Support Board
Date/Time: Wed, 19 Mar 2025 16:52:26 +0000
Historical data logon error: Data files folder not set for service code: cme.marketdepth
View Count: 505
| [2022-10-22 09:11:18] |
| caxxxxxx - Posts: 12 |
|
I am getting an error in the message log when trying to download market depth using command "Download Depth Data from Date/Time". No data seems to be downloaded. --- HD Request # 25 | Error downloading historical Market Depth data for ESZ22-CME. Historical data logon error: Data files folder not set for service code: cme.marketdepth | Username: carfisch | 2022-10-22 10:36:49.006 --- Service is "SC Data - All Services [data]" The Steps to generate the attached message log were as follows: - Chartbook opened (ESZ22-CME, NQZ22-CME, YMZ22-CBOT, RTYZ22-CME, MESZ22-CME, MNQZ22-CME) - Message Log cleared - Disconnected - Connected - Waited > 10sec - Triggered "Download Depth Data from Date/Time" in the ESZ22-CME chart at 10:36:48 - Log copy/paste --- Software version: 2448 64-bit | 2022-10-22 10:36:06.561 OpenGL enabled (NVIDIA Corporation/NVIDIA GeForce GTX 1060 6GB/PCIe/SSE2) | 2022-10-22 10:36:06.563 Primary Thread ID: 11088 | 2022-10-22 10:36:06.563 Usage end date: 2022-11-06 | 2022-10-22 10:36:06.563 Enabled for: Advanced Features 2. | 2022-10-22 10:36:06.563 Enabled for: Sierra Chart Historical Data Service. | 2022-10-22 10:36:06.563 Enabled for: Denali Real-Time Exchange Data Feed. | 2022-10-22 10:36:06.563 Enabled for: Delayed Denali Exchange Data Feed. | 2022-10-22 10:36:06.563 Enabled for exchange2: CME (Trading Account Required) | 2022-10-22 10:36:06.563 Enabled for exchange2: CBOT (Trading Account Required) | 2022-10-22 10:36:06.563 Enabled for exchange2: COMEX (Trading Account Required) | 2022-10-22 10:36:06.563 Enabled for exchange2: NYMEX (Trading Account Required) | 2022-10-22 10:36:06.563 Enabled for exchange2: EUREX EOBI | 2022-10-22 10:36:06.563 Enabled for exchange2: fairx_exchange.data | 2022-10-22 10:36:06.563 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-10-22 10:36:06.563 Current selected Data/Trading service: SC Data - All Services | 2022-10-22 10:36:06.563 Custom symbol settings values: enabled | 2022-10-22 10:36:06.563 Chart Update Interval: 500 | 2022-10-22 10:36:06.563 Intraday Data Storage Time Unit: 0 | 2022-10-22 10:36:06.563 Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2022-10-22 10:36:06.563 2022-10-22 08:36:06 Local computer time in UTC | 2022-10-22 10:36:06.563 2022-10-22 10:36:06 Local computer time in SC Time Zone | 2022-10-22 10:36:06.563 2022-10-22 08:35:22 Server time in UTC | 2022-10-22 10:36:06.563 Local computer UTC time and Server UTC time difference: 0 seconds. | 2022-10-22 10:36:06.563 Program path: C:\SierraChart\ | 2022-10-22 10:36:06.563 Data Files path: C:\SierraChart\Data\ | 2022-10-22 10:36:06.563 OS Version Number: 10.0 | 2022-10-22 10:36:06.563 Locale Setting: C | 2022-10-22 10:36:06.563 DLLs: cfi_sc_studies_01_x64_debug.dll, cfi_sc_studies_01_x64_debugchecked.dll, cfi_sc_studies_01_x64_release.dll, concrt140d.dll, ETFISv3.dll, ETFISv3_64.dll, ETOFSv3_64.dll, gc5150_Studies_2431_64.dll, libomp140.x86_64.dll, libomp140d.x86_64.dll, mfc140d.dll, mfc140ud.dll, mfcm140d.dll, mfcm140ud.dll, msvcp140d.dll, msvcp140d_atomic_wait.dll, msvcp140d_codecvt_ids.dll, msvcp140_1d.dll, msvcp140_2d.dll, sst_FreeBundle_2273_64.dll, sst_FreeBundle_64.dll, TWFX_FREE_64.dll, ucrtbased.dll, UserContributedStudies_64.dll | 2022-10-22 10:36:06.564 Allowed protected custom studies: SST_FreeBundle, TWFX_Free, zyp_app | 2022-10-22 10:36:06.564 Crash reporter started: true | 2022-10-22 10:36:06.564 File >> Disconnect selected. | 2022-10-22 10:36:09.000 SC Data - All Services (Market Orders Data) | Waiting for socket receive thread to end | 2022-10-22 10:36:09.003 DTC Client socket (4) | CloseSocket call. | 2022-10-22 10:36:09.004 SC Data - All Services (Market Orders Data) | Disconnected from the server. | 2022-10-22 10:36:09.004 DTC Client socket (4) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:09.004 SC Data - All Services | Waiting for socket receive thread to end | 2022-10-22 10:36:09.006 DTC Client socket (1) | CloseSocket call. | 2022-10-22 10:36:09.006 DTC Client socket (1) | Max send buffers used during socket life: 4 | 2022-10-22 10:36:09.006 DTC Client socket (1) | Max send buffer size during socket life: 416 | 2022-10-22 10:36:09.006 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:09.006 SC Data - All Services | Disconnected from the server. | 2022-10-22 10:36:09.006 SC Data - All Services | Disconnected. | 2022-10-22 10:36:09.006 DTC Client socket (4) | Socket gracefully closed by remote side. | 2022-10-22 10:36:09.133 DTC Client socket (4) | Closed. | 2022-10-22 10:36:09.133 DTC Client socket (1) | Socket gracefully closed by remote side. | 2022-10-22 10:36:09.134 DTC Client socket (1) | Closed. | 2022-10-22 10:36:09.134 SC Data - All Services | Connected to server complete. | 2022-10-22 10:36:20.049 Triggering next historical data download in queue. | 2022-10-22 10:36:20.049 Triggering next historical data download in queue. | 2022-10-22 10:36:20.049 Triggering next historical data download in queue. | 2022-10-22 10:36:20.049 Triggering next historical data download in queue. | 2022-10-22 10:36:20.049 No download requests in the queue to start downloads for. | 2022-10-22 10:36:20.051 No download requests in the queue to start downloads for. | 2022-10-22 10:36:20.051 No download requests in the queue to start downloads for. | 2022-10-22 10:36:20.051 No download requests in the queue to start downloads for. | 2022-10-22 10:36:20.051 Mapping MNQZ22-CME to MNQZ22. Service code: cme | 2022-10-22 10:36:20.083 Using symbol data fast lookup vector | 2022-10-22 10:36:20.083 SC Data - All Services | Starting real-time market data updates for: MNQZ22-CME (MNQZ22). ID: 1 Service code: cme | 2022-10-22 10:36:20.083 SC Data - All Services | Connecting to the server ds21.sierracharts.com. Port 10048 | 2022-10-22 10:36:20.083 SC Data - All Services | Requesting security definition data for: MNQZ22-CME (MNQZ22). ID: 1 | 2022-10-22 10:36:20.084 Added historical Intraday data request for MNQZ22-CME to the queue. | 2022-10-22 10:36:20.084 Intraday data recording state for symbol MNQZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:20.084 Triggering next historical data download in queue. | 2022-10-22 10:36:20.084 DTC Client socket (1) | Creating socket. | 2022-10-22 10:36:20.084 DTC Client socket (1) | New receive buffer size: 5242880 | 2022-10-22 10:36:20.084 DTC Client socket (1) | Connecting to IP: 216.1.90.129. | 2022-10-22 10:36:20.084 Delaying start of download for MNQZ22-CME. | 2022-10-22 10:36:20.092 Mapping ESZ22-CME to ESZ22. Service code: cme | 2022-10-22 10:36:20.175 SC Data - All Services | Starting real-time market data updates for: ESZ22-CME (ESZ22). ID: 2 Service code: cme | 2022-10-22 10:36:20.176 SC Data - All Services | Requesting security definition data for: ESZ22-CME (ESZ22). ID: 2 | 2022-10-22 10:36:20.176 Added historical Intraday data request for ESZ22-CME to the queue. | 2022-10-22 10:36:20.176 Intraday data recording state for symbol ESZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:20.176 Triggering next historical data download in queue. | 2022-10-22 10:36:20.176 SC Data - All Services | Network connection to server complete. | 2022-10-22 10:36:20.219 SC Data - All Services | Starting socket receive thread. | 2022-10-22 10:36:20.219 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2022-10-22 10:36:20.219 Mapping NQZ22-CME to NQZ22. Service code: cme | 2022-10-22 10:36:20.286 SC Data - All Services | Starting real-time market data updates for: NQZ22-CME (NQZ22). ID: 3 Service code: cme | 2022-10-22 10:36:20.286 SC Data - All Services | Requesting security definition data for: NQZ22-CME (NQZ22). ID: 3 | 2022-10-22 10:36:20.286 Added historical Intraday data request for NQZ22-CME to the queue. | 2022-10-22 10:36:20.286 Intraday data recording state for symbol NQZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:20.286 Triggering next historical data download in queue. | 2022-10-22 10:36:20.286 Mapping RTYZ22-CME to RTYZ22. Service code: cme | 2022-10-22 10:36:20.295 SC Data - All Services | Starting real-time market data updates for: RTYZ22-CME (RTYZ22). ID: 4 Service code: cme | 2022-10-22 10:36:20.295 SC Data - All Services | Requesting security definition data for: RTYZ22-CME (RTYZ22). ID: 4 | 2022-10-22 10:36:20.295 Added historical Intraday data request for RTYZ22-CME to the queue. | 2022-10-22 10:36:20.295 Intraday data recording state for symbol RTYZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:20.295 Triggering next historical data download in queue. | 2022-10-22 10:36:20.295 Mapping YMZ22-CBOT to YMZ22. Service code: cbot | 2022-10-22 10:36:20.305 SC Data - All Services | Starting real-time market data updates for: YMZ22-CBOT (YMZ22). ID: 5 Service code: cbot | 2022-10-22 10:36:20.305 SC Data - All Services | Requesting security definition data for: YMZ22-CBOT (YMZ22). ID: 5 | 2022-10-22 10:36:20.305 Added historical Intraday data request for YMZ22-CBOT to the queue. | 2022-10-22 10:36:20.305 Intraday data recording state for symbol YMZ22-CBOT is set to download 'Pending'. | 2022-10-22 10:36:20.305 Triggering next historical data download in queue. | 2022-10-22 10:36:20.305 SC Data - All Services | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:20.358 SC Data - All Services | Sending logon request message. | 2022-10-22 10:36:20.358 Mapping MESZ22-CME to MESZ22. Service code: cme | 2022-10-22 10:36:20.442 SC Data - All Services | Starting real-time market data updates for: MESZ22-CME (MESZ22). ID: 6 Service code: cme | 2022-10-22 10:36:20.442 SC Data - All Services | Requesting security definition data for: MESZ22-CME (MESZ22). ID: 6 | 2022-10-22 10:36:20.442 Added historical Intraday data request for MESZ22-CME to the queue. | 2022-10-22 10:36:20.442 Intraday data recording state for symbol MESZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:20.442 Triggering next historical data download in queue. | 2022-10-22 10:36:20.442 SC Data - All Services | Received logon response. | 2022-10-22 10:36:21.108 SC Data - All Services | Server Name: SC Realtime Server. | 2022-10-22 10:36:21.108 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2022-10-22 10:36:21.108 SC Data - All Services | Successfully connected. | 2022-10-22 10:36:21.108 SC Data - All Services | Trading is not supported. | 2022-10-22 10:36:21.108 SC Data - All Services | Restarting real-time data updates for symbol: ESZ22-CME -> ESZ22 | 2022-10-22 10:36:21.108 SC Data - All Services | Restarting real-time data updates for symbol: MESZ22-CME -> MESZ22 | 2022-10-22 10:36:21.108 SC Data - All Services | Restarting real-time data updates for symbol: MNQZ22-CME -> MNQZ22 | 2022-10-22 10:36:21.108 SC Data - All Services | Restarting real-time data updates for symbol: NQZ22-CME -> NQZ22 | 2022-10-22 10:36:21.108 SC Data - All Services | Restarting real-time data updates for symbol: RTYZ22-CME -> RTYZ22 | 2022-10-22 10:36:21.108 SC Data - All Services | Restarting real-time data updates for symbol: YMZ22-CBOT -> YMZ22 | 2022-10-22 10:36:21.108 Added historical Market depth data request for ESZ22-CME to the queue. | 2022-10-22 10:36:21.296 Market depth data recording state for symbol ESZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:21.296 Triggering next historical data download in queue. | 2022-10-22 10:36:21.296 Added historical Market depth data request for MESZ22-CME to the queue. | 2022-10-22 10:36:21.296 Market depth data recording state for symbol MESZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:21.296 Added historical Market depth data request for MNQZ22-CME to the queue. | 2022-10-22 10:36:21.296 Market depth data recording state for symbol MNQZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:21.296 Added historical Market depth data request for NQZ22-CME to the queue. | 2022-10-22 10:36:21.296 Market depth data recording state for symbol NQZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:21.296 Added historical Market depth data request for RTYZ22-CME to the queue. | 2022-10-22 10:36:21.296 Market depth data recording state for symbol RTYZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:21.296 Added historical Market depth data request for YMZ22-CBOT to the queue. | 2022-10-22 10:36:21.296 Market depth data recording state for symbol YMZ22-CBOT is set to download 'Pending'. | 2022-10-22 10:36:21.296 HD Request # 13 | Downloading Market depth data for ESZ22-CME. Service: cme.marketdepth. | 2022-10-22 10:36:21.296 HD Request # 13 | Download start date-time: 2022-10-22 10:36:09.003327. | 2022-10-22 10:36:21.297 HD Request # 13 | Using server: ds26.sierracharts.com port 10150 | 2022-10-22 10:36:21.297 SC Data - All Services | Received security definition for symbol ESZ22-CME | 2022-10-22 10:36:21.297 SC Data - All Services | Received security definition for symbol MESZ22-CME | 2022-10-22 10:36:21.297 SC Data - All Services | Received security definition for symbol MNQZ22-CME | 2022-10-22 10:36:21.297 SC Data - All Services | Received security definition for symbol NQZ22-CME | 2022-10-22 10:36:21.297 SC Data - All Services | Received security definition for symbol RTYZ22-CME | 2022-10-22 10:36:21.297 SC Data - All Services | Received security definition for symbol YMZ22-CBOT | 2022-10-22 10:36:21.297 Socket (2) | Creating socket. | 2022-10-22 10:36:21.297 Socket (2) | New receive buffer size: 5242880 | 2022-10-22 10:36:21.297 Socket (2) | Connecting to IP: 142.215.18.107. | 2022-10-22 10:36:21.297 HD Request # 13 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:21.559 HD Request # 13 | Sending historical data logon request message. | 2022-10-22 10:36:21.559 Socket (2) | CloseSocket call. | 2022-10-22 10:36:21.688 Socket (2) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:21.688 HD Request # 13 | Error downloading historical Market Depth data for ESZ22-CME. Historical data logon error: Data files folder not set for service code: cme.marketdepth | Username: carfisch | 2022-10-22 10:36:21.689 Historical data download thread signaled to stop. | 2022-10-22 10:36:21.689 HD Request # 13 | Received 0 Market depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for ESZ22-CME | 2022-10-22 10:36:21.689 HD Request # 13 | Completion time: 0s. | 2022-10-22 10:36:21.689 HD Request # 13 | Market depth data download complete for ESZ22-CME. Unique request ID: 19 | 2022-10-22 10:36:21.689 Removing historical data download ID 19. | 2022-10-22 10:36:21.689 Real-time market depth file updates started for ESZ22-CME | 2022-10-22 10:36:21.689 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESZ22-CME.2022-10-22.depth | 2022-10-22 10:36:21.689 Triggering next historical data download in queue. | 2022-10-22 10:36:21.689 HD Request # 14 | Downloading Market depth data for MESZ22-CME. Service: cme.marketdepth. | 2022-10-22 10:36:21.690 HD Request # 14 | Download start date-time: 2022-10-22 10:36:09.003670. | 2022-10-22 10:36:21.691 HD Request # 14 | Using server: ds21.sierracharts.com port 10149 | 2022-10-22 10:36:21.691 Socket (3) | Creating socket. | 2022-10-22 10:36:21.691 Socket (3) | New receive buffer size: 5242880 | 2022-10-22 10:36:21.691 Socket (3) | Connecting to IP: 216.1.90.129. | 2022-10-22 10:36:21.691 Socket (2) | Socket gracefully closed by remote side. | 2022-10-22 10:36:21.816 Socket (2) | Closed. | 2022-10-22 10:36:21.816 HD Request # 14 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:21.965 HD Request # 14 | Sending historical data logon request message. | 2022-10-22 10:36:21.965 Socket (3) | CloseSocket call. | 2022-10-22 10:36:22.098 HD Request # 14 | Error downloading historical Market Depth data for MESZ22-CME. Historical data logon error: Data files folder not set for service code: cme.marketdepth | Username: carfisch | 2022-10-22 10:36:22.098 Historical data download thread signaled to stop. | 2022-10-22 10:36:22.098 Socket (3) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:22.098 HD Request # 14 | Received 0 Market depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for MESZ22-CME | 2022-10-22 10:36:22.098 HD Request # 14 | Completion time: 1s. | 2022-10-22 10:36:22.098 HD Request # 14 | Market depth data download complete for MESZ22-CME. Unique request ID: 20 | 2022-10-22 10:36:22.098 Removing historical data download ID 20. | 2022-10-22 10:36:22.098 Real-time market depth file updates started for MESZ22-CME | 2022-10-22 10:36:22.098 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\MESZ22-CME.2022-10-22.depth | 2022-10-22 10:36:22.098 Triggering next historical data download in queue. | 2022-10-22 10:36:22.098 HD Request # 15 | Downloading Market depth data for MNQZ22-CME. Service: cme.marketdepth. | 2022-10-22 10:36:22.098 HD Request # 15 | Download start date-time: 2022-10-22 10:36:09.003728. | 2022-10-22 10:36:22.099 HD Request # 15 | Using server: ds26.sierracharts.com port 10150 | 2022-10-22 10:36:22.100 Socket (2) | Creating socket. | 2022-10-22 10:36:22.100 Socket (2) | New receive buffer size: 5242880 | 2022-10-22 10:36:22.100 Socket (2) | Connecting to IP: 142.215.18.107. | 2022-10-22 10:36:22.100 Socket (3) | Socket gracefully closed by remote side. | 2022-10-22 10:36:22.232 Socket (3) | Closed. | 2022-10-22 10:36:22.232 HD Request # 15 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:22.364 HD Request # 15 | Sending historical data logon request message. | 2022-10-22 10:36:22.364 Socket (2) | CloseSocket call. | 2022-10-22 10:36:22.492 HD Request # 15 | Error downloading historical Market Depth data for MNQZ22-CME. Historical data logon error: Data files folder not set for service code: cme.marketdepth | Username: carfisch | 2022-10-22 10:36:22.492 Historical data download thread signaled to stop. | 2022-10-22 10:36:22.492 HD Request # 15 | Received 0 Market depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for MNQZ22-CME | 2022-10-22 10:36:22.492 Socket (2) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:22.492 HD Request # 15 | Completion time: 0s. | 2022-10-22 10:36:22.492 HD Request # 15 | Market depth data download complete for MNQZ22-CME. Unique request ID: 21 | 2022-10-22 10:36:22.492 Removing historical data download ID 21. | 2022-10-22 10:36:22.492 Real-time market depth file updates started for MNQZ22-CME | 2022-10-22 10:36:22.492 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\MNQZ22-CME.2022-10-22.depth | 2022-10-22 10:36:22.492 Triggering next historical data download in queue. | 2022-10-22 10:36:22.492 HD Request # 16 | Downloading Market depth data for NQZ22-CME. Service: cme.marketdepth. | 2022-10-22 10:36:22.492 HD Request # 16 | Download start date-time: 2022-10-22 10:36:09.003452. | 2022-10-22 10:36:22.493 HD Request # 16 | Using server: ds21.sierracharts.com port 10149 | 2022-10-22 10:36:22.493 Socket (3) | Creating socket. | 2022-10-22 10:36:22.493 Socket (3) | New receive buffer size: 5242880 | 2022-10-22 10:36:22.493 Socket (3) | Connecting to IP: 216.1.90.129. | 2022-10-22 10:36:22.493 Socket (2) | Socket gracefully closed by remote side. | 2022-10-22 10:36:22.622 Socket (2) | Closed. | 2022-10-22 10:36:22.622 HD Request # 16 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:22.766 HD Request # 16 | Sending historical data logon request message. | 2022-10-22 10:36:22.766 Socket (3) | CloseSocket call. | 2022-10-22 10:36:22.900 HD Request # 16 | Error downloading historical Market Depth data for NQZ22-CME. Historical data logon error: Data files folder not set for service code: cme.marketdepth | Username: carfisch | 2022-10-22 10:36:22.900 Historical data download thread signaled to stop. | 2022-10-22 10:36:22.900 HD Request # 16 | Received 0 Market depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for NQZ22-CME | 2022-10-22 10:36:22.900 HD Request # 16 | Completion time: 0s. | 2022-10-22 10:36:22.900 HD Request # 16 | Market depth data download complete for NQZ22-CME. Unique request ID: 22 | 2022-10-22 10:36:22.900 Removing historical data download ID 22. | 2022-10-22 10:36:22.900 Real-time market depth file updates started for NQZ22-CME | 2022-10-22 10:36:22.900 Socket (3) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:22.900 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\NQZ22-CME.2022-10-22.depth | 2022-10-22 10:36:22.900 Triggering next historical data download in queue. | 2022-10-22 10:36:22.900 HD Request # 17 | Downloading Market depth data for RTYZ22-CME. Service: cme.marketdepth. | 2022-10-22 10:36:22.900 HD Request # 17 | Download start date-time: 2022-10-22 10:36:09.003524. | 2022-10-22 10:36:22.901 HD Request # 17 | Using server: ds26.sierracharts.com port 10150 | 2022-10-22 10:36:22.901 Socket (4) | Creating socket. | 2022-10-22 10:36:22.902 Socket (4) | New receive buffer size: 5242880 | 2022-10-22 10:36:22.902 Socket (4) | Connecting to IP: 142.215.18.107. | 2022-10-22 10:36:22.902 Socket (3) | Socket gracefully closed by remote side. | 2022-10-22 10:36:23.035 Socket (3) | Closed. | 2022-10-22 10:36:23.035 HD Request # 17 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:23.163 HD Request # 17 | Sending historical data logon request message. | 2022-10-22 10:36:23.163 Socket (4) | CloseSocket call. | 2022-10-22 10:36:23.289 HD Request # 17 | Error downloading historical Market Depth data for RTYZ22-CME. Historical data logon error: Data files folder not set for service code: cme.marketdepth | Username: carfisch | 2022-10-22 10:36:23.289 Historical data download thread signaled to stop. | 2022-10-22 10:36:23.289 Socket (4) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:23.289 HD Request # 17 | Received 0 Market depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for RTYZ22-CME | 2022-10-22 10:36:23.290 HD Request # 17 | Completion time: 1s. | 2022-10-22 10:36:23.290 HD Request # 17 | Market depth data download complete for RTYZ22-CME. Unique request ID: 23 | 2022-10-22 10:36:23.290 Removing historical data download ID 23. | 2022-10-22 10:36:23.290 Real-time market depth file updates started for RTYZ22-CME | 2022-10-22 10:36:23.290 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\RTYZ22-CME.2022-10-22.depth | 2022-10-22 10:36:23.290 Triggering next historical data download in queue. | 2022-10-22 10:36:23.290 HD Request # 18 | Downloading Market depth data for YMZ22-CBOT. Service: cbot.marketdepth. | 2022-10-22 10:36:23.290 HD Request # 18 | Download start date-time: 2022-10-22 10:36:09.003585. | 2022-10-22 10:36:23.291 HD Request # 18 | Using server: ds21.sierracharts.com port 10149 | 2022-10-22 10:36:23.291 Socket (2) | Creating socket. | 2022-10-22 10:36:23.291 Socket (2) | New receive buffer size: 5242880 | 2022-10-22 10:36:23.291 Socket (2) | Connecting to IP: 216.1.90.129. | 2022-10-22 10:36:23.291 Socket (4) | Socket gracefully closed by remote side. | 2022-10-22 10:36:23.417 Socket (4) | Closed. | 2022-10-22 10:36:23.417 HD Request # 18 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:23.566 HD Request # 18 | Sending historical data logon request message. | 2022-10-22 10:36:23.566 Socket (2) | CloseSocket call. | 2022-10-22 10:36:23.701 HD Request # 18 | Error downloading historical Market Depth data for YMZ22-CBOT. Historical data logon error: Data files folder not set for service code: cbot.marketdepth | Username: carfisch | 2022-10-22 10:36:23.701 Historical data download thread signaled to stop. | 2022-10-22 10:36:23.701 Socket (2) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:23.701 HD Request # 18 | Received 0 Market depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for YMZ22-CBOT | 2022-10-22 10:36:23.701 HD Request # 18 | Completion time: 0s. | 2022-10-22 10:36:23.701 HD Request # 18 | Market depth data download complete for YMZ22-CBOT. Unique request ID: 24 | 2022-10-22 10:36:23.701 Removing historical data download ID 24. | 2022-10-22 10:36:23.701 Real-time market depth file updates started for YMZ22-CBOT | 2022-10-22 10:36:23.701 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\YMZ22-CBOT.2022-10-22.depth | 2022-10-22 10:36:23.702 Triggering next historical data download in queue. | 2022-10-22 10:36:23.702 No download requests in the queue to start downloads for. | 2022-10-22 10:36:23.702 Socket (2) | Socket gracefully closed by remote side. | 2022-10-22 10:36:23.835 Socket (2) | Closed. | 2022-10-22 10:36:23.835 Requesting market depth updates for: ESZ22-CME if supported. | 2022-10-22 10:36:25.049 SC Data - All Services (Market Orders Data) | Connecting to the server ds21.sierracharts.com. Port 10060 | 2022-10-22 10:36:25.054 DTC Client socket (2) | Creating socket. | 2022-10-22 10:36:25.055 DTC Client socket (2) | New receive buffer size: 5242880 | 2022-10-22 10:36:25.055 DTC Client socket (2) | Connecting to IP: 216.1.90.129. | 2022-10-22 10:36:25.055 Requesting market depth updates for: MESZ22-CME if supported. | 2022-10-22 10:36:25.056 Requesting market depth updates for: MNQZ22-CME if supported. | 2022-10-22 10:36:25.056 Requesting market depth updates for: NQZ22-CME if supported. | 2022-10-22 10:36:25.056 Requesting market depth updates for: RTYZ22-CME if supported. | 2022-10-22 10:36:25.056 Requesting market depth updates for: YMZ22-CBOT if supported. | 2022-10-22 10:36:25.056 SC Data - All Services (Market Orders Data) | Network connection to server complete. | 2022-10-22 10:36:25.190 SC Data - All Services (Market Orders Data) | Starting socket receive thread. | 2022-10-22 10:36:25.190 SC Data - All Services (Market Orders Data) | Sending encoding request to server: Binary VLS. Compression: standard | 2022-10-22 10:36:25.190 SC Data - All Services | Clearing market depth for ESZ22-CME | 2022-10-22 10:36:25.234 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESZ22-CME.2022-10-22.depth | 2022-10-22 10:36:25.234 SC Data - All Services | Clearing market depth for MESZ22-CME | 2022-10-22 10:36:25.234 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\MESZ22-CME.2022-10-22.depth | 2022-10-22 10:36:25.234 SC Data - All Services | Clearing market depth for MNQZ22-CME | 2022-10-22 10:36:25.234 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\MNQZ22-CME.2022-10-22.depth | 2022-10-22 10:36:25.235 SC Data - All Services | Clearing market depth for NQZ22-CME | 2022-10-22 10:36:25.235 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\NQZ22-CME.2022-10-22.depth | 2022-10-22 10:36:25.235 SC Data - All Services | Clearing market depth for RTYZ22-CME | 2022-10-22 10:36:25.235 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\RTYZ22-CME.2022-10-22.depth | 2022-10-22 10:36:25.235 SC Data - All Services | Clearing market depth for YMZ22-CBOT | 2022-10-22 10:36:25.235 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\YMZ22-CBOT.2022-10-22.depth | 2022-10-22 10:36:25.236 SC Data - All Services (Market Orders Data) | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:25.343 SC Data - All Services (Market Orders Data) | Sending logon request message. | 2022-10-22 10:36:25.343 HD Request # 19 | Downloading Intraday chart data for MNQZ22-CME to the file MNQZ22-CME.scid. Service: cme | 2022-10-22 10:36:26.069 HD Request # 19 | Download start date-time: 2022-10-21 22:59:59.000000. File last date-time: 2022-10-21 22:59:59.904000 | 2022-10-22 10:36:26.069 HD Request # 19 | Using server: ds26.sierracharts.com port 10150 | 2022-10-22 10:36:26.069 Socket (3) | Creating socket. | 2022-10-22 10:36:26.069 Socket (3) | New receive buffer size: 5242880 | 2022-10-22 10:36:26.069 Socket (3) | Connecting to IP: 142.215.18.107. | 2022-10-22 10:36:26.069 SC Data - All Services (Market Orders Data) | Received logon response. | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Server Name: SC Realtime Server. | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Server protocol version: 8. Client protocol version: 8 | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Successfully connected. | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Trading is not supported. | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Starting market orders updates for: ESZ22. MinimumMarketByOrderQuantity: 0. Service code: cme | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: ESZ22-CME -> ESZ22 | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Starting market orders updates for: MESZ22. MinimumMarketByOrderQuantity: 0. Service code: cme | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: MESZ22-CME -> MESZ22 | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Starting market orders updates for: MNQZ22. MinimumMarketByOrderQuantity: 0. Service code: cme | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: MNQZ22-CME -> MNQZ22 | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Starting market orders updates for: NQZ22. MinimumMarketByOrderQuantity: 0. Service code: cme | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: NQZ22-CME -> NQZ22 | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Starting market orders updates for: RTYZ22. MinimumMarketByOrderQuantity: 0. Service code: cme | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: RTYZ22-CME -> RTYZ22 | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Starting market orders updates for: YMZ22. MinimumMarketByOrderQuantity: 0. Service code: cbot | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Restarting market orders data for symbol: YMZ22-CBOT -> YMZ22 | 2022-10-22 10:36:26.125 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: ESZ22-CME. Market orders request not authorized. | 2022-10-22 10:36:26.313 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: MESZ22-CME. Market orders request not authorized. | 2022-10-22 10:36:26.313 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: MNQZ22-CME. Market orders request not authorized. | 2022-10-22 10:36:26.313 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: NQZ22-CME. Market orders request not authorized. | 2022-10-22 10:36:26.313 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: RTYZ22-CME. Market orders request not authorized. | 2022-10-22 10:36:26.313 SC Data - All Services (Market Orders Data) | Market Orders data has been rejected for symbol: YMZ22-CBOT. Market orders request not authorized. | 2022-10-22 10:36:26.313 HD Request # 19 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:26.337 HD Request # 19 | Sending historical data logon request message. | 2022-10-22 10:36:26.337 HD Request # 19 | Requesting Intraday data. Start date-time: 2022-10-21 22:59:59. Record interval: 0. Symbol: MNQZ22 | 2022-10-22 10:36:27.000 HD Request # 19 | Decompressing data. | 2022-10-22 10:36:27.128 HD Request # 19 | Receiving Intraday data for MNQZ22-CME starting at 2022-10-21 22:59:59.086000 | 2022-10-22 10:36:27.129 Socket (3) | CloseSocket call. | 2022-10-22 10:36:27.129 Socket (3) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:27.129 Historical data download thread signaled to stop. | 2022-10-22 10:36:27.129 HD Request # 19 | Received 38 Intraday data records from 2022-10-21 22:59:59.086000 to 2022-10-21 22:59:59.904000 (0.8 seconds) and wrote 0 records for MNQZ22-CME | 2022-10-22 10:36:27.129 HD Request # 19 | Add time&sales data | Remembered last file record date-time: 2022-10-21 20:59:59.904000 | 2022-10-22 10:36:27.129 HD Request # 19 | Completion time: 1s. | 2022-10-22 10:36:27.129 HD Request # 19 | Intraday data download complete for MNQZ22-CME. Unique request ID: 13 | 2022-10-22 10:36:27.129 Removing historical data download ID 13. | 2022-10-22 10:36:27.129 Real-time Intraday chart data file updates started for MNQZ22-CME | 2022-10-22 10:36:27.129 Intraday chart data file opened for MNQZ22-CME | 2022-10-22 10:36:27.129 HD Request # 19 | Enabling Intraday chart updating for symbol. | 2022-10-22 10:36:27.129 Triggering next historical data download in queue. | 2022-10-22 10:36:27.129 HD Request # 20 | Downloading Intraday chart data for ESZ22-CME to the file ESZ22-CME.scid. Service: cme | 2022-10-22 10:36:27.129 HD Request # 20 | Download start date-time: 2022-10-21 22:59:59.000000. File last date-time: 2022-10-21 22:59:59.698000 | 2022-10-22 10:36:27.130 HD Request # 20 | Using server: ds21.sierracharts.com port 10149 | 2022-10-22 10:36:27.130 Socket (4) | Creating socket. | 2022-10-22 10:36:27.130 Socket (4) | New receive buffer size: 5242880 | 2022-10-22 10:36:27.130 Socket (4) | Connecting to IP: 216.1.90.129. | 2022-10-22 10:36:27.130 Socket (3) | Socket gracefully closed by remote side. | 2022-10-22 10:36:27.259 Socket (3) | Closed. | 2022-10-22 10:36:27.259 HD Request # 20 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:27.408 HD Request # 20 | Sending historical data logon request message. | 2022-10-22 10:36:27.408 HD Request # 20 | Requesting Intraday data. Start date-time: 2022-10-21 22:59:59. Record interval: 0. Symbol: ESZ22 | 2022-10-22 10:36:28.030 HD Request # 20 | Decompressing data. | 2022-10-22 10:36:28.165 HD Request # 20 | Receiving Intraday data for ESZ22-CME starting at 2022-10-21 22:59:59.086000 | 2022-10-22 10:36:28.165 Socket (4) | CloseSocket call. | 2022-10-22 10:36:28.166 Socket (4) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:28.166 Historical data download thread signaled to stop. | 2022-10-22 10:36:28.166 HD Request # 20 | Received 15 Intraday data records from 2022-10-21 22:59:59.086000 to 2022-10-21 22:59:59.698000 (0.6 seconds) and wrote 0 records for ESZ22-CME | 2022-10-22 10:36:28.166 HD Request # 20 | Add time&sales data | Remembered last file record date-time: 2022-10-21 20:59:59.698000 | 2022-10-22 10:36:28.166 HD Request # 20 | Completion time: 1s. | 2022-10-22 10:36:28.166 HD Request # 20 | Intraday data download complete for ESZ22-CME. Unique request ID: 14 | 2022-10-22 10:36:28.166 Removing historical data download ID 14. | 2022-10-22 10:36:28.166 Real-time Intraday chart data file updates started for ESZ22-CME | 2022-10-22 10:36:28.166 Intraday chart data file opened for ESZ22-CME | 2022-10-22 10:36:28.166 HD Request # 20 | Enabling Intraday chart updating for symbol. | 2022-10-22 10:36:28.166 Triggering next historical data download in queue. | 2022-10-22 10:36:28.166 HD Request # 21 | Downloading Intraday chart data for NQZ22-CME to the file NQZ22-CME.scid. Service: cme | 2022-10-22 10:36:28.166 HD Request # 21 | Download start date-time: 2022-10-21 22:59:59.000000. File last date-time: 2022-10-21 22:59:59.905000 | 2022-10-22 10:36:28.166 HD Request # 21 | Using server: ds26.sierracharts.com port 10150 | 2022-10-22 10:36:28.166 Socket (3) | Creating socket. | 2022-10-22 10:36:28.167 Socket (3) | New receive buffer size: 5242880 | 2022-10-22 10:36:28.167 Socket (3) | Connecting to IP: 142.215.18.107. | 2022-10-22 10:36:28.167 Socket (4) | Socket gracefully closed by remote side. | 2022-10-22 10:36:28.299 Socket (4) | Closed. | 2022-10-22 10:36:28.299 HD Request # 21 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:28.433 HD Request # 21 | Sending historical data logon request message. | 2022-10-22 10:36:28.433 HD Request # 21 | Requesting Intraday data. Start date-time: 2022-10-21 22:59:59. Record interval: 0. Symbol: NQZ22 | 2022-10-22 10:36:28.561 HD Request # 21 | Decompressing data. | 2022-10-22 10:36:28.689 HD Request # 21 | Receiving Intraday data for NQZ22-CME starting at 2022-10-21 22:59:59.086000 | 2022-10-22 10:36:28.690 Socket (3) | CloseSocket call. | 2022-10-22 10:36:28.690 Historical data download thread signaled to stop. | 2022-10-22 10:36:28.690 Socket (3) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:28.690 HD Request # 21 | Received 2 Intraday data records from 2022-10-21 22:59:59.086000 to 2022-10-21 22:59:59.905000 (0.8 seconds) and wrote 0 records for NQZ22-CME | 2022-10-22 10:36:28.690 HD Request # 21 | Add time&sales data | Remembered last file record date-time: 2022-10-21 20:59:59.905000 | 2022-10-22 10:36:28.690 HD Request # 21 | Completion time: 0s. | 2022-10-22 10:36:28.690 HD Request # 21 | Intraday data download complete for NQZ22-CME. Unique request ID: 15 | 2022-10-22 10:36:28.690 Removing historical data download ID 15. | 2022-10-22 10:36:28.690 Real-time Intraday chart data file updates started for NQZ22-CME | 2022-10-22 10:36:28.690 Intraday chart data file opened for NQZ22-CME | 2022-10-22 10:36:28.690 HD Request # 21 | Enabling Intraday chart updating for symbol. | 2022-10-22 10:36:28.690 Triggering next historical data download in queue. | 2022-10-22 10:36:28.690 HD Request # 22 | Downloading Intraday chart data for RTYZ22-CME to the file RTYZ22-CME.scid. Service: cme | 2022-10-22 10:36:28.690 HD Request # 22 | Download start date-time: 2022-10-21 22:59:59.000000. File last date-time: 2022-10-21 22:59:59.105000 | 2022-10-22 10:36:28.691 HD Request # 22 | Using server: ds21.sierracharts.com port 10149 | 2022-10-22 10:36:28.691 Socket (4) | Creating socket. | 2022-10-22 10:36:28.691 Socket (4) | New receive buffer size: 5242880 | 2022-10-22 10:36:28.691 Socket (4) | Connecting to IP: 216.1.90.129. | 2022-10-22 10:36:28.691 Socket (3) | Socket gracefully closed by remote side. | 2022-10-22 10:36:28.819 Socket (3) | Closed. | 2022-10-22 10:36:28.819 HD Request # 22 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:28.964 HD Request # 22 | Sending historical data logon request message. | 2022-10-22 10:36:28.964 HD Request # 22 | Requesting Intraday data. Start date-time: 2022-10-21 22:59:59. Record interval: 0. Symbol: RTYZ22 | 2022-10-22 10:36:29.096 HD Request # 22 | Decompressing data. | 2022-10-22 10:36:29.229 HD Request # 22 | Receiving Intraday data for RTYZ22-CME starting at 2022-10-21 22:59:59.105000 | 2022-10-22 10:36:29.229 Socket (4) | CloseSocket call. | 2022-10-22 10:36:29.229 Historical data download thread signaled to stop. | 2022-10-22 10:36:29.229 Socket (4) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:29.229 HD Request # 22 | Received 1 Intraday data record from 2022-10-21 22:59:59.105000 to 2022-10-21 22:59:59.105000 (0.0 seconds) and wrote 0 records for RTYZ22-CME | 2022-10-22 10:36:29.230 HD Request # 22 | Add time&sales data | Remembered last file record date-time: 2022-10-21 20:59:59.105000 | 2022-10-22 10:36:29.230 HD Request # 22 | Completion time: 1s. | 2022-10-22 10:36:29.230 HD Request # 22 | Intraday data download complete for RTYZ22-CME. Unique request ID: 16 | 2022-10-22 10:36:29.230 Removing historical data download ID 16. | 2022-10-22 10:36:29.230 Real-time Intraday chart data file updates started for RTYZ22-CME | 2022-10-22 10:36:29.230 Intraday chart data file opened for RTYZ22-CME | 2022-10-22 10:36:29.230 HD Request # 22 | Enabling Intraday chart updating for symbol. | 2022-10-22 10:36:29.230 Triggering next historical data download in queue. | 2022-10-22 10:36:29.230 HD Request # 23 | Downloading Intraday chart data for YMZ22-CBOT to the file YMZ22-CBOT.scid. Service: cbot | 2022-10-22 10:36:29.230 HD Request # 23 | Download start date-time: 2022-10-21 22:59:59.000000. File last date-time: 2022-10-21 22:59:59.086001 | 2022-10-22 10:36:29.230 HD Request # 23 | Using server: ds26.sierracharts.com port 10150 | 2022-10-22 10:36:29.230 Socket (3) | Creating socket. | 2022-10-22 10:36:29.230 Socket (3) | New receive buffer size: 5242880 | 2022-10-22 10:36:29.230 Socket (3) | Connecting to IP: 142.215.18.107. | 2022-10-22 10:36:29.230 Socket (4) | Socket gracefully closed by remote side. | 2022-10-22 10:36:29.364 Socket (4) | Closed. | 2022-10-22 10:36:29.364 HD Request # 23 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:29.490 HD Request # 23 | Sending historical data logon request message. | 2022-10-22 10:36:29.490 HD Request # 23 | Requesting Intraday data. Start date-time: 2022-10-21 22:59:59. Record interval: 0. Symbol: YMZ22 | 2022-10-22 10:36:29.616 HD Request # 23 | Decompressing data. | 2022-10-22 10:36:29.742 HD Request # 23 | Receiving Intraday data for YMZ22-CBOT starting at 2022-10-21 22:59:59.086000 | 2022-10-22 10:36:29.743 Socket (3) | CloseSocket call. | 2022-10-22 10:36:29.743 Socket (3) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:29.743 Historical data download thread signaled to stop. | 2022-10-22 10:36:29.743 HD Request # 23 | Received 2 Intraday data records from 2022-10-21 22:59:59.086000 to 2022-10-21 22:59:59.086001 (0.0 seconds) and wrote 0 records for YMZ22-CBOT | 2022-10-22 10:36:29.743 HD Request # 23 | Add time&sales data | Remembered last file record date-time: 2022-10-21 20:59:59.086001 | 2022-10-22 10:36:29.743 HD Request # 23 | Completion time: 0s. | 2022-10-22 10:36:29.743 HD Request # 23 | Intraday data download complete for YMZ22-CBOT. Unique request ID: 17 | 2022-10-22 10:36:29.743 Removing historical data download ID 17. | 2022-10-22 10:36:29.743 Real-time Intraday chart data file updates started for YMZ22-CBOT | 2022-10-22 10:36:29.743 Intraday chart data file opened for YMZ22-CBOT | 2022-10-22 10:36:29.743 HD Request # 23 | Enabling Intraday chart updating for symbol. | 2022-10-22 10:36:29.743 Triggering next historical data download in queue. | 2022-10-22 10:36:29.744 HD Request # 24 | Downloading Intraday chart data for MESZ22-CME to the file MESZ22-CME.scid. Service: cme | 2022-10-22 10:36:29.744 HD Request # 24 | Download start date-time: 2022-10-21 22:59:59.000000. File last date-time: 2022-10-21 22:59:59.698000 | 2022-10-22 10:36:29.744 HD Request # 24 | Using server: ds21.sierracharts.com port 10149 | 2022-10-22 10:36:29.744 Socket (4) | Creating socket. | 2022-10-22 10:36:29.744 Socket (4) | New receive buffer size: 5242880 | 2022-10-22 10:36:29.744 Socket (4) | Connecting to IP: 216.1.90.129. | 2022-10-22 10:36:29.744 Socket (3) | Socket gracefully closed by remote side. | 2022-10-22 10:36:29.871 Socket (3) | Closed. | 2022-10-22 10:36:29.871 HD Request # 24 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:30.018 HD Request # 24 | Sending historical data logon request message. | 2022-10-22 10:36:30.018 HD Request # 24 | Requesting Intraday data. Start date-time: 2022-10-21 22:59:59. Record interval: 0. Symbol: MESZ22 | 2022-10-22 10:36:30.150 HD Request # 24 | Decompressing data. | 2022-10-22 10:36:30.283 HD Request # 24 | Receiving Intraday data for MESZ22-CME starting at 2022-10-21 22:59:59.087000 | 2022-10-22 10:36:30.284 Socket (4) | CloseSocket call. | 2022-10-22 10:36:30.284 Historical data download thread signaled to stop. | 2022-10-22 10:36:30.284 Socket (4) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:30.284 HD Request # 24 | Received 11 Intraday data records from 2022-10-21 22:59:59.087000 to 2022-10-21 22:59:59.698000 (0.6 seconds) and wrote 0 records for MESZ22-CME | 2022-10-22 10:36:30.284 HD Request # 24 | Add time&sales data | Remembered last file record date-time: 2022-10-21 20:59:59.698000 | 2022-10-22 10:36:30.284 HD Request # 24 | Completion time: 1s. | 2022-10-22 10:36:30.284 HD Request # 24 | Intraday data download complete for MESZ22-CME. Unique request ID: 18 | 2022-10-22 10:36:30.284 Removing historical data download ID 18. | 2022-10-22 10:36:30.284 Real-time Intraday chart data file updates started for MESZ22-CME | 2022-10-22 10:36:30.284 Intraday chart data file opened for MESZ22-CME | 2022-10-22 10:36:30.284 HD Request # 24 | Enabling Intraday chart updating for symbol. | 2022-10-22 10:36:30.284 Triggering next historical data download in queue. | 2022-10-22 10:36:30.284 No download requests in the queue to start downloads for. | 2022-10-22 10:36:30.284 Socket (4) | Socket gracefully closed by remote side. | 2022-10-22 10:36:30.418 Socket (4) | Closed. | 2022-10-22 10:36:30.418 Added historical Market depth data request for ESZ22-CME to the queue. | 2022-10-22 10:36:48.611 Market depth data recording state for symbol ESZ22-CME is set to download 'Pending'. | 2022-10-22 10:36:48.611 Triggering next historical data download in queue. | 2022-10-22 10:36:48.611 HD Request # 25 | Downloading Market depth data for ESZ22-CME. Service: cme.marketdepth. | 2022-10-22 10:36:48.611 HD Request # 25 | Download start date-time: 2022-10-19 22:40:00.000000. | 2022-10-22 10:36:48.612 HD Request # 25 | Using server: ds26.sierracharts.com port 10150 | 2022-10-22 10:36:48.612 Socket (3) | Creating socket. | 2022-10-22 10:36:48.612 Socket (3) | New receive buffer size: 5242880 | 2022-10-22 10:36:48.612 Socket (3) | Connecting to IP: 142.215.18.107. | 2022-10-22 10:36:48.612 HD Request # 25 | Setting DTC encoding to Binary VLS | 2022-10-22 10:36:48.878 HD Request # 25 | Sending historical data logon request message. | 2022-10-22 10:36:48.878 Socket (3) | CloseSocket call. | 2022-10-22 10:36:49.006 HD Request # 25 | Error downloading historical Market Depth data for ESZ22-CME. Historical data logon error: Data files folder not set for service code: cme.marketdepth | Username: carfisch | 2022-10-22 10:36:49.006 Historical data download thread signaled to stop. | 2022-10-22 10:36:49.006 Socket (3) | Shutdown started. Waiting for graceful close. | 2022-10-22 10:36:49.006 HD Request # 25 | Received 0 Market depth data records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for ESZ22-CME | 2022-10-22 10:36:49.006 HD Request # 25 | Completion time: 1s. | 2022-10-22 10:36:49.006 HD Request # 25 | Market depth data download complete for ESZ22-CME. Unique request ID: 25 | 2022-10-22 10:36:49.006 Removing historical data download ID 25. | 2022-10-22 10:36:49.006 Real-time market depth file updates started for ESZ22-CME | 2022-10-22 10:36:49.006 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESZ22-CME.2022-10-22.depth | 2022-10-22 10:36:49.007 Triggering next historical data download in queue. | 2022-10-22 10:36:49.007 No download requests in the queue to start downloads for. | 2022-10-22 10:36:49.007 Socket (3) | Socket gracefully closed by remote side. | 2022-10-22 10:36:49.137 Socket (3) | Closed. | 2022-10-22 10:36:49.137 |
| [2022-10-22 12:57:04] |
| User357804 - Posts: 1 |
|
I also have the same issue for CME symbols. I can't download market depth data for the last week. EUREX is working fine instead.
|
| [2022-10-22 15:29:43] |
| caxxxxxx - Posts: 12 |
|
I verified this -> YES, EUREX depth download works for me too. --- Added historical Market depth data request for FDXMZ22-EUREX to the queue. | 2022-10-22 17:24:56.445 Market depth data recording state for symbol FDXMZ22-EUREX is set to download 'Pending'. | 2022-10-22 17:24:56.445 Triggering next historical data download in queue. | 2022-10-22 17:24:56.445 HD Request # 29 | Downloading Market depth data for FDXMZ22-EUREX. Service: eurex.marketdepth. | 2022-10-22 17:24:56.445 HD Request # 29 | Download start date-time: 2022-10-20 17:34:00.000000. | 2022-10-22 17:24:56.446 HD Request # 29 | Using server: ds24.sierracharts.com port 10150 | 2022-10-22 17:24:56.446 Socket (2) | Creating socket. | 2022-10-22 17:24:56.446 Socket (2) | New receive buffer size: 5242880 | 2022-10-22 17:24:56.446 Socket (2) | Connecting to IP: 154.14.194.212. | 2022-10-22 17:24:56.446 HD Request # 29 | Setting DTC encoding to Binary VLS | 2022-10-22 17:24:56.502 HD Request # 29 | Sending historical data logon request message. | 2022-10-22 17:24:56.502 HD Request # 29 | Requesting market depth data. Start date-time: 2022-10-20 17:34:00. Symbol: FDXM202212_FUT_EUREX | 2022-10-22 17:24:56.630 HD Request # 29 | Decompressing data. | 2022-10-22 17:24:56.657 HD Request # 29 | Receiving market depth data for FDXMZ22-EUREX starting at 2022-10-20 17:34:00.005698 | 2022-10-22 17:24:56.692 HD Request # 29 | Timestamp of first market depth data file record written: 2022-10-20 17:34:00.005698. | 2022-10-22 17:24:56.795 Socket (2) | CloseSocket call. | 2022-10-22 17:25:04.184 Historical data download thread signaled to stop. | 2022-10-22 17:25:04.184 Socket (2) | Shutdown started. Waiting for graceful close. | 2022-10-22 17:25:04.184 HD Request # 29 | Received 4958756 Market depth data records from 2022-10-20 17:34:00.005698 to 2022-10-22 00:29:45.458543 (30.9 hours) and wrote 4958756 records for FDXMZ22-EUREX | 2022-10-22 17:25:04.184 HD Request # 29 | Completion time: 8s. | 2022-10-22 17:25:04.184 HD Request # 29 | Market depth data download complete for FDXMZ22-EUREX. Unique request ID: 29 | 2022-10-22 17:25:04.184 Removing historical data download ID 29. | 2022-10-22 17:25:04.184 Real-time market depth file updates started for FDXMZ22-EUREX | 2022-10-22 17:25:04.184 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\FDXMZ22-EUREX.2022-10-22.depth | 2022-10-22 17:25:04.185 Triggering next historical data download in queue. | 2022-10-22 17:25:04.185 No download requests in the queue to start downloads for. | 2022-10-22 17:25:04.185 Socket (2) | Socket gracefully closed by remote side. | 2022-10-22 17:25:04.208 Socket (2) | Closed. | 2022-10-22 17:25:04.208 --- |
| [2022-10-22 16:53:57] |
| AlinGA - Posts: 14 |
|
I have the same error
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| [2022-10-22 19:45:12] |
| Sierra_Chart Engineering - Posts: 18843 |
|
We are checking on this now.
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 |
| [2022-10-22 20:21:46] |
| Sierra_Chart Engineering - Posts: 18843 |
|
Refer to this thread here: Notice: Historical Market Depth Data for CME Group 2022-10-16 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 |
| [2022-10-24 22:15:26] |
| caxxxxxx - Posts: 12 |
|
Re-tested today -> CME depth data can be loaded again -> FIXED -> THANK YOU!!!
|
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