Support Board
Date/Time: Wed, 19 Mar 2025 23:14:47 +0000
Downloaded market depth data all stuck at current bar
View Count: 430
| [2022-10-27 16:00:18] |
| User783051 - Posts: 4 |
|
Hello, i have been following all the steps on other support questions on how to download historical market depth data. i right click and download from further back in the chart and all i get is a few mins of depth and then it seems to aggregate it all at the current period I have added the logs from a fresh download to see if there is a issue there Software version: 2353 64-bit | 2022-10-26 21:12:57.197 Primary Thread ID: 21860 | 2022-10-26 21:12:57.197 Usage end date: 2022-12-06 | 2022-10-26 21:12:57.197 Enabled for: Advanced Features 2. | 2022-10-26 21:12:57.197 Enabled for: Sierra Chart Historical Data Service. | 2022-10-26 21:12:57.197 Enabled for: Denali Real-Time Exchange Data Feed. | 2022-10-26 21:12:57.197 Enabled for: Delayed Denali Exchange Data Feed. | 2022-10-26 21:12:57.197 Enabled for exchange2: CME (Trading Account Required) | 2022-10-26 21:12:57.197 Enabled for exchange2: CBOT (Trading Account Required) | 2022-10-26 21:12:57.197 Enabled for exchange2: COMEX (Trading Account Required) | 2022-10-26 21:12:57.197 Enabled for exchange2: NYMEX (Trading Account Required) | 2022-10-26 21:12:57.197 Enabled for exchange2: EUREX EOBI | 2022-10-26 21:12:57.197 Enabled for exchange2: fairx_exchange.data | 2022-10-26 21:12:57.197 Enabled for exchange2: NASDAQ US stock data | 2022-10-26 21:12:57.197 Allow Support for Sierra Chart Data Feeds is enabled. | 2022-10-26 21:12:57.197 Current selected Data/Trading service: DTC - Sub Instance | 2022-10-26 21:12:57.197 Custom symbol settings values: enabled | 2022-10-26 21:12:57.197 Chart Update Interval: 1000 | 2022-10-26 21:12:57.198 Intraday Data Storage Time Unit: 0 | 2022-10-26 21:12:57.198 Time Zone: +01:00:00 (GMT+00BST+01,M3.5.0/01:00,M10.5.0/02:00) | 2022-10-26 21:12:57.198 2022-10-26 20:12:57 Local computer time in UTC | 2022-10-26 21:12:57.198 2022-10-26 21:12:57 Local computer time in SC Time Zone | 2022-10-26 21:12:57.198 2022-10-26 17:07:40 Server time in UTC | 2022-10-26 21:12:57.198 Local computer UTC time and Server UTC time difference: 1 seconds. | 2022-10-26 21:12:57.198 Program path: S:\SierraChart\SierraChartInstance_3\ | 2022-10-26 21:12:57.198 Data Files path: S:\SierraChart\SierraChartInstance_3\Data\ | 2022-10-26 21:12:57.198 OS Version Number: 10.0 | 2022-10-26 21:12:57.198 Locale Setting: C | 2022-10-26 21:12:57.198 DLLs: FootprintReversalSystem_64.dll, MainSystem_64.dll, OrderflowIndicator_64.dll, OrderFlowLabs.com.beta_64.dll, OrderFlowLabs.com_64.dll, sierra-chart-driver-v2.dll, sst_gamma_bands.dll, sst_gamma_bands_64.dll, sst_gamma_bands_csv_64.dll, UserContributedStudies_64.dll | 2022-10-26 21:12:57.198 Allowed protected custom studies: | 2022-10-26 21:12:57.198 Added historical Market depth data request for ESZ22-CME to the queue. | 2022-10-26 21:13:09.041 Market depth data recording state for symbol ESZ22-CME is set to download 'Pending'. | 2022-10-26 21:13:09.041 Triggering next historical data download in queue. | 2022-10-26 21:13:09.041 HD Request # 94 | Downloading Market depth data for ESZ22-CME. Service: cme.marketdepth | 2022-10-26 21:13:09.041 HD Request # 94 | Download start date-time: 2022-10-26 14:30:00.000000. | 2022-10-26 21:13:09.046 HD Request # 94 | Using server: ds21.sierracharts.com port 10149 | 2022-10-26 21:13:09.046 Socket (1) | Creating socket. | 2022-10-26 21:13:09.046 Socket (1) | New receive buffer size: 5242880 | 2022-10-26 21:13:09.046 Socket (1) | Connecting to IP: 216.1.90.129. | 2022-10-26 21:13:09.046 Opened cached Depth file: S:\SierraChart\SierraChartInstance_3\Data\MarketDepthData\ESZ22-CME.2022-10-26.depth | 2022-10-26 21:13:09.174 HD Request # 94 | Setting DTC encoding to Binary VLS | 2022-10-26 21:13:09.241 HD Request # 94 | Sending historical data logon request message. | 2022-10-26 21:13:09.241 HD Request # 94 | Requesting market depth data. Start date-time: 2022-10-26 14:30:00. Symbol: ESZ22 | 2022-10-26 21:13:09.826 HD Request # 94 | Decompressing data. | 2022-10-26 21:13:09.925 HD Request # 94 | Receiving market depth data for ESZ22-CME starting at 2022-10-26 14:30:00.000000 | 2022-10-26 21:13:10.028 HD Request # 94 | Truncating file to starting date-time of 2022-10-26 14:30:00.000000 | 2022-10-26 21:13:10.031 HD Request # 94 | Timestamp of first market depth data file record written: 2022-10-26 14:30:00.000000 | 2022-10-26 21:13:10.419 Socket (1) | CloseSocket call. | 2022-10-26 21:13:48.631 Socket (1) | Shutdown started. Waiting for graceful close. | 2022-10-26 21:13:48.631 Historical data download thread signaled to stop. | 2022-10-26 21:13:48.631 HD Request # 94 | Received 11339580 Market depth data records from 2022-10-26 14:30:00.000000 to 2022-10-26 21:13:47.478000 (6.7 hours) and wrote 11339580 records for ESZ22-CME | 2022-10-26 21:13:48.631 HD Request # 94 | Completion time: 39s | 2022-10-26 21:13:48.631 HD Request # 94 | Market depth data download complete for ESZ22-CME. Unique request ID: 71 | 2022-10-26 21:13:48.631 Removing historical data download ID 71. | 2022-10-26 21:13:48.631 Real-time market depth file updates started for ESZ22-CME | 2022-10-26 21:13:48.631 Opened cached Depth file: S:\SierraChart\SierraChartInstance_3\Data\MarketDepthData\ESZ22-CME.2022-10-26.depth | 2022-10-26 21:13:48.635 ESZ22-CME 1 Min #1 | Flagging to reload Intraday data on market depth download completion. | 2022-10-26 21:13:48.635 Triggering next historical data download in queue. | 2022-10-26 21:13:48.635 No download requests in the queue to start downloads for. | 2022-10-26 21:13:48.635 Socket (1) | Socket gracefully closed by remote side. | 2022-10-26 21:13:48.724 Socket (1) | Closed. | 2022-10-26 21:13:48.724 Opened cached Depth file: S:\SierraChart\SierraChartInstance_3\Data\MarketDepthData\ESZ22-CME.2022-10-26.depth | 2022-10-26 21:13:48.826 ESZ22-CME 1 Min #1 | Reloading chart. | 2022-10-26 21:13:49.211 Loading market depth data. | 2022-10-26 21:13:54.540 Loaded depth data records for ESZ22-CME 2022-10-26 from 2022-10-26 14:28:00.000000 to 2022-10-26 21:13:47.628000. | 2022-10-26 21:13:55.849 I will also send a chart to show the issue https://www.sierrachart.com/image.php?Image=1666815619670.png |
| [2022-10-27 17:14:16] |
| John - SC Support - Posts: 38812 |
|
We see that this is a Sub-Instance. Please open a chart for that same symbol in the Main Instance and see if the data is present there. If not, then go through the process to download the historical data in the Main Instance. Once that is done and it shows properly, then go back to your Sub-Instance and first do Edit >> Reload and Recalculate. If that does not fill in the market depth, then try the download again in the sub-instance.
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