Login Page - Create Account

Support Board


Date/Time: Thu, 28 Nov 2024 03:38:52 +0000



Interactive Brokers Historical Data download Error

View Count: 915

[2023-02-17 08:33:01]
weav - Posts: 30
Hi
I've seen the sticky posts about IB problems recently. I've upgraded SC to 2480 but I'm still seeing an issue.

I have several Historical data charts open for London Stock Exchange ETF stocks in my chartbook and I'm noticing that most of them have recent daily data missing. For instance "2PAL-STK-LSEETF-USD" last candle was for 10th Feb. When I select "Edit->Download Data - Historical Chart" I get the "Download Canceled" error message. When I try "Edit->Download Data - Historical Chart" again usually it works and I get up to date Historical data!

Log extract for 1st attempt at download:
HD Request # 25 | Downloading Historical Daily chart data for 2PAL-STK-LSEETF-USD. Starting date: 2023-02-08. Service: 2PAL-STK-LSEETF-USD | 2023-02-17 08:01:21.814
HD Request # 25 | Requesting 19 days of historical Daily data for 2PAL-STK-LSEETF-USD with end date 2023-02-27 | 2023-02-17 08:01:21.814
Interactive Brokers | Processing message ID 4 | 2023-02-17 08:01:21.815
Message from IB: Error reading request. Unable to parse data. java.lang.NumberFormatException: For input string: "2PAL". IB Error Code: 320. Request ID: 200003. | 2023-02-17 08:01:21.815
Interactive Brokers | Finished processing message ID 4 | 2023-02-17 08:01:21.815
0=4 | 1=2 | 2=200003 | 3=320 | 4=Error reading request. Unable to parse data. java.lang.NumberFormatException: For input string: "2PAL" | 5=NULL | | 2023-02-17 08:01:21.815
IB TWS socket (1) | Socket gracefully closed by remote side. | 2023-02-17 08:01:21.816
IB TWS socket (1) | CloseSocket call. | 2023-02-17 08:01:21.817
Connection to the external service has been lost. | 2023-02-17 08:01:21.817
IB TWS socket (1) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2023-02-17 08:01:21.817
IB TWS socket (1) | Closed. | 2023-02-17 08:01:21.817
HD Request # 25 | Active download canceled. | 2023-02-17 08:01:22.738
HD Request # 25 | Received 0 Daily data records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for 2PAL-STK-LSEETF-USD | 2023-02-17 08:01:22.738
HD Request # 25 | Completion time: 1s. | 2023-02-17 08:01:22.738
HD Request # 25 | Daily data download complete for 2PAL-STK-LSEETF-USD. Unique request ID: 139 | 2023-02-17 08:01:22.738
Removing historical data download ID 139. | 2023-02-17 08:01:22.738



But then as I say on my 2nd attempt 2 minutes later - no issues and I see "Historical Download Complete" and the latest bar.
When I login most of my daily charts are not up to date so I guess this error is happening for most if not all of them. I have to cycle through each chart and Download Historical Data twice to get the data up to date.

Is this something I need to talk to IB about? Or something SC Support can help with?

thank you
[2023-02-17 15:28:15]
Sierra_Chart Engineering - Posts: 17199
0=4 | 1=2 | 2=200003 | 3=320 | 4=Error reading request. Unable to parse data. java.lang.NumberFormatException: For input string: "2PAL" | 5=NULL | | 2023-02-17 08:01:21.815
This particular error is coming from Interactive Brokers and they are indicating the problem is with this:
"2PAL"

Ask them about this.
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
Date Time Of Last Edit: 2023-02-17 15:28:26
[2023-02-23 09:01:23]
weav - Posts: 30
thanks. If anybody is interested, I didn't get in touch with interactive brokers in the end. I found a quicker solution of converting the charts into Intraday data instead. This seemed to get round the problem and I no longer had "Download Cancelled" errors on chart backfills. I also found out that some of the LSE ETFs are so illiquid that maybe you don't get a trade for a day or two, even though the bid-ask has changed and the official exchange site uses this as the latest price. If there is no trade on a given day then there is no data to show in Sierra Chart.
[2023-06-13 21:11:07]
User851058 - Posts: 9
Hi, I am experiencing the same issue, but for Warsaw Stock Exchange daily charts. Some tickers does not want to load and I'm getting similar log output.
The behavior is as follows:
I scan some tickers, e.g. PKN-STK-WSE-PLN, ALE-STK-WSE-PLN, CCC-STK-WSE-PLN and DAT-STK-WSE-PLN - and on this last one now, I got "download canceled" and "Symbol settings not found for current service" and there is no data.
When I disconnect via SC and connect again, it starts to load. Previously, when I had this problem with CCC-STK-WSE-PLN ticker, I contacted Interactive Brokers support to ask what is going on, sent detailed log file, but they told me that this CCC-STK-WSE-PLN request never came to them (does not exist in the logs) and when I reconnected in SC, it started to load, and they saw it.

btw. I ofc have the relevant GFIS data subscription in IB for WSE and setup the connection with this instruction: Interactive Brokers Trading Service: Setup Instructions


Andrew Wi: I see no references for a CCC contract.

mateuszkrazek: CCC should be there though, hmm, unless it's not going out of the Sierra Chart, because they "cancel the download"

because now that I rebooted SC, CCC chart started to load

Andrew Wi: I double checked the API and the TWS logs, and neither had any reference to a request for CCC


Also, as @weav described here, when I switch to Intraday (h1), I can see the data for the DAT ticker, but when I changed it back to D1, still the same error, I have to reconnect and this is a bit problematic, especially when I'm using "Assosiated watch list"

Also, from the logs (attached below) I can read, that there is this: Message from IB: Error reading request. Unable to parse data. java.lang.NumberFormatException: For input string: "STK". IB Error Code: 320. Request ID: 200003. | 2023-06-13 22:35:25.480
Than later SC disconnects, download is canceled, than it regains the connection, but does not start the download. Is there something You can do to fix this? Or is this on Interactive Brokers side (even though they stated that this request never came to them)?

With best regards,
Mateusz K.

Added historical Daily data request for DAT-STK-WSE-PLN to the queue. | 2023-06-13 22:35:25.476
Triggering next historical data download in queue. | 2023-06-13 22:35:25.476
Interactive Brokers | Starting real-time market data updates for: DAT-STK-WSE-PLN. ID: 4 | 2023-06-13 22:35:25.476
Interactive Brokers | Subscribing to Symbol: DAT, SecurityType: STK, Expiration: , Exchange: WSE, Primary Exchange: , Currency: PLN, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2023-06-13 22:35:25.476
Interactive Brokers | Requesting security definition data for: DAT-STK-WSE-PLN. ID: 4 | 2023-06-13 22:35:25.476
HD Request # 11 | Downloading Historical Daily chart data for DAT-STK-WSE-PLN. Starting date: 1973-06-13. Service: interactive_brokers.trading | 2023-06-13 22:35:25.477
HD Request # 11 | Requesting 365 days of historical Daily data for DAT-STK-WSE-PLN with end date 2023-06-13 | 2023-06-13 22:35:25.477
Message from IB: Error reading request. Unable to parse data. java.lang.NumberFormatException: For input string: "STK". IB Error Code: 320. Request ID: 200003. | 2023-06-13 22:35:25.480
IB TWS socket (1) | Socket gracefully closed by remote side. | 2023-06-13 22:35:25.480
IB TWS socket (1) | CloseSocket call. | 2023-06-13 22:35:25.481
Connection to the external service has been lost. | 2023-06-13 22:35:25.481
IB TWS socket (1) | Shutdown error. Windows error code 10054: An existing connection was forcibly closed by the remote host. | 2023-06-13 22:35:25.481 *
IB TWS socket (1) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2023-06-13 22:35:25.481
IB TWS socket (1) | Closed. | 2023-06-13 22:35:25.481
HD Request # 11 | Active download canceled. | 2023-06-13 22:35:25.490
HD Request # 11 | Received 0 Daily data records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for DAT-STK-WSE-PLN | 2023-06-13 22:35:25.490
HD Request # 11 | Completion time: 0s. | 2023-06-13 22:35:25.490
HD Request # 11 | Daily data download complete for DAT-STK-WSE-PLN. Unique request ID: 11 | 2023-06-13 22:35:25.490
Removing historical data download ID 11. | 2023-06-13 22:35:25.490

Triggering next historical data download in queue. | 2023-06-13 22:35:25.490
IB TWS socket (0) | CloseSocket call. | 2023-06-13 22:35:25.490
Interactive Brokers | Disconnected. | 2023-06-13 22:35:25.490
Will reconnect to the server in 2.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts. | 2023-06-13 22:35:25.490
No download requests in the queue to start downloads for. | 2023-06-13 22:35:25.490
DAT-STK-WSE-PLN [CBV-D] Daily #2 | Reloading chart. | 2023-06-13 22:35:25.976
DAT-STK-WSE-PLN [CBV-D] Daily #2 | Symbol Settings not found for symbol. Unable to build continuous futures contract chart. | 2023-06-13 22:35:25.976
DAT-STK-WSE-PLN [CBV-D] Daily #2 | There are no continuous futures contract symbols. Loading data normally. | 2023-06-13 22:35:25.976
DAT-STK-WSE-PLN [CBV-D] Daily #2 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\DAT-STK-WSE-PLN.dly | 2023-06-13 22:35:25.983

Interactive Brokers | Connecting to 127.0.0.1:7496 | 2023-06-13 22:35:27.498
IB TWS socket (1) | Creating socket. | 2023-06-13 22:35:27.498
IB TWS socket (1) | New receive buffer size: 5242880 | 2023-06-13 22:35:27.498
IB TWS socket (1) | Connecting to IP: 127.0.0.1. | 2023-06-13 22:35:27.498
Interactive Brokers | Sending API sign: API | 2023-06-13 22:35:28.001
Interactive Brokers | Sending client version: v100..176 +PACEAPI. Waiting for acceptance. | 2023-06-13 22:35:28.001
Interactive Brokers | TWS server version: 176 | 2023-06-13 22:35:28.010
Interactive Brokers | TWS time: 20230613 22:35:23 CET | 2023-06-13 22:35:28.010
Interactive Brokers | Connected. Sending Start API command. | 2023-06-13 22:35:28.260
Interactive Brokers | Waiting for account information. | 2023-06-13 22:35:28.261
IB Account information received. | 2023-06-13 22:35:28.265
Interactive Brokers | Received 1 Trade Accounts from TWS. | 2023-06-13 22:35:28.265
Interactive Brokers | Connected to Live account. | 2023-06-13 22:35:28.265
Updated verified funded futures trading account ending date to: 2023-07-13 20:35:28 | 2023-06-13 22:35:28.265
Interactive Brokers | Connected to server complete. | 2023-06-13 22:35:28.265
Triggering next historical data download in queue. | 2023-06-13 22:35:28.265
Triggering next historical data download in queue. | 2023-06-13 22:35:28.265
Triggering next historical data download in queue. | 2023-06-13 22:35:28.265
Triggering next historical data download in queue. | 2023-06-13 22:35:28.265
Updated verified funded futures trading account ending date to: 2023-07-13 20:35:28 | 2023-06-13 22:35:28.265
No download requests in the queue to start downloads for. | 2023-06-13 22:35:28.265
No download requests in the queue to start downloads for. | 2023-06-13 22:35:28.265
No download requests in the queue to start downloads for. | 2023-06-13 22:35:28.265
No download requests in the queue to start downloads for. | 2023-06-13 22:35:28.265
Using symbol data fast lookup vector | 2023-06-13 22:35:28.267
Interactive Brokers | Starting real-time market data updates for: DAT-STK-WSE-PLN. ID: 1 | 2023-06-13 22:35:28.267
Interactive Brokers | Subscribing to Symbol: DAT, SecurityType: STK, Expiration: , Exchange: WSE, Primary Exchange: , Currency: PLN, Multiplier: , CallPut: , Strike: , LocalSymbol: , TradingClass: | 2023-06-13 22:35:28.267
Interactive Brokers | Requesting security definition data for: DAT-STK-WSE-PLN. ID: 1 | 2023-06-13 22:35:28.267
Interactive Brokers | Next valid order ID: 1 | 2023-06-13 22:35:28.276
Message from IB: Market data farm connection is OK:usfarm.nj. IB Error Code: 2104. Request ID: -1. | 2023-06-13 22:35:28.277
Message from IB: Market data farm connection is OK:usfuture. IB Error Code: 2104. Request ID: -1. | 2023-06-13 22:35:28.277
Message from IB: Market data farm connection is OK:eufarm. IB Error Code: 2104. Request ID: -1. | 2023-06-13 22:35:28.277
Message from IB: Market data farm connection is OK:cashfarm. IB Error Code: 2104. Request ID: -1. | 2023-06-13 22:35:28.277
Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2023-06-13 22:35:28.277
Message from IB: HMDS data farm connection is OK:euhmds. IB Error Code: 2106. Request ID: -1. | 2023-06-13 22:35:28.277
Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2023-06-13 22:35:28.277
Message from IB: Sec-def data farm connection is OK:secdefnj. IB Error Code: 2158. Request ID: -1. | 2023-06-13 22:35:28.277
Message from IB: Error validating request.-'ch' : cause - The API interface is currently in Read-Only mode. IB Error Code: 321. Request ID: -1. | 2023-06-13 22:35:28.277
Message from IB: Error validating request.-'ch' : cause - The API interface is currently in Read-Only mode. IB Error Code: 321. Request ID: -1. | 2023-06-13 22:35:28.277
Interactive Brokers | Requesting Trade Positions snapshot and updates for account: U112* | 2023-06-13 22:35:28.508
Interactive Brokers | Received Trade Positions download end message for account U112* | 2023-06-13 22:35:28.515
Interactive Brokers | Begin Trade Positions processing. | 2023-06-13 22:35:28.515
Interactive Brokers | Received Trade Positions. Performing final processing. | 2023-06-13 22:35:28.515
Message from IB: Error validating request.-'cB' : cause - The API interface is currently in Read-Only mode. IB Error Code: 321. Request ID: 2147483647. | 2023-06-13 22:35:28.515
DAT-STK-WSE-PLN [CBV-D] Daily #2 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-06-13 22:35:28.977
Date Time Of Last Edit: 2023-06-13 21:14:33
[2023-06-13 21:30:14]
John - SC Support - Posts: 36350
There is also the following message from IB:
Message from IB: Error validating request.-'ch' : cause - The API interface is currently in Read-Only mode. IB Error Code: 321. Request ID: -1. | 2023-06-13 22:35:28.277

We have no idea what "Read-Only mode" is about, but perhaps this will give some clue as to what is going on with IB (to the IB people). There really is nothing we can do for you on this. There is something strange with IB in this case, but we do not know what it is.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-06-13 21:44:50]
User851058 - Posts: 9
Firstly, thank You very much John for quick response.

Secondly, Ok, gonna try to contact IB Support again and try to get some details on this issue by sending them this explicit log output from Sierra Chart and I'm gonna post it here if I get to know something interesting from them.

Or maybe there is some other data provider with access to Warsaw Stock Exchange (WSE) that is supported/recommended by Sierra Chart? Or is Interactive Brokers the only choice here?

With best regards,
MAK
[2023-06-13 22:29:22]
John - SC Support - Posts: 36350
Sorry, we do not have the data, and we do not know who else might.

You can check with IQ Feed, as they have a large variety of data and we can bring in their data. Refer to the following:
DTN IQ Feed Data Service
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account