Support Board
Date/Time: Wed, 27 Nov 2024 09:53:54 +0000
no MBO data
View Count: 406
| [2023-09-05 12:18:42] |
| User181801 - Posts: 42 |
|
Hello and thanks for your help. My MBO column is not populated by data although I am subscribed.
|
| [2023-09-05 15:36:36] |
| Sierra_Chart Engineering - Posts: 17191 |
|
For what particular symbol? Go through the instructions here: Market By Order Data: Step-by-Step Instructions 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: 2023-09-05 15:52:29
|
| [2023-09-06 12:20:10] |
| User181801 - Posts: 42 |
|
It happens in all my DOMs (NQZ23, ESZ23, CLV23, GCZ23). I follow the instructions including the "update symbol settings" but again no data in mbo columns. |
| [2023-09-06 13:41:17] |
| Sierra_Chart Engineering - Posts: 17191 |
|
Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Close all of the Chartbooks with "File >> Close All Chartbooks". Open a single chart for the symbol you have an issue with through "File >> Find Symbol". Tell us that symbol of the chart. Tell us about *one* symbol only. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) We will then determine what the problem is. 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 |
| [2023-09-07 13:13:54] |
| User181801 - Posts: 42 |
|
Software version: 2516 64-bit | 2023-09-07 09:09:10.300 Primary Thread ID: 3200 | 2023-09-07 09:09:10.300 Usage end date: 2023-10-02 | 2023-09-07 09:09:10.300 Enabled for: Advanced Features 2. | 2023-09-07 09:09:10.300 Enabled for: Sierra Chart Historical Data Service. | 2023-09-07 09:09:10.300 Enabled for: Denali Real-Time Exchange Data Feed. | 2023-09-07 09:09:10.300 Enabled for: Delayed Denali Exchange Data Feed. | 2023-09-07 09:09:10.300 Enabled for exchange2: CME (Trading Account Required) | 2023-09-07 09:09:10.300 Enabled for exchange2: CBOT (Trading Account Required) | 2023-09-07 09:09:10.300 Enabled for exchange2: COMEX (Trading Account Required) | 2023-09-07 09:09:10.300 Enabled for exchange2: NYMEX (Trading Account Required) | 2023-09-07 09:09:10.300 Enabled for exchange2: fairx_exchange.data | 2023-09-07 09:09:10.300 Allow Support for Sierra Chart Data Feeds is enabled. | 2023-09-07 09:09:10.300 Current selected Data/Trading service: Trading Evaluator | 2023-09-07 09:09:10.300 Custom symbol settings values: enabled | 2023-09-07 09:09:10.300 Chart Update Interval: 500 | 2023-09-07 09:09:10.300 Intraday Data Storage Time Unit: 0 | 2023-09-07 09:09:10.300 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2023-09-07 09:09:10.300 2023-09-07 13:09:10 Local computer time in UTC | 2023-09-07 09:09:10.300 2023-09-07 09:09:10 Local computer time in SC Time Zone | 2023-09-07 09:09:10.300 2023-09-07 13:07:07 Server time in UTC | 2023-09-07 09:09:10.300 Local computer UTC time and Server UTC time difference: 4 seconds. | 2023-09-07 09:09:10.300 Program path: C:\SierraChart\ | 2023-09-07 09:09:10.300 Data Files path: C:\SierraChart\Data\ | 2023-09-07 09:09:10.300 OS Version Number: 10.0 | 2023-09-07 09:09:10.300 Locale Setting: C | 2023-09-07 09:09:10.300 DLLs: UserContributedStudies_64.dll | 2023-09-07 09:09:10.300 Allowed protected custom studies: | 2023-09-07 09:09:10.300 Crash reporter started: true | 2023-09-07 09:09:10.300 Saved Chartbook: test ladder.Cht. Time: 0.0008 seconds. | 2023-09-07 09:09:36.031 Unsubscribed from market depth data for ESU23 | 2023-09-07 09:09:38.458 ESU23 #1 | Reloading chart. | 2023-09-07 09:11:09.469 ESU23 #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2023-09-07 09:11:09.470 Requesting market depth updates for: ESU23 if supported. | 2023-09-07 09:11:13.518 Denali Data Feed | Clearing market depth for ESU23 | 2023-09-07 09:11:13.787 File >> Disconnect selected. | 2023-09-07 09:11:48.328 Trading Evaluator | Waiting for socket receive thread to end | 2023-09-07 09:11:48.328 DTC Client socket (1) | CloseSocket call. | 2023-09-07 09:11:48.329 DTC Client socket (1) | Max send buffers used during socket life: 4 | 2023-09-07 09:11:48.329 DTC Client socket (1) | Max send buffer size during socket life: 329 | 2023-09-07 09:11:48.329 DTC Client socket (1) | Shutdown started. Waiting for graceful close. | 2023-09-07 09:11:48.329 Denali Data Feed | Waiting for socket receive thread to end | 2023-09-07 09:11:48.329 DTC Client socket (3) | CloseSocket call. | 2023-09-07 09:11:48.330 DTC Client socket (3) | Shutdown started. Waiting for graceful close. | 2023-09-07 09:11:48.330 Denali Data Feed | Disconnected from the server. | 2023-09-07 09:11:48.330 Trading Evaluator | Disconnected. | 2023-09-07 09:11:48.330 DTC Client socket (1) | Socket gracefully closed by remote side. | 2023-09-07 09:11:48.480 DTC Client socket (1) | Closed. | 2023-09-07 09:11:48.480 Trading Evaluator | Connecting to the server tradesimulation2.sierracharts.com. Port 11096 | 2023-09-07 09:12:19.823 DTC Client socket (1) | Creating socket. Using TLS 1.2. | 2023-09-07 09:12:19.823 DTC Client socket (1) | New receive buffer size: 5242880 | 2023-09-07 09:12:19.824 DTC Client socket (1) | Connecting to IP: 142.215.17.188. | 2023-09-07 09:12:19.824 Trading Evaluator | Network connection to server complete. | 2023-09-07 09:12:19.977 Trading Evaluator | Starting socket receive thread. | 2023-09-07 09:12:19.977 Trading Evaluator | Sending encoding request to server: Binary VLS. Compression: none | 2023-09-07 09:12:19.977 Trading Evaluator | Setting DTC encoding to Binary VLS | 2023-09-07 09:12:20.433 Trading Evaluator | Sending logon request message. | 2023-09-07 09:12:20.433 Trading Evaluator | Received logon response. | 2023-09-07 09:12:21.095 Trading Evaluator | Server Name: SC DTC Server. Build=47468. | 2023-09-07 09:12:21.095 Trading Evaluator | Server protocol version: 8. Client protocol version: 8 | 2023-09-07 09:12:21.095 Trading Evaluator | Successfully connected. Connected to SC DTC Protocol server. Service=tradesimulation.dtctrading|SymbolSettings=tradingevaluatorserver.dtctrading. | 2023-09-07 09:12:21.095 Trading Evaluator | Trading is supported. | 2023-09-07 09:12:21.095 Trading Evaluator | Order cancel and replace is supported. | 2023-09-07 09:12:21.095 Trading Evaluator | OCO Orders supported. | 2023-09-07 09:12:21.095 Trading Evaluator | Bracket Orders supported. | 2023-09-07 09:12:21.095 Trading Evaluator | Connected to server complete. | 2023-09-07 09:12:21.095 Triggering next historical data download in queue. | 2023-09-07 09:12:21.096 Triggering next historical data download in queue. | 2023-09-07 09:12:21.096 Triggering next historical data download in queue. | 2023-09-07 09:12:21.096 Triggering next historical data download in queue. | 2023-09-07 09:12:21.096 Trading Evaluator | Performing query for most recent Order Activity Date-Time. | 2023-09-07 09:12:21.097 No download requests in the queue to start downloads for. | 2023-09-07 09:12:21.097 No download requests in the queue to start downloads for. | 2023-09-07 09:12:21.097 No download requests in the queue to start downloads for. | 2023-09-07 09:12:21.097 No download requests in the queue to start downloads for. | 2023-09-07 09:12:21.097 Mapping ESU23 to ESU23. Service code: cme | 2023-09-07 09:12:21.109 Using symbol data fast lookup vector | 2023-09-07 09:12:21.109 Denali Data Feed | Starting real-time market data updates for: ESU23 (ESU23). ID: 1 Service code: cme | 2023-09-07 09:12:21.109 Denali Data Feed | Connecting to the server ds28-2.sierracharts.com. Port 443 | 2023-09-07 09:12:21.109 Denali Data Feed | Requesting security definition data for: ESU23 (ESU23). ID: 1 | 2023-09-07 09:12:21.109 Added historical Intraday data request for ESU23 to the queue. | 2023-09-07 09:12:21.109 Intraday data recording state for symbol ESU23 is set to download 'Pending'. | 2023-09-07 09:12:21.109 Triggering next historical data download in queue. | 2023-09-07 09:12:21.109 Delaying start of download for ESU23. | 2023-09-07 09:12:21.116 DTC Client socket (2) | Creating socket. | 2023-09-07 09:12:21.121 DTC Client socket (2) | New receive buffer size: 5242880 | 2023-09-07 09:12:21.122 DTC Client socket (2) | Connecting to IP: 142.215.18.148. | 2023-09-07 09:12:21.122 Trading Evaluator | Requesting historical order activity from server. Start date-time UTC: 2023-09-06 16:27:36.467645 | 2023-09-07 09:12:21.144 Trace | Basic security definition symbol settings fields ignored in primary service client. Symbol: ESU23 | 2023-09-07 09:12:21.260 Trading Evaluator | Received security definition for symbol ESU23 | 2023-09-07 09:12:21.260 Denali Data Feed | Network connection to server complete. | 2023-09-07 09:12:21.276 Denali Data Feed | Starting socket receive thread. | 2023-09-07 09:12:21.276 Denali Data Feed | Sending encoding request to server: Binary VLS. Compression: standard | 2023-09-07 09:12:21.277 Trading Evaluator | Received final trade activity snapshot. Count=1. No data. TradeAccount=brvhrt | 2023-09-07 09:12:21.296 Trading Evaluator | Received final trade activity snapshot. Count=1. No data. TradeAccount=dagres | 2023-09-07 09:12:21.373 Denali Data Feed | Setting DTC encoding to Binary VLS | 2023-09-07 09:12:21.442 Denali Data Feed | Sending logon request message. | 2023-09-07 09:12:21.442 Denali Data Feed | Received logon response. | 2023-09-07 09:12:22.352 Denali Data Feed | Server Name: SC Realtime Server. | 2023-09-07 09:12:22.352 Denali Data Feed | Server protocol version: 8. Client protocol version: 8 | 2023-09-07 09:12:22.352 Denali Data Feed | Successfully connected. | 2023-09-07 09:12:22.352 Denali Data Feed | Trading is not supported. | 2023-09-07 09:12:22.352 Denali Data Feed | Restarting real-time data updates for symbol: ESU23 -> ESU23 | 2023-09-07 09:12:22.352 Denali Data Feed | Received security definition for symbol ESU23 | 2023-09-07 09:12:22.605 Requesting market depth updates for: ESU23 if supported. | 2023-09-07 09:12:26.094 Denali Data Feed | Clearing market depth for ESU23 | 2023-09-07 09:12:26.355 HD Request # 8 | Downloading Intraday chart data for ESU23 to the file ESU23.scid. Service: cme | 2023-09-07 09:12:27.661 HD Request # 8 | Download start date-time: 2023-09-07 09:11:43.000000. File last date-time: 2023-09-07 09:11:43.332008 | 2023-09-07 09:12:27.662 HD Request # 8 | Using server: ds28.sierracharts.com port 10150 | 2023-09-07 09:12:27.662 Socket (4) | Creating socket. | 2023-09-07 09:12:27.662 Socket (4) | New receive buffer size: 5242880 | 2023-09-07 09:12:27.662 Socket (4) | Connecting to IP: 142.215.18.147. | 2023-09-07 09:12:27.662 HD Request # 8 | Setting DTC encoding to Binary VLS | 2023-09-07 09:12:27.970 HD Request # 8 | Sending historical data logon request message. | 2023-09-07 09:12:27.970 HD Request # 8 | Requesting Intraday data. Start date-time: 2023-09-07 09:11:43. Record interval: 0. Symbol: ESU23 | 2023-09-07 09:12:28.646 HD Request # 8 | Decompressing data. | 2023-09-07 09:12:28.798 HD Request # 8 | Receiving Intraday data for ESU23 starting at 2023-09-07 09:11:43.332000 | 2023-09-07 09:12:28.950 Socket (4) | CloseSocket call. | 2023-09-07 09:12:28.952 Socket (4) | Shutdown started. Waiting for graceful close. | 2023-09-07 09:12:28.952 Historical data download thread signaled to stop. | 2023-09-07 09:12:28.952 HD Request # 8 | Timestamp of first Intraday data file record written: 2023-09-07 09:11:45.293000. | 2023-09-07 09:12:28.952 HD Request # 8 | Received 481 Intraday data records from 2023-09-07 09:11:43.332000 to 2023-09-07 09:12:24.000000 (40.7 seconds. Delay: 5.0 seconds) and wrote 472 records for ESU23 | 2023-09-07 09:12:28.952 HD Request # 8 | Add time&sales data | Remembered last file record date-time: 2023-09-07 13:12:24.000000 | 2023-09-07 09:12:28.967 HD Request # 8 | Completion time: 1s. | 2023-09-07 09:12:28.968 HD Request # 8 | Intraday data download complete for ESU23. Unique request ID: 8 | 2023-09-07 09:12:28.968 Removing historical data download ID 8. | 2023-09-07 09:12:28.968 Real-time Intraday chart data file updates started for ESU23 | 2023-09-07 09:12:28.968 Intraday chart data file opened for ESU23 | 2023-09-07 09:12:28.968 HD Request # 8 | Enabling Intraday chart updating for symbol. | 2023-09-07 09:12:28.968 Triggering next historical data download in queue. | 2023-09-07 09:12:28.968 No download requests in the queue to start downloads for. | 2023-09-07 09:12:28.968 Socket (4) | Socket gracefully closed by remote side. | 2023-09-07 09:12:29.103 Socket (4) | Closed. | 2023-09-07 09:12:29.103 Opened cached Intraday file: C:\SierraChart\Data\ESU23.scid. Thread ID: 11036 | 2023-09-07 09:12:29.515 |
| [2023-09-07 15:01:48] |
| John - SC Support - Posts: 36309 |
|
Everything in the log looks good. We are not seeing anything showing a problem. Please give us a screenshot of what you are seeing (or not seeing, as the case may be) by following these instructions: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-08 10:00:56] |
| User181801 - Posts: 42 |
|
https://www.sierrachart.com/image.php?Image=1694167125739.png As you can see my "combined bid ask market orders column", which is the one on the right titled mbo is not populated. For the purpose of making sure I have data, I set the minimum mbo quantity to 10, from the symbol settings. |
| [2023-09-08 15:16:28] |
| John - SC Support - Posts: 36309 |
|
Is this a sub-instance? If so, then are you having the same issue in the main instance? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-08 15:32:47] |
| User181801 - Posts: 42 |
|
It is a sub-instance, and I am having the same problem in the main instance. Also I tried openning the main instance only, but again, same result. |
| [2023-09-08 15:47:07] |
| John - SC Support - Posts: 36309 |
|
We need to start by concentrating only on the Main Instance. Do not do anything in the sub-instances until we have the Main Instance working properly. To that end, please go through the following instructions and make sure everything is setup properly for the MBO data: Market By Order Data: Step-by-Step Instructions Let us know if you are able to then get the MBO data in the main instance. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-08 15:57:02] |
| User181801 - Posts: 42 |
|
the problem is solved. I hadnt applied the server setting in the main instance. thank you for your time |
To post a message in this thread, you need to log in with your Sierra Chart account: