 HD Request # 23 | Using server: rsc.rithmic.com port 50502. Use encryption. | 2022-08-16 19:39:52.243 Socket (3) | Creating socket. Using TLS 1.2. | 2022-08-16 19:39:52.244 Socket (3) | New receive buffer size: 5242880 | 2022-08-16 19:39:52.245 Socket (3) | Connecting to IP: 216.57.156.163. | 2022-08-16 19:39:52.245 HD Request # 23 | Sending historical data logon request message. | 2022-08-16 19:39:52.288 HD Request # 23 | Requesting Intraday data. Start date-time: 2022-08-16 19:32:29. Record interval: 0. Symbol: ESU2.CME | 2022-08-16 19:39:52.425 Socket (3) | CloseSocket call. | 2022-08-16 19:39:52.464 HD Request # 23 | Error downloading historical Intraday data for ESU2.CME. permission denied | 2022-08-16 19:39:52.464 Socket (3) | Shutdown started. Waiting for graceful close. | 2022-08-16 19:39:52.464 Historical data download thread signaled to stop. | 2022-08-16 19:39:52.464 HD Request # 23 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for ESU2.CME | 2022-08-16 19:39:52.464 HD Request # 23 | Add time&sales data | Remembered last file record date-time: 2022-08-16 23:32:29.000001 | 2022-08-16 19:39:52.464 HD Request # 23 | Completion time: 0s. | 2022-08-16 19:39:52.464 HD Request # 23 | Intraday data download complete for ESU2.CME. Unique request ID: 23 | 2022-08-16 19:39:52.465 Removing historical data download ID 23. | 2022-08-16 19:39:52.465 Real-time Intraday chart data file updates started for ESU2.CME | 2022-08-16 19:39:52.465 Intraday chart data file opened for ESU2.CME | 2022-08-16 19:39:52.465 HD Request # 23 | Enabling Intraday chart updating for symbol. | 2022-08-16 19:39:52.465 Triggering next historical data download in queue. | 2022-08-16 19:39:52.465 HD Request # 24 | Downloading Intraday chart data for MESU2.CME to the file MESU2.CME.scid. Service: rithmic.trading | 2022-08-16 19:39:52.465 HD Request # 24 | Download start date-time: 2022-08-16 19:32:37.000000. File last date-time: 2022-08-16 19:32:37.000000 | 2022-08-16 19:39:52.465 HD Request # 24 | Using server: rsc.rithmic.com port 50502. Use encryption. | 2022-08-16 19:39:52.465 Socket (4) | Creating socket. Using TLS 1.2. | 2022-08-16 19:39:52.465 Socket (4) | New receive buffer size: 5242880 | 2022-08-16 19:39:52.466 Socket (4) | Connecting to IP: 216.57.156.163. | 2022-08-16 19:39:52.466 HD Request # 24 | Sending historical data logon request message. | 2022-08-16 19:39:52.505 Socket (3) | Socket gracefully closed by remote side. | 2022-08-16 19:39:52.507 Socket (3) | Closed. | 2022-08-16 19:39:52.507 HD Request # 24 | Requesting Intraday data. Start date-time: 2022-08-16 19:32:37. Record interval: 0. Symbol: MESU2.CME | 2022-08-16 19:39:52.643 Socket (4) | CloseSocket call. | 2022-08-16 19:39:52.682 Socket (4) | Shutdown started. Waiting for graceful close. | 2022-08-16 19:39:52.682 HD Request # 24 | Error downloading historical Intraday data for MESU2.CME. permission denied | 2022-08-16 19:39:52.682 Historical data download thread signaled to stop. | 2022-08-16 19:39:52.682 HD Request # 24 | Received 0 Intraday data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for MESU2.CME | 2022-08-16 19:39:52.682 HD Request # 24 | Add time&sales data | Remembered last file record date-time: 2022-08-16 23:32:37.000000 | 2022-08-16 19:39:52.683 HD Request # 24 | Completion time: 0s. | 2022-08-16 19:39:52.683 HD Request # 24 | Intraday data download complete for MESU2.CME. Unique request ID: 24 | 2022-08-16 19:39:52.683 Removing historical data download ID 24. | 2022-08-16 19:39:52.683 Real-time Intraday chart data file updates started for MESU2.CME | 2022-08-16 19:39:52.683 Intraday chart data file opened for MESU2.CME | 2022-08-16 19:39:52.683 HD Request # 24 | Enabling Intraday chart updating for symbol. | 2022-08-16 19:39:52.683 Triggering next historical data download in queue. | 2022-08-16 19:39:52.683 No download requests in the queue to start downloads for. | 2022-08-16 19:39:52.683 Socket (4) | Socket gracefully closed by remote side. | 2022-08-16 19:39:52.722 Socket (4) | Closed. | 2022-08-16 19:39:52.722 HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | Creating socket. Using TLS 1.2. | 2022-08-16 19:40:05.806 HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | New receive buffer size: 32768 | 2022-08-16 19:40:05.808 HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | Connecting to IP: 38.79.0.89. | 2022-08-16 19:40:05.808 HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | Socket gracefully closed by remote side. | 2022-08-16 19:40:06.002 HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | CloseSocket call. | 2022-08-16 19:40:06.004 HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2022-08-16 19:40:06.004 HTTPS connection ID:5 to www.rithmic.com:443 for request ID:5 (3) | Closed. | 2022-08-16 19:40:06.004 |
 denied.png / V - Attached On 2022-08-16 23:45:46 UTC - Size: 16.68 KB - 114 views |
| [2022-08-17 11:46:12] |
| Sierra_Chart Engineering - Posts: 18799 |
|
Even though you have the Denali Data Feed active, you are not using it. The reason you are not getting CME Group real-time or historical data from the Denali Exchange Data Feed is that you activated the Non-Professional exchange fees, but you have not verified in the last month that you have a live, funded, futures trading account, which the CME needs in order to allow you data at the lower priced fees. Refer to the following for instructions on how to connect once a month to your *live funded* trading account to qualify for the lower-priced exchange fees: Real-Time Exchange Data Feeds Available From Sierra Chart: Connecting Only Once a Month to Trading Account to Support CME Group Exchange Fees If you do not have a funded trading account or one with a supported trading service, then refer to this solution: Easy Solution to CME Funded Trading Account Requirement Consider the above solution to avoid this problem in the future. 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-08-17 14:14:33] |
| John - SC Support - Posts: 38678 |
|
Part of the reason for the problem is that you are connecting to the paper trading servers with Rithmic. You need to connect to a live trading server in order to qualify for the CME Group requirement.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-08-17 17:14:30] |
| tradertrader - Posts: 7 |
|
Thank you, I was able to get my edgeclear account setup and the data is working as expected. For the Rithmic settings, the paper trading server is the one they tell you to use. Not sure why it's that way but I'm able to login and trade through that server. Anyways, thanks again! |
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