Support Board
Date/Time: Fri, 22 Nov 2024 11:35:32 +0000
Notice: CTS Trading Service Symbols
View Count: 16517
[2014-03-14 08:14:41] |
Sierra Chart Engineering - Posts: 104368 |
Are you noticing a problem right now? We have resolved the basic issue involving CTS T4 symbols. The problem lies with expired futures contracts symbols. This takes more work and testing. Are we suppose to just continue using Sierra/CTS and HOPE that everything goes ok each time we put a trade on? OK, we need to really be clear about this. We probably have been giving the wrong impression here. when it comes to trading, you would only be trading active markets and we do not see a problem with that.Where there is potential for problem is when invalid or expired symbols are being used. This can result in problem with historical data requests and delays with historical data downloading. It will not affect trading. Another case where there is a potential for problem, is if there is a failure with a security definition request. However, with the way we are handling security definition requests now, we do not observe a problem with that. This was the reason why we removed support for expired futures contracts because when we try to get market IDs for those, then that is where we start to run into a problem. So the way that we have this now coded provides the highest degree of reliability for active markets and trading. This was our primary responsibility. So we had to make a trade-off, and we made it in favor of reliable trading and for the active markets. Therefore, we hope we have given you confidence. Probably because we have very high programming standards, unless everything is done exactly as we want and completely perfect, is the reason we express some indication that things are not handled as best as they can be. But this does not apply to submitting orders for active markets. but never the less the current environment is unreliable and unacceptable Once again, are you noticing a problem right now? If so, we will work to resolve it. We just need to see the Message Log again so we can identify the issue.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-03-14 08:21:28
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[2014-03-14 08:20:03] |
darkpool - Posts: 39 |
Are you noticing a problem right now?
OK, we need to really be clear about this. We probably have been giving the wrong impression here. when it comes to trading, you would only be trading active markets and we do not see a problem with that. Where there is potential for problem is when invalid or expired symbols are being used. This can result in problem with historical data requests and delays with historical data downloading. It will not affect trading. Thank you for clarifying. That is not the impression I got from prior posts,...but perhaps it was just me misunderstanding. Thanks. As of yesterday I was unable to populate chart data on the latest version. So I have been using my other PC which still has v1097 on it, until such time as I heard others say everything was working on the new version. I will try again on the new version now with the new symbols, and report back asap. |
[2014-03-14 08:22:51] |
Sierra Chart Engineering - Posts: 104368 |
We understand the prior posts would be causing concern. We updated post 25 just now to clarify our concerns and what we were previously expressing.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2014-03-14 08:23:52] |
Sierra Chart Engineering - Posts: 104368 |
I will try again on the new version now with the new symbols, and report back asap. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2014-03-14 10:44:17] |
darkpool - Posts: 39 |
Im still not having any luck with the new version. I first tried installing a brand new copy of Sierra. Then I copied over my chartbook templates because it will be real pain to have to recreate everything. I opened up the chartbooks but they're obviously using the old symbols. So after opening my ES chartbook, I went to chart settings and changed to the new symbol. The updates started running but eventually failed in the end. What would be the best way to get up and running with my existing chartbooks, but on the new version of Sierra? Next I tried to instead open a single chart (File-Find symbol). Below is the log file. From what I can see there are some 'No heartbeat' messages which I presume is on CTS's side (However i've been trying this several times for the last couple hours). Next I see some errors about software on my machine halting the download. Is that maybe something to do with my virus protection (Avast)? Date rule based rollover from ES.20140300.CME_Eq to next contract occurs at 2014-03-13 | 2014-03-14 05:20:19
Date rule based rollover from ES.20140600.CME_Eq to next contract occurs at 2014-06-12 | 2014-03-14 05:20:19 Checking Intraday data file for symbol ES.20140300.CME_Eq for the date range from 2013-12-12 to 2014-03-13 | 2014-03-14 05:20:19 Checking Intraday data file for symbol ES.20140600.CME_Eq for the date range from 2014-03-13 to 0 | 2014-03-14 05:20:19 Symbols used for ES.20140600.CME_Eq continuous contract chart: | 2014-03-14 05:20:19 ES.20140300.CME_Eq | 2014-03-14 05:20:19 ES.20140600.CME_Eq | 2014-03-14 05:20:19 HD Request # 3 - Downloading Intraday chart data for ES.20140300.CME_Eq to the file ES.20140300.CME_Eq.scid. Service: cts | 2014-03-14 05:20:19 HD Request # 3 - Performing multistage download. Downloading Minute data first. | 2014-03-14 05:20:19 HD Request # 3 - Download start Date-Time: 2013-12-17 16:14:59.0 | 2014-03-14 05:20:19 HD Request # 3 - Requesting historical Minute data for ES.20140300.CME_Eq from 2013-12-17 00:00:00 to 2013-12-17 00:00:00 (US Central Time). | 2014-03-14 05:20:19 HD Request # 3 - Receiving Intraday data for ES.20140300.CME_Eq starting at 2013-12-16 17:00:00 | 2014-03-14 05:20:20 HD Request # 3 - Requesting historical Minute data for ES.20140300.CME_Eq from 2013-12-18 00:00:00 to 2013-12-18 00:00:00 (US Central Time). | 2014-03-14 05:20:20 HD Request # 3 - Timestamp of first Intraday data file record written: 2013-12-17 17:00:00 | 2014-03-14 05:20:21 HD Request # 3 - Requesting historical Minute data for ES.20140300.CME_Eq from 2013-12-19 00:00:00 to 2013-12-19 00:00:00 (US Central Time). | 2014-03-14 05:20:21 ... ... ... HD Request # 3 - Requesting historical Minute data for ES.20140300.CME_Eq from 2014-03-16 00:00:00 to 2014-03-16 00:00:00 (US Central Time). | 2014-03-14 05:22:11 HD Request # 3 - Received 81448 records from 2013-12-16 17:00:00 to 2014-03-14 05:22:00 (87.5 days) and wrote 80132 records for ES.20140300.CME_Eq | 2014-03-14 05:22:11 HD Request # 3 - Intraday download COMPLETE for ES.20140300.CME_Eq | 2014-03-14 05:22:11 HD Request # 4 - Downloading Intraday chart data for ES.20140300.CME_Eq to the file ES.20140300.CME_Eq.scid. Service: cts | 2014-03-14 05:22:11 HD Request # 4 - Download start Date-Time: 2013-12-17 16:14:59.0 | 2014-03-14 05:22:11 HD Request # 4 - Requesting historical Tick data for ES.20140300.CME_Eq from 2013-12-17 00:00:00 to 2013-12-17 00:00:00 (US Central Time). | 2014-03-14 05:22:11 There was an error reading data from SSL socket. SSL error: 5 WinErr: 10053 | 2014-03-14 05:23:11 Socket receive error: Windows error code 10053: An established connection was aborted by the software in your host machine. | 2014-03-14 05:23:11 Socket closed. Windows error code 10053: An established connection was aborted by the software in your host machine. | 2014-03-14 05:23:11 The SSL socket was shut down successfully. | 2014-03-14 05:23:11 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-03-14 05:23:11 CTS FIX Historical Data: Disconnected. | 2014-03-14 05:23:11 HD Request # 4 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ES.20140300.CME_Eq | 2014-03-14 05:23:11 HD Request # 5 - Downloading Intraday chart data for ES.20140300.CME_Eq to the file ES.20140300.CME_Eq.scid. Service: cts | 2014-03-14 05:23:11 HD Request # 5 - Truncating file to starting Date-Time of 2013-12-17 16:14:59 | 2014-03-14 05:23:11 HD Request # 5 - Performing multistage download. Downloading Minute data first. | 2014-03-14 05:23:11 HD Request # 5 - Download start Date-Time: 2013-12-17 16:14:58.0 | 2014-03-14 05:23:11 CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:10443 | 2014-03-14 05:23:11 Resolved address fix-chart-sim.t4login.com to IP 74.201.6.229 | 2014-03-14 05:23:12 The network socket is connected. | 2014-03-14 05:23:12 Starting SSL connection on the socket. | 2014-03-14 05:23:12 SSL socket is now connected. | 2014-03-14 05:23:13 CTS FIX Historical Data: Sending the Logon message. | 2014-03-14 05:23:13 CTS FIX Historical Data: Connected to Historical data server. | 2014-03-14 05:23:17 HD Request # 5 - Requesting historical Minute data for ES.20140300.CME_Eq from 2013-12-17 00:00:00 to 2013-12-17 00:00:00 (US Central Time). | 2014-03-14 05:23:17 HD Request # 5 - Receiving Intraday data for ES.20140300.CME_Eq starting at 2013-12-16 17:00:00 | 2014-03-14 05:23:23 HD Request # 5 - Requesting historical Minute data for ES.20140300.CME_Eq from 2013-12-18 00:00:00 to 2013-12-18 00:00:00 (US Central Time). | 2014-03-14 05:23:23 HD Request # 5 - Timestamp of first Intraday data file record written: 2013-12-17 17:00:00 | 2014-03-14 05:23:29 HD Request # 5 - Requesting historical Minute data for ES.20140300.CME_Eq from 2013-12-19 00:00:00 to 2013-12-19 00:00:00 (US Central Time). | 2014-03-14 05:23:29 ... ... ... HD Request # 5 - Requesting historical Minute data for ES.20140300.CME_Eq from 2014-03-16 00:00:00 to 2014-03-16 00:00:00 (US Central Time). | 2014-03-14 05:25:32 HD Request # 5 - Received 81451 records from 2013-12-16 17:00:00 to 2014-03-14 05:25:00 (87.5 days) and wrote 80135 records for ES.20140300.CME_Eq | 2014-03-14 05:25:32 HD Request # 5 - Intraday download COMPLETE for ES.20140300.CME_Eq | 2014-03-14 05:25:32 HD Request # 5 - Reloading Intraday charts for symbol. | 2014-03-14 05:25:32 Reloading all charts with filename: ES.20140300.CME_Eq.scid | 2014-03-14 05:25:32 HD Request # 6 - Downloading Intraday chart data for ES.20140300.CME_Eq to the file ES.20140300.CME_Eq.scid. Service: cts | 2014-03-14 05:25:32 HD Request # 6 - Download start Date-Time: 2013-12-17 16:14:58.0 | 2014-03-14 05:25:32 HD Request # 6 - Requesting historical Tick data for ES.20140300.CME_Eq from 2013-12-17 00:00:00 to 2013-12-17 00:00:00 (US Central Time). | 2014-03-14 05:25:32 CTS FIX Historical Data: No heartbeat messages received from server. Sent Test Request message to server. | 2014-03-14 05:26:43 HD Request # 6 - Receiving Intraday data for ES.20140300.CME_Eq starting at 2013-12-16 17:00:00 | 2014-03-14 05:26:57 HD Request # 6 - Truncating Intraday data file at 2013-12-16 17:00:00 while receiving initial tick data during multistage download. | 2014-03-14 05:26:57 HD Request # 6 - Date-time after truncate 2013-12-16 16:14:59 | 2014-03-14 05:26:57 HD Request # 6 - Adjusting last record read after truncate to 2013-12-16 16:15:58 | 2014-03-14 05:26:57 HD Request # 6 - Timestamp of first Intraday data file record written: 2013-12-16 17:00:00 | 2014-03-14 05:26:57 HD Request # 6 - Requesting historical Tick data for ES.20140300.CME_Eq from 2013-12-18 00:00:00 to 2013-12-18 00:00:00 (US Central Time). | 2014-03-14 05:26:58 CTS FIX Historical Data: Disconnecting due to a loss of activity. No activity for at least 62 seconds. | 2014-03-14 05:28:03 CTS FIX Historical Data: Sending a Logout message. Text = No response received after Test Request. | 2014-03-14 05:28:03 The SSL socket was shut down successfully. | 2014-03-14 05:28:03 CTS FIX Historical Data: Socket closed without completing the logout sequence. | 2014-03-14 05:28:03 CTS FIX Historical Data: Disconnected. | 2014-03-14 05:28:03 HD Request # 6 - Received 315696 records from 2013-12-16 17:00:00 to 2013-12-17 16:14:59 (23.2 hours) and wrote 315696 records for ES.20140300.CME_Eq | 2014-03-14 05:28:03 HD Request # 6 - Reloading Intraday charts for symbol. | 2014-03-14 05:28:03 Reloading all charts with filename: ES.20140300.CME_Eq.scid | 2014-03-14 05:28:03 HD Request # 7 - Downloading Intraday chart data for ES.20140300.CME_Eq to the file ES.20140300.CME_Eq.scid. Service: cts | 2014-03-14 05:28:03 HD Request # 7 - Truncating file to starting Date-Time of 2013-12-17 16:14:58 | 2014-03-14 05:28:03 HD Request # 7 - Performing multistage download. Downloading Minute data first. | 2014-03-14 05:28:03 HD Request # 7 - Download start Date-Time: 2013-12-17 16:14:57.0 | 2014-03-14 05:28:03 CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:10443 | 2014-03-14 05:28:03 Resolved address fix-chart-sim.t4login.com to IP 74.201.6.229 | 2014-03-14 05:28:03 The network socket is connected. | 2014-03-14 05:28:03 Starting SSL connection on the socket. | 2014-03-14 05:28:03 SSL socket is now connected. | 2014-03-14 05:28:04 CTS FIX Historical Data: Sending the Logon message. | 2014-03-14 05:28:04 CTS FIX Historical Data: Connected to Historical data server. | 2014-03-14 05:28:05 HD Request # 7 - Requesting historical Minute data for ES.20140300.CME_Eq from 2013-12-17 00:00:00 to 2013-12-17 00:00:00 (US Central Time). | 2014-03-14 05:28:05 HD Request # 7 - Receiving Intraday data for ES.20140300.CME_Eq starting at 2013-12-16 17:00:00 | 2014-03-14 05:28:07 HD Request # 7 - Requesting historical Minute data for ES.20140300.CME_Eq from 2013-12-18 00:00:00 to 2013-12-18 00:00:00 (US Central Time). | 2014-03-14 05:28:07 HD Request # 7 - Timestamp of first Intraday data file record written: 2013-12-17 17:00:00 | 2014-03-14 05:28:07 HD Request # 7 - Requesting historical Minute data for ES.20140300.CME_Eq from 2013-12-19 00:00:00 to 2013-12-19 00:00:00 (US Central Time). | 2014-03-14 05:28:07 ... ... ... HD Request # 7 - Requesting historical Minute data for ES.20140300.CME_Eq from 2014-03-16 00:00:00 to 2014-03-16 00:00:00 (US Central Time). | 2014-03-14 05:29:55 HD Request # 7 - Received 81455 records from 2013-12-16 17:00:00 to 2014-03-14 05:29:00 (87.5 days) and wrote 80139 records for ES.20140300.CME_Eq | 2014-03-14 05:29:55 HD Request # 7 - Intraday download COMPLETE for ES.20140300.CME_Eq | 2014-03-14 05:29:55 HD Request # 7 - Reloading Intraday charts for symbol. | 2014-03-14 05:29:55 Reloading all charts with filename: ES.20140300.CME_Eq.scid | 2014-03-14 05:29:55 HD Request # 8 - Downloading Intraday chart data for ES.20140300.CME_Eq to the file ES.20140300.CME_Eq.scid. Service: cts | 2014-03-14 05:29:55 HD Request # 8 - Download start Date-Time: 2013-12-17 16:14:57.0 | 2014-03-14 05:29:55 HD Request # 8 - Requesting historical Tick data for ES.20140300.CME_Eq from 2013-12-17 00:00:00 to 2013-12-17 00:00:00 (US Central Time). | 2014-03-14 05:29:55 There was an error reading data from SSL socket. SSL error: 5 WinErr: 10053 | 2014-03-14 05:30:56 Socket receive error: Windows error code 10053: An established connection was aborted by the software in your host machine. | 2014-03-14 05:30:56 Socket closed. Windows error code 10053: An established connection was aborted by the software in your host machine. | 2014-03-14 05:30:56 The SSL socket was shut down successfully. | 2014-03-14 05:30:56 CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-03-14 05:30:56 CTS FIX Historical Data: Disconnected. | 2014-03-14 05:30:56 HD Request # 8 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ES.20140300.CME_Eq | 2014-03-14 05:30:56 HD Request # 8 - Intraday download COMPLETE for ES.20140300.CME_Eq | 2014-03-14 05:30:56 Real-time Intraday chart data file updates started for ES.20140300.CME_Eq | 2014-03-14 05:30:56 ES.20140600.CME_Eq [C] 5000 Trades #1: Download is complete for all contract months in chart. Proceeding with data load. | 2014-03-14 05:30:56 |
[2014-03-14 11:10:38] |
darkpool - Posts: 39 |
Update: I added Sierra to the exceptions list of my anti-virus (Avast), and now everything seems to be working. Weird though because I did the same thing yesterday and it made no difference. Ill see how things go later when the US session starts, but so far it seems to be ok. If everything goes well, ill update my main trading PC over the weekend. Thanks for the assistance. |
[2014-03-14 16:15:02] |
Sierra Chart Engineering - Posts: 104368 |
For the record, post 29 and post 30 are unrelated to "security definition" requests to obtain market IDs. What is occurring is a communication problem to the CTS FIX historical data server. This is the communication error: There was an error reading data from SSL socket. SSL error: 5 WinErr: 10053 | 2014-03-14 05:23:11
so it sounds as though it was your firewall software causing the problem.
Socket receive error: Windows error code 10053: An established connection was aborted by the software in your host machine. | 2014-03-14 05:23:11 Socket closed. Windows error code 10053: An established connection was aborted by the software in your host machine. | 2014-03-14 05:23:11 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2014-03-15 07:58:02] |
crazybears - Posts: 314 |
Hi see new version out , does it resolve issues with expired futures contracts symbols ? |
[2014-03-15 08:00:28] |
Sierra Chart Engineering - Posts: 104368 |
see new version out , does it resolve issues with expired futures contracts symbols ? 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2014-03-15 08:15:11] |
crazybears - Posts: 314 |
yes you worth some rest , i'm seeing a lot of pressure on SC caused from external faults . Hope you have a good weekend |
[2014-03-20 08:32:08] |
natanibz - Posts: 134 |
Hello i follow YM, NQ, and ES and sometimes works the old format and sometimes the new format; and for YM the Continuous Futures Contract feature doesn't work in the new format. This also with the version 1109. Thanks |
[2014-03-20 08:54:55] |
Sierra Chart Engineering - Posts: 104368 |
You need to consistently use the new format with all symbols being used. Otherwise, you can have conflicts and create problems.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2014-03-20 09:00:12] |
natanibz - Posts: 134 |
ok, but for YM the Continuous Futures Contract feature doesn't work in the new format. |
[2014-03-20 15:43:17] |
Sierra Chart Engineering - Posts: 104368 |
This would not be surprising. Please refer to this thread: CTS chart not updating with update 1109 We will need to see the Message Log. However, please start a new support request for it. We want to understand the exact problem and then we will let CTS know about it or see what we can do. This whole problem is very unfortunate. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2014-03-25 01:47:57] |
Sierra Chart Engineering - Posts: 104368 |
At this time, if you are having any difficulty with CTS symbols or market data we recommend you use Sierra Chart version 1111. There now is completely reliable handling for resolving the market ID for symbols. However, there still is not any support for expired futures contracts. We do not know when that will become available because there is a problem related to this with the CTS system. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2014-03-28 15:48:35] |
User82722 - Posts: 18 |
Help me, please! My Trade Activity Log (Sierra Chart Version 1110) is bad ? My log shows that I have two active orders. And, therefore, I grow profit / loss. But the graphs and contract these orders anymore. This orders were on a live account, they are already closed. My request "Please flatten and cancel all orders..." to the server I have already answered ".. do not show any position or working orders..". How to eliminate these fictitious trades from the platform Sierra Charts ? Below are the contents of the Trade Activity Log panels: =============================================================================Trades Symbol Trade Type Entry DateTime Exit DateTime Avg Entry Price Avg Exit Price Entry Quantity Exit Quantity Max Open Quantity Profit/Loss (T) Cum P/L (T) Runup (T) Drawdown (T) Max Open Profit (T) Max Open Loss (T) Entry Efficiency Exit Efficiency Total Efficiency Commission (T) CL.20140500.CME_NY Short 2014-03-27 18:20:35 101.65 1 0 1 0 0 0 0 0 0 0.00% 0.00% 0.00% 0 CL.CME_20140500_CLK4.CME_NY Long 2014-03-27 18:24:32 101.62 1 0 1 0 0 5 0 5 0 100.00% 0.00% 0.00% 0 =============================================================================== Trade Activity ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID Fill 2014-03-27 18:20:35.001 CL.20140500.CME_NY CTS order update (Trade). Info: UnSolicited from T4Screen 87.252.227.28:16417 12454 4Dxx4F3D-66D8-4148-B613-0F7481660CB3 Limit 1 Sell 101.51 Filled 101.65 1 xxxxxx Open -1 4Dxx4F3D-66D8-4148-B613-0F74xx1660CB3_0_T Fill 2014-03-27 18:24:32.005 CL.CME_20140500_CLK4.CME_NY CTS order update (Trade) 12457 8xx36CE-D9E8-4045-BDBF-1E29E54F9EC9 Market 1 Buy Filled 101.62 1 xxxxx Open 1 82xx36CE-D9E8-4045-BDBF-1E29E54F9EC9_0_T =============================================================================== Trade Statistic ================================================================================ Number of open Trade 2 ================================================================================Trades Symbol Trade Type Entry DateTime Exit DateTime Avg Entry Price Avg Exit Price Entry Quantity Exit Quantity Max Open Quantity Profit/Loss (T) Cum P/L (T) Runup (T) Drawdown (T) Max Open Profit (T) Max Open Loss (T) Entry Efficiency Exit Efficiency Total Efficiency Commission (T) CL.20140500.CME_NY Short 2014-03-27 18:20:35 101.65 1 0 1 0 0 0 0 0 0 0.00% 0.00% 0.00% 0 CL.CME_20140500_CLK4.CME_NY Long 2014-03-27 18:24:32 101.62 1 0 1 0 0 5 0 5 0 100.00% 0.00% 0.00% 0 ================================================================================ ================================================================================Orders and Positions There were also non-zero values for the open positions and the profit/lost for a real account. After rebooting the platform Sierra Chart, these values become zero. ================================================================================ |
[2014-03-28 17:26:30] |
Sierra Chart Engineering - Posts: 104368 |
Post 40 response: When using CTS, update to version 1112 by selecting Help >> Download Prerelease. You need to update the symbols in this format: CL.CME_20140500_CLK4.CME_NY To the new format which is: CL.20140500.CME_NY Clear the Trade Activity Log data for these symbols following the instructions here: https://www.sierrachart.com/index.php?l=doc/doc_TradeActivityLog.php#ClearingtheLog 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2014-03-30 16:13:11] |
User82722 - Posts: 18 |
Thnk you! Yes, clear log is OK. Bat chat with symbols format CL.20140500.CME_NY gives me last value price 99.41(3-29-2014)(in some charts - 99.38 reason).This last value prices apply to contract CLJ14 (f.e. -> http://www.dormantrading.com/TraderTools/quotes.htm?&page=ccharts&sym=CLJ14&overlay=&sp=&nasdaq=&dow=) If you are using a chart format CL.CME_20140500_CLK4.CME_NY, we get right to the last price 101.67(3-29-2014) for contract CLK14. So, if you use a new recording format, then get the data of the old contract. And if you use an old recording format, then we get the correct data of the new contract, but then the order in Sierra Chart fixed on the old contract. But are sent to the host on a new contract(?). So like my result. You understand that by using the new recording format can not put a orders - not all data. Current version Sierra Chart is 1114. And the same failure occurs on version 1110. What is the reason? What am I doing wrong? Someone turns to trade oil in Sierra Charts + CTS T4 and how he does it? |
[2014-03-30 20:19:44] |
Sierra Chart Engineering - Posts: 104368 |
We do not observe this problem. Refer to the attached quote board. We get the same prices for each of these contracts. In the newer Sierra Chart versions, you must use the new symbol format to be able to trade from the chart or Trade DOM and to be able to access the correct symbol settings. Kind of sounds like you are missing some historical data and not seeing the latest prices. Refer to this page: http://www.sierrachart.com/index.php?l=doc/helpdetails7.html 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-03-30 20:27:31
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CTS T4 CL pricing.png / V - Attached On 2014-03-30 20:15:40 UTC - Size: 10.99 KB - 846 views |
[2014-03-30 21:33:42] |
User82722 - Posts: 18 |
Reason seems to have found the problem and decided. But still need to check it out. Way to solve - in the menu select 'Edit' then 'Delete All Data and Download'. Maybe for rollover need to do it always - change tool symbol and delete old data and upload new data again. Check it... Question: is it possible to work at Serra Charts + CTS T4 simultaneously log in to the executable module CTS T4(contract + type) - with a login and password T4 ? |
[2014-03-30 22:41:03] |
Sierra Chart Engineering - Posts: 104368 |
Re-downloading the data does sound like something that would have solved the issue. You can be running the CTS T4 front-end software and Sierra Chart at the same time using the same T4 account. Our understanding is this will work. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2014-04-01 02:06:28] |
Sierra Chart Engineering - Posts: 104368 |
With all of the changes to request and handle security definition data for CTS T4 symbol/market changes on the CTS side, when using the Sierra Chart Exchange Data Feed with CTS, there still is a market data subscription through CTS T4 for symbols that receive data from the Sierra Chart data feed. Therefore, charts are receiving double the amount of data. Both from the Sierra Chart feed and from T4. This is what appears to be the case. We acknowledge this is a serious problem and we are correcting it now. We had to get the recent CTS T4 integration code changes out as soon as possible for users to be able to continue to use CTS T4 . With the increased amount of complexity of Sierra Chart, it is inevitable that sometimes things like this can happen when we have very short amount of time to program and debug code. This problem will be resolved in version 1115. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
[2014-04-01 21:20:37] |
Sierra Chart Engineering - Posts: 104368 |
We have implemented support for expired futures contracts for the major futures markets by using the Sierra Chart Historical Data service, in version 1115. This requires Sierra Chart package 3 or higher. This feature has not been well tested yet, But basic testing shows that it does work. Therefore, it is now possible to use the Continuous Futures Contract feature with CTS. One good thing about this is that it puts no reliance on the CTS system, it is a feature completely provided by Sierra Chart. Therefore, you will get much better performance with with historical data for expired contracts 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-04-02 00:50:20
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[2014-04-02 14:26:17] |
User92938 - Posts: 3 |
Hi, I have packed 5 and use it for Replay function. There is some change in symbols. I use for my analysis symbols. ..NQM14,YMM14, ESM14 and EWM14 (EMD). But EWM14 dosnt work. Please, could you said me corectly symbol for now. thanks |
[2014-04-02 16:04:37] |
arrow - Posts: 52 |
The only historical charts I seem to still be having problems with are the ICE markets. vs 1115 HD Request # 140 - Downloading Historical Daily chart data for CC.20140300.ICE_CO. Starting date: 1964-03-31. Service: cts | 2014-04-02 11:01:25 HD Request # 140 - Waiting for security definition. | 2014-04-02 11:01:25 CTS T4: Sending security definition request for symbol CC.20140300.ICE_CO | 2014-04-02 11:01:26 HD Request # 140 - Error downloading historical Daily data for CC.20140300.ICE_CO. Security definition not found | 2014-04-02 11:01:26 HD Request # 140 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for CC.20140300.ICE_CO | 2014-04-02 11:01:26 HD Request # 140 - Daily download COMPLETE for CC.20140300.ICE_CO | 2014-04-02 11:01:26 Symbol Error - CC.20140300.ICE_CO is unknown, unavailable, or improperly formatted. Security definition not found | 2014-04-02 11:01:26 CTS T4: Received 0 security definitions for underlying symbol * | 2014-04-02 11:01:26 CTS FIX Historical Data: Received a Logout message. Text = Chart Data Timeout. No valid chart data requests were received within the chart data interval of 60 seconds | 2014-04-02 11:02:05 CTS FIX Historical Data: Sending a Logout message. Text = Received Logout message. | 2014-04-02 11:02:05 SSL shutdown indicates not able to send 'close notify'. | 2014-04-02 11:02:05 The SSL socket was shut down. | 2014-04-02 11:02:05 The SSL socket object has been freed. SSL state is now disconnected. | 2014-04-02 11:02:05 Socket has been shutdown and closed. | 2014-04-02 11:02:05 CTS FIX Historical Data: Logged out and disconnected. | 2014-04-02 11:02:05 CTS FIX Historical Data: Disconnected. | 2014-04-02 11:02:05 I have also deleted the 1k files from the data folder for all the ICE markets I use. |
[2014-04-02 17:40:33] |
Sierra Chart Engineering - Posts: 104368 |
Hi, I have packed 5 and use it for Replay function. There is some change in symbols. I use for my analysis symbols. ..NQM14,YMM14, ESM14 and EWM14 (EMD). But EWM14 dosnt work. Please, could you said me corectly symbol for now. thanks
This should have been started as a New Support Request. This is not related to this thread. This thread is about the CTS T4 trading service.We have tested this symbol and it does work: http://www.sierrachart.com/image.php?l=1396460341302.png We recommend going to that chart and selecting Edit >>Delete All Data and Download. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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