Support Board
Date/Time: Thu, 28 Nov 2024 22:36:46 +0000
Not retrieving Level 2 Data for Crude Oil but I am for ES/NQ - Full CME Group and CME wit
View Count: 465
| [2023-03-29 19:07:38] |
| tarik medjber - Posts: 13 |
|
Hi there, I have Full CME Group and CME with Market Depth activated subscriptions. I can access full DOM for ES and NQ but using the same settings with CL, I only get level 1 data. Any ideas, I saw that someone (Subcribed to data but cannot get market depth data) had this issue a few years ago. I'm connected to Rithmic. I can see the logs say: Market Depth data has been rejected for symbol: CLK3.NYMEX. Not authorized for market depth but I don't understand why? Rithmic/Apex allows for CL market depth out of the box. Thanks, Tarik Here is the log when connecting to data: Saved Chartbook: ES.Cht. Time: 0.0013 seconds. | 2023-03-29 20:05:50.856 Saved Chartbook: NQ.Cht. Time: 0.0053 seconds. | 2023-03-29 20:05:50.865 Saved Chartbook: CL.Cht. Time: 0.0022 seconds. | 2023-03-29 20:05:50.871 File >> Disconnect selected. | 2023-03-29 20:06:11.374 Rithmic Direct - DTC | Waiting for socket receive thread to end | 2023-03-29 20:06:11.380 DTC Client socket (1) | CloseSocket call. | 2023-03-29 20:06:11.380 DTC Client socket (1) | Max send buffers used during socket life: 3 | 2023-03-29 20:06:11.380 DTC Client socket (1) | Max send buffer size during socket life: 406 | 2023-03-29 20:06:11.380 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2023-03-29 20:06:11.380 SC Data - All Services | Waiting for socket receive thread to end | 2023-03-29 20:06:11.380 DTC Client socket (2) | CloseSocket call. | 2023-03-29 20:06:11.380 DTC Client socket (2) | Shutdown started. Waiting for graceful close. | 2023-03-29 20:06:11.380 SC Data - All Services | Disconnected from the server. | 2023-03-29 20:06:11.380 Rithmic Direct - DTC | Disconnected. | 2023-03-29 20:06:11.380 DTC Client socket (1) | Socket gracefully closed by remote side. | 2023-03-29 20:06:11.482 DTC Client socket (1) | Closed. | 2023-03-29 20:06:11.482 Rithmic Direct - DTC | Using server connection: Apex-Chicago Area-Non-Aggregated | 2023-03-29 20:06:13.858 Rithmic Direct - DTC | Connecting to the server rsc.rithmic.com. Port 50528 | 2023-03-29 20:06:13.862 DTC Client socket (1) | Creating socket. Using TLS 1.2. | 2023-03-29 20:06:13.864 DTC Client socket (1) | New receive buffer size: 5242880 | 2023-03-29 20:06:13.864 DTC Client socket (1) | Connecting to IP: 216.57.156.163. | 2023-03-29 20:06:13.864 Rithmic Direct - DTC | Network connection to server complete. | 2023-03-29 20:06:13.966 Rithmic Direct - DTC | Starting socket receive thread. | 2023-03-29 20:06:13.966 Rithmic Direct - DTC | Setting DTC encoding to Binary | 2023-03-29 20:06:13.966 Rithmic Direct - DTC | Sending logon request message. | 2023-03-29 20:06:13.966 Rithmic Direct - DTC | Received logon response. | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Server Name: . | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Server protocol version: 8. Client protocol version: 8 | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Successfully connected. | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Trading is supported. | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Order cancel and replace is supported. | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | OCO Orders supported. | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Symbol and Exchange Delimiter: . | 2023-03-29 20:06:14.274 Rithmic Direct - DTC | Connected to server complete. | 2023-03-29 20:06:14.274 Triggering next historical data download in queue. | 2023-03-29 20:06:14.275 Triggering next historical data download in queue. | 2023-03-29 20:06:14.275 Triggering next historical data download in queue. | 2023-03-29 20:06:14.275 Triggering next historical data download in queue. | 2023-03-29 20:06:14.275 Updated verified funded futures trading account ending date to: 2023-04-28 19:06:14 | 2023-03-29 20:06:14.275 No download requests in the queue to start downloads for. | 2023-03-29 20:06:14.281 No download requests in the queue to start downloads for. | 2023-03-29 20:06:14.281 No download requests in the queue to start downloads for. | 2023-03-29 20:06:14.281 No download requests in the queue to start downloads for. | 2023-03-29 20:06:14.281 Mapping MNQM3.CME to MNQM23. Service code: cme | 2023-03-29 20:06:14.303 Using symbol data fast lookup vector | 2023-03-29 20:06:14.303 SC Data - All Services | Starting real-time market data updates for: MNQM3.CME (MNQM23). ID: 1 Service code: cme | 2023-03-29 20:06:14.303 SC Data - All Services | Connecting to the server ds23-2.sierracharts.com. Port 443 | 2023-03-29 20:06:14.303 SC Data - All Services | Requesting security definition data for: MNQM3.CME (MNQM23). ID: 1 | 2023-03-29 20:06:14.303 Mapping NQM3.CME to NQM23. Service code: cme | 2023-03-29 20:06:14.303 SC Data - All Services | Starting real-time market data updates for: NQM3.CME (NQM23). ID: 2 Service code: cme | 2023-03-29 20:06:14.303 SC Data - All Services | Requesting security definition data for: NQM3.CME (NQM23). ID: 2 | 2023-03-29 20:06:14.303 Added historical Intraday data request for NQM3.CME to the queue. | 2023-03-29 20:06:14.303 Intraday data recording state for symbol NQM3.CME is set to download 'Pending'. | 2023-03-29 20:06:14.303 Triggering next historical data download in queue. | 2023-03-29 20:06:14.303 DTC Client socket (3) | Creating socket. | 2023-03-29 20:06:14.303 DTC Client socket (3) | New receive buffer size: 5242880 | 2023-03-29 20:06:14.303 DTC Client socket (3) | Connecting to IP: 142.215.17.187. | 2023-03-29 20:06:14.303 Delaying start of download for NQM3.CME. | 2023-03-29 20:06:14.303 Mapping ESM3.CME to ESM23. Service code: cme | 2023-03-29 20:06:14.304 SC Data - All Services | Starting real-time market data updates for: ESM3.CME (ESM23). ID: 3 Service code: cme | 2023-03-29 20:06:14.304 SC Data - All Services | Requesting security definition data for: ESM3.CME (ESM23). ID: 3 | 2023-03-29 20:06:14.304 Added historical Intraday data request for ESM3.CME to the queue. | 2023-03-29 20:06:14.304 Intraday data recording state for symbol ESM3.CME is set to download 'Pending'. | 2023-03-29 20:06:14.304 Triggering next historical data download in queue. | 2023-03-29 20:06:14.304 Mapping MESM3.CME to MESM23. Service code: cme | 2023-03-29 20:06:14.304 SC Data - All Services | Starting real-time market data updates for: MESM3.CME (MESM23). ID: 4 Service code: cme | 2023-03-29 20:06:14.304 SC Data - All Services | Requesting security definition data for: MESM3.CME (MESM23). ID: 4 | 2023-03-29 20:06:14.304 Mapping MCLK3.NYMEX to MCLK23. Service code: nymex | 2023-03-29 20:06:14.308 SC Data - All Services | Starting real-time market data updates for: MCLK3.NYMEX (MCLK23). ID: 5 Service code: nymex | 2023-03-29 20:06:14.308 SC Data - All Services | Requesting security definition data for: MCLK3.NYMEX (MCLK23). ID: 5 | 2023-03-29 20:06:14.308 Mapping CLK3.NYMEX to CLK23. Service code: nymex | 2023-03-29 20:06:14.308 SC Data - All Services | Starting real-time market data updates for: CLK3.NYMEX (CLK23). ID: 6 Service code: nymex | 2023-03-29 20:06:14.308 SC Data - All Services | Requesting security definition data for: CLK3.NYMEX (CLK23). ID: 6 | 2023-03-29 20:06:14.308 Added historical Intraday data request for CLK3.NYMEX to the queue. | 2023-03-29 20:06:14.308 Intraday data recording state for symbol CLK3.NYMEX is set to download 'Pending'. | 2023-03-29 20:06:14.308 Triggering next historical data download in queue. | 2023-03-29 20:06:14.308 SC Data - All Services | Network connection to server complete. | 2023-03-29 20:06:14.404 SC Data - All Services | Starting socket receive thread. | 2023-03-29 20:06:14.404 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2023-03-29 20:06:14.404 Updated verified funded futures trading account ending date to: 2023-04-28 19:06:14 | 2023-03-29 20:06:14.404 SC Data - All Services | Setting DTC encoding to Binary VLS | 2023-03-29 20:06:14.519 SC Data - All Services | Sending logon request message. | 2023-03-29 20:06:14.519 SC Data - All Services | Received logon response. | 2023-03-29 20:06:15.396 SC Data - All Services | Server Name: SC Realtime Server. | 2023-03-29 20:06:15.396 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2023-03-29 20:06:15.396 SC Data - All Services | Successfully connected. | 2023-03-29 20:06:15.396 SC Data - All Services | Trading is not supported. | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: CLK3.NYMEX -> CLK23 | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: ESM3.CME -> ESM23 | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: MCLK3.NYMEX -> MCLK23 | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: MESM3.CME -> MESM23 | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: MNQM3.CME -> MNQM23 | 2023-03-29 20:06:15.396 SC Data - All Services | Restarting real-time data updates for symbol: NQM3.CME -> NQM23 | 2023-03-29 20:06:15.396 SC Data - All Services | Received security definition for symbol CLK3.NYMEX | 2023-03-29 20:06:15.584 SC Data - All Services | Received security definition for symbol ESM3.CME | 2023-03-29 20:06:15.584 SC Data - All Services | Received security definition for symbol MCLK3.NYMEX | 2023-03-29 20:06:15.584 SC Data - All Services | Received security definition for symbol MESM3.CME | 2023-03-29 20:06:15.584 SC Data - All Services | Received security definition for symbol MNQM3.CME | 2023-03-29 20:06:15.584 SC Data - All Services | Received security definition for symbol NQM3.CME | 2023-03-29 20:06:15.584 Requesting market depth updates for: CLK3.NYMEX if supported. | 2023-03-29 20:06:19.269 Requesting market depth updates for: ESM3.CME if supported. | 2023-03-29 20:06:19.269 Requesting market depth updates for: NQM3.CME if supported. | 2023-03-29 20:06:19.269 SC Data - All Services | Clearing market depth for ESM3.CME | 2023-03-29 20:06:19.437 SC Data - All Services | Clearing market depth for NQM3.CME | 2023-03-29 20:06:19.437 SC Data - All Services | Market Depth data has been rejected for symbol: CLK3.NYMEX. Not authorized for market depth. | 2023-03-29 20:06:19.437 HD Request # 32 | Downloading Intraday chart data for NQM3.CME to the file NQM3.CME.scid. Service: cme | 2023-03-29 20:06:20.988 HD Request # 32 | Download start date-time: 2023-03-29 20:06:11.000000. File last date-time: 2023-03-29 20:06:11.379000 | 2023-03-29 20:06:20.988 HD Request # 32 | Using server: ds23.sierracharts.com port 10149 | 2023-03-29 20:06:20.988 Socket (4) | Creating socket. | 2023-03-29 20:06:20.988 Socket (4) | New receive buffer size: 5242880 | 2023-03-29 20:06:20.988 Socket (4) | Connecting to IP: 142.215.17.190. | 2023-03-29 20:06:20.988 HD Request # 32 | Setting DTC encoding to Binary VLS | 2023-03-29 20:06:21.203 HD Request # 32 | Sending historical data logon request message. | 2023-03-29 20:06:21.203 HD Request # 32 | Requesting Intraday data. Start date-time: 2023-03-29 20:06:11. Record interval: 0. Symbol: NQM23 | 2023-03-29 20:06:21.856 HD Request # 32 | Decompressing data. | 2023-03-29 20:06:21.956 HD Request # 32 | Receiving Intraday data for NQM3.CME starting at 2023-03-29 20:06:11.078000 | 2023-03-29 20:06:21.956 Socket (4) | CloseSocket call. | 2023-03-29 20:06:21.957 Socket (4) | Shutdown started. Waiting for graceful close. | 2023-03-29 20:06:21.957 Historical data download thread signaled to stop. | 2023-03-29 20:06:21.957 HD Request # 32 | Timestamp of first Intraday data file record written: 2023-03-29 20:06:11.472000. | 2023-03-29 20:06:21.957 HD Request # 32 | Received 83 Intraday data records from 2023-03-29 20:06:11.078000 to 2023-03-29 20:06:19.661000 (8.6 seconds) and wrote 75 records for NQM3.CME | 2023-03-29 20:06:21.957 HD Request # 32 | Add time&sales data | Remembered last file record date-time: 2023-03-29 19:06:19.661000 | 2023-03-29 20:06:21.961 Added 15 Time and Sales records to Intraday data file for NQM3.CME after download. | 2023-03-29 20:06:21.961 HD Request # 32 | Completion time: 1s. | 2023-03-29 20:06:21.961 HD Request # 32 | Intraday data download complete for NQM3.CME. Unique request ID: 32 | 2023-03-29 20:06:21.961 Removing historical data download ID 32. | 2023-03-29 20:06:21.961 Real-time Intraday chart data file updates started for NQM3.CME | 2023-03-29 20:06:21.961 Intraday chart data file opened for NQM3.CME | 2023-03-29 20:06:21.961 HD Request # 32 | Enabling Intraday chart updating for symbol. | 2023-03-29 20:06:21.961 Triggering next historical data download in queue. | 2023-03-29 20:06:21.961 HD Request # 33 | Downloading Intraday chart data for ESM3.CME to the file ESM3.CME.scid. Service: cme | 2023-03-29 20:06:21.961 HD Request # 33 | Download start date-time: 2023-03-29 20:06:11.000000. File last date-time: 2023-03-29 20:06:11.373000 | 2023-03-29 20:06:21.961 HD Request # 33 | Using server: ds26.sierracharts.com port 10150 | 2023-03-29 20:06:21.962 Socket (6) | Creating socket. | 2023-03-29 20:06:21.962 Socket (6) | New receive buffer size: 5242880 | 2023-03-29 20:06:21.962 Socket (6) | Connecting to IP: 142.215.17.188. | 2023-03-29 20:06:21.962 Socket (4) | Socket gracefully closed by remote side. | 2023-03-29 20:06:22.057 Socket (4) | Closed. | 2023-03-29 20:06:22.057 HD Request # 33 | Setting DTC encoding to Binary VLS | 2023-03-29 20:06:22.167 HD Request # 33 | Sending historical data logon request message. | 2023-03-29 20:06:22.167 HD Request # 33 | Requesting Intraday data. Start date-time: 2023-03-29 20:06:11. Record interval: 0. Symbol: ESM23 | 2023-03-29 20:06:22.802 HD Request # 33 | Decompressing data. | 2023-03-29 20:06:22.902 HD Request # 33 | Receiving Intraday data for ESM3.CME starting at 2023-03-29 20:06:11.362000 | 2023-03-29 20:06:22.902 Socket (6) | CloseSocket call. | 2023-03-29 20:06:22.903 Socket (6) | Shutdown started. Waiting for graceful close. | 2023-03-29 20:06:22.903 Historical data download thread signaled to stop. | 2023-03-29 20:06:22.903 HD Request # 33 | Timestamp of first Intraday data file record written: 2023-03-29 20:06:11.468000. | 2023-03-29 20:06:22.903 HD Request # 33 | Received 270 Intraday data records from 2023-03-29 20:06:11.362000 to 2023-03-29 20:06:20.130001 (8.8 seconds) and wrote 229 records for ESM3.CME | 2023-03-29 20:06:22.903 HD Request # 33 | Add time&sales data | Remembered last file record date-time: 2023-03-29 19:06:20.130001 | 2023-03-29 20:06:22.907 Added 25 Time and Sales records to Intraday data file for ESM3.CME after download. | 2023-03-29 20:06:22.907 HD Request # 33 | Completion time: 1s. | 2023-03-29 20:06:22.907 HD Request # 33 | Intraday data download complete for ESM3.CME. Unique request ID: 33 | 2023-03-29 20:06:22.907 Removing historical data download ID 33. | 2023-03-29 20:06:22.907 Real-time Intraday chart data file updates started for ESM3.CME | 2023-03-29 20:06:22.907 Intraday chart data file opened for ESM3.CME | 2023-03-29 20:06:22.907 HD Request # 33 | Enabling Intraday chart updating for symbol. | 2023-03-29 20:06:22.907 Triggering next historical data download in queue. | 2023-03-29 20:06:22.907 HD Request # 34 | Downloading Intraday chart data for CLK3.NYMEX to the file CLK3.NYMEX.scid. Service: nymex | 2023-03-29 20:06:22.907 HD Request # 34 | Download start date-time: 2023-03-29 20:06:10.000000. File last date-time: 2023-03-29 20:06:10.282000 | 2023-03-29 20:06:22.907 HD Request # 34 | Using server: ds28.sierracharts.com port 10149 | 2023-03-29 20:06:22.907 Socket (4) | Creating socket. | 2023-03-29 20:06:22.907 Socket (4) | New receive buffer size: 5242880 | 2023-03-29 20:06:22.907 Socket (4) | Connecting to IP: 142.215.18.147. | 2023-03-29 20:06:22.907 Socket (6) | Socket gracefully closed by remote side. | 2023-03-29 20:06:23.003 Socket (6) | Closed. | 2023-03-29 20:06:23.003 HD Request # 34 | Setting DTC encoding to Binary VLS | 2023-03-29 20:06:23.111 HD Request # 34 | Sending historical data logon request message. | 2023-03-29 20:06:23.111 HD Request # 34 | Requesting Intraday data. Start date-time: 2023-03-29 20:06:10. Record interval: 0. Symbol: CLK23 | 2023-03-29 20:06:23.746 HD Request # 34 | Decompressing data. | 2023-03-29 20:06:23.846 HD Request # 34 | Receiving Intraday data for CLK3.NYMEX starting at 2023-03-29 20:06:10.278000 | 2023-03-29 20:06:23.846 Socket (4) | CloseSocket call. | 2023-03-29 20:06:23.846 Socket (4) | Shutdown started. Waiting for graceful close. | 2023-03-29 20:06:23.846 Historical data download thread signaled to stop. | 2023-03-29 20:06:23.847 HD Request # 34 | Timestamp of first Intraday data file record written: 2023-03-29 20:06:12.565000. | 2023-03-29 20:06:23.847 HD Request # 34 | Received 11 Intraday data records from 2023-03-29 20:06:10.278000 to 2023-03-29 20:06:15.621000 (5.3 seconds) and wrote 8 records for CLK3.NYMEX | 2023-03-29 20:06:23.847 HD Request # 34 | Add time&sales data | Remembered last file record date-time: 2023-03-29 19:06:15.621000 | 2023-03-29 20:06:23.850 HD Request # 34 | Completion time: 1s. | 2023-03-29 20:06:23.851 HD Request # 34 | Intraday data download complete for CLK3.NYMEX. Unique request ID: 34 | 2023-03-29 20:06:23.851 Removing historical data download ID 34. | 2023-03-29 20:06:23.851 Real-time Intraday chart data file updates started for CLK3.NYMEX | 2023-03-29 20:06:23.851 Intraday chart data file opened for CLK3.NYMEX | 2023-03-29 20:06:23.851 HD Request # 34 | Enabling Intraday chart updating for symbol. | 2023-03-29 20:06:23.851 Triggering next historical data download in queue. | 2023-03-29 20:06:23.851 No download requests in the queue to start downloads for. | 2023-03-29 20:06:23.851 Socket (4) | Socket gracefully closed by remote side. | 2023-03-29 20:06:23.946 Socket (4) | Closed. | 2023-03-29 20:06:23.946 Opened cached Intraday file: C:\SierraChart\Data\NQM3.CME.scid. Thread ID: 2676 | 2023-03-29 20:06:24.493 Opened cached Intraday file: C:\SierraChart\Data\ESM3.CME.scid. Thread ID: 2676 | 2023-03-29 20:06:24.493 Opened cached Intraday file: C:\SierraChart\Data\CLK3.NYMEX.scid. Thread ID: 2676 | 2023-03-29 20:06:29.496 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | Creating socket. Using TLS 1.2. | 2023-03-29 20:06:33.867 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | New receive buffer size: 32768 | 2023-03-29 20:06:33.867 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | Connecting to IP: 38.79.0.89. | 2023-03-29 20:06:33.867 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | New receive buffer size: 65536 | 2023-03-29 20:06:34.244 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | Socket gracefully closed by remote side. | 2023-03-29 20:06:34.319 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | CloseSocket call. | 2023-03-29 20:06:34.320 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2023-03-29 20:06:34.320 HTTPS connection ID:8 to www.rithmic.com:443 for request ID:8 (4) | Closed. | 2023-03-29 20:06:34.320 Date Time Of Last Edit: 2023-03-29 19:25:42
|
| [2023-03-29 19:39:31] |
| John - SC Support - Posts: 36350 |
|
You have the following exchanges activated: - Full CME Group for Non-Professional trading Accounts - CME With Market Depth for Non-Professional Trading Accounts Therefore, you will only get Market Depth data for instruments that are traded on the CME exchange. Crude Oil is traded on the NYMEX. If you just need Market Depth data for the NYMEX, then the cheapest option is to add the "NYMEX with Market Depth Data for Non-Professional Trading Accounts". Just keep in mind that with the end of the month coming, you will want to wait until April 1 to activate any new exchanges, as otherwise you will pay the full price for just these remaining 2 days. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-03-29 19:44:12] |
| tarik medjber - Posts: 13 |
|
Ahhhh sorry about that. Totally makes sense. Sorry for taking your time up. Thanks |
To post a message in this thread, you need to log in with your Sierra Chart account: