Support Board
Date/Time: Fri, 29 Nov 2024 00:39:47 +0000
Post From: Subcribed to data but cannot get market depth data
| [2016-11-25 15:26:29] |
| User803643 - Posts: 4 |
|
I still cannot get market depth data in CME group. It's not about my setting because I can show market depth in other exchange. http://www.sierrachart.com/image.php?Image=1480087306789.png Reading Internal Order ID file. | 2016-11-25 09:25:36 Reading Trade Orders file. | 2016-11-25 09:25:36 Reading Trade Positions file. | 2016-11-25 09:25:36 Software version: 1488 | 2016-11-25 09:25:36 Uses New Spreadsheets | 2016-11-25 09:25:36 Usage end date: 2016-12-18 | 2016-11-25 09:25:36 Enabled for: Advanced Features. | 2016-11-25 09:25:36 Enabled for: Advanced Features 2. | 2016-11-25 09:25:36 Enabled for: Sierra Chart Historical Data Service. | 2016-11-25 09:25:36 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2016-11-25 09:25:36 Enabled for: INDEXES_DATA_BARCHART | 2016-11-25 09:25:36 Enabled for: CME (Trading Account Required) | 2016-11-25 09:25:36 Enabled for: CBOT (Trading Account Required) | 2016-11-25 09:25:36 Enabled for: COMEX (Trading Account Required) | 2016-11-25 09:25:36 Enabled for: NYMEX (Trading Account Required) | 2016-11-25 09:25:36 Enabled for: Hong Kong Futures Exchange | 2016-11-25 09:25:36 Received 2 data feed usernames. | 2016-11-25 09:25:36 Allow Support for Sierra Chart Data Feeds is enabled. | 2016-11-25 09:25:36 Current selected Data/Trading service: SC Data - All Services | 2016-11-25 09:25:36 Chart Update Interval: 500 | 2016-11-25 09:25:36 Time Zone: -06:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2016-11-25 09:25:36 2016-11-25 09:25:40 Local computer time | 2016-11-25 09:25:36 2016-11-25 15:25:40 Local computer time in UTC | 2016-11-25 09:25:36 2016-11-25 09:25:40 Local computer time in SC Time Zone | 2016-11-25 09:25:36 2016-11-25 15:25:40 Server time in UTC | 2016-11-25 09:25:36 Local computer UTC time and Server UTC time difference: 0 seconds. | 2016-11-25 09:25:36 Program path: C:\SierraChart\ | 2016-11-25 09:25:36 Data Files path: C:\SierraChart\Data\ | 2016-11-25 09:25:36 OS Version Number: 6.2 | 2016-11-25 09:25:36 Locale Setting: C | 2016-11-25 09:25:36 Checking for new symbol settings for scdataallservices | 2016-11-25 09:25:36 HTTPS connection to www.sierrachart.com:443 (0) | Resolved address sierrachart.com to IP 5.9.8.236. | 2016-11-25 09:25:36 HTTPS connection to www.sierrachart.com:443 (3) | Connected. | 2016-11-25 09:25:36 HTTPS connection to www.sierrachart.com:443 (3) | Starting TLS 1.2 connection. | 2016-11-25 09:25:36 HTTPS connection to www.sierrachart.com:443 (3) | SSL connection established. | 2016-11-25 09:25:41 HTTP connection to www.sierrachart.com:80 (0) | Resolved address sierrachart.com to IP 5.9.8.236. | 2016-11-25 09:25:42 HTTP connection to www.sierrachart.com:80 (4) | Connected. | 2016-11-25 09:25:43 Files to Open on Start up | Opening file: MarcOrderFlow_ES.cht | 2016-11-25 09:25:44 ESZ16 [C] 5 Min #1 | Reloading chart. | 2016-11-25 09:25:44 ESZ16 [C] 5 Min #2 | Reloading chart. | 2016-11-25 09:25:44 ESZ16 [C] 5 Min #3 | Reloading chart. | 2016-11-25 09:25:44 ESZ16 [C] 1 Min #4 | Reloading chart. | 2016-11-25 09:25:44 ESZ16 [C] 30 Min #5 | Reloading chart. | 2016-11-25 09:25:44 ESZ16 #6 | Reloading chart. | 2016-11-25 09:25:44 ESH17 #7 | Reloading chart. | 2016-11-25 09:25:44 Files to Open on Start up | Opening file: MarcOrderFlow_CL.cht | 2016-11-25 09:25:44 CLF17 [C] 15 Min #1 | Reloading chart. | 2016-11-25 09:25:44 CLF17 [C] 5 Min #2 | Reloading chart. | 2016-11-25 09:25:44 CLF17 [C] 5 Min #3 | Reloading chart. | 2016-11-25 09:25:44 CLF17 [C] 1 Min #4 | Reloading chart. | 2016-11-25 09:25:44 CLF17 [C] 5 Min #5 | Reloading chart. | 2016-11-25 09:25:44 CLF17 #6 | Reloading chart. | 2016-11-25 09:25:44 Files to Open on Start up | Opening file: RCMD.cht | 2016-11-25 09:25:44 ESZ16 5 Min #1 | Reloading chart. | 2016-11-25 09:25:44 HSX16 5 Min #2 | Reloading chart. | 2016-11-25 09:25:44 CLF17 5 Min #3 | Reloading chart. | 2016-11-25 09:25:44 GCZ16 5 Min #4 | Reloading chart. | 2016-11-25 09:25:44 Files to Open on Start up | Opening file: OrderFlow_NQ.cht | 2016-11-25 09:25:44 NQZ16 [C] 5 Min #1 | Reloading chart. | 2016-11-25 09:25:44 NQZ16 [C] 5 Min #2 | Reloading chart. | 2016-11-25 09:25:44 NQZ16 [C] 5 Min #3 | Reloading chart. | 2016-11-25 09:25:44 NQZ16 [C] 1 Min #4 | Reloading chart. | 2016-11-25 09:25:44 Files to Open on Start up | Opening file: OrderFlow_gc.cht | 2016-11-25 09:25:44 GCZ16 [C] 5 Min #2 | Reloading chart. | 2016-11-25 09:25:44 GCZ16 [C] 5 Min #3 | Reloading chart. | 2016-11-25 09:25:44 HTTP connection to www.sierrachart.com:80 (4) | Closed. No error. | 2016-11-25 09:25:44 HTTP connection to www.sierrachart.com:80 (4) | Shutdown and closed. | 2016-11-25 09:25:44 Symbol settings are up-to-date for scdataallservices | 2016-11-25 09:25:44 Mapping ESZ16 to ESZ16. Service code: cme | 2016-11-25 09:25:49 Intraday data recording state for symbol ESZ16 is set to download 'Pending'. | 2016-11-25 09:25:49 HD Request # 2 | Downloading Intraday chart data for ESZ16 to the file ESZ16.scid. Service: cme | 2016-11-25 09:25:49 HD Request # 2 | Download start date-time: 2016-11-25 09:25:32.000 | 2016-11-25 09:25:49 HD Request # 2 | Using server: ds6.sierracharts.com port 10149 | 2016-11-25 09:25:49 Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131. | 2016-11-25 09:25:49 Socket (5) | Connected. | 2016-11-25 09:25:49 HD Request # 2 | Setting DTC encoding to Binary VLS | 2016-11-25 09:25:49 HD Request # 2 | Sending historical data logon request message. | 2016-11-25 09:25:49 Mapping ESH17 to ESH17. Service code: cme | 2016-11-25 09:25:49 Intraday data recording state for symbol ESH17 is set to download 'Pending'. | 2016-11-25 09:25:49 Mapping CLF17 to CLF17. Service code: nymex | 2016-11-25 09:25:49 Intraday data recording state for symbol CLF17 is set to download 'Pending'. | 2016-11-25 09:25:49 Mapping HSX16 to HSX16. Service code: HongKongFutures.Exchange | 2016-11-25 09:25:49 Intraday data recording state for symbol HSX16 is set to download 'Pending'. | 2016-11-25 09:25:49 Mapping GCZ16 to GCZ16. Service code: comex | 2016-11-25 09:25:49 Intraday data recording state for symbol GCZ16 is set to download 'Pending'. | 2016-11-25 09:25:49 Mapping NQZ16 to NQZ16. Service code: cme | 2016-11-25 09:25:49 Intraday data recording state for symbol NQZ16 is set to download 'Pending'. | 2016-11-25 09:25:49 HD Request # 2 | Requesting Intraday data. Start date-time: 2016-11-25 09:25:32. Record interval: 0. Symbol: ESZ16 | 2016-11-25 09:25:50 HD Request # 2 | Decompressing data. | 2016-11-25 09:25:50 Socket (5) | Shutdown and closed. | 2016-11-25 09:25:50 The network socket for historical data has been closed. | 2016-11-25 09:25:50 HD Request # 2 | Historical data for ESZ16 is delayed because connection to main data feed is not present. Current data will be received upon connection. | 2016-11-25 09:25:50 HD Request # 2 | Received 1 record from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ESZ16 | 2016-11-25 09:25:50 HD Request # 2 | Intraday download COMPLETE for ESZ16. Completion time: 2s. Unique request ID: 1 | 2016-11-25 09:25:50 Removed historical data download ID 1 | 2016-11-25 09:25:50 HTTPS connection to www.sierrachart.com:443 (3) | SSL connection closed by remote side. | 2016-11-25 09:25:50 HTTPS connection to www.sierrachart.com:443 (3) | Connection gracefully closed by remote side. | 2016-11-25 09:25:50 HTTPS connection to www.sierrachart.com:443 (3) | SSL object has been freed. SSL state is now disconnected. | 2016-11-25 09:25:50 HTTPS connection to www.sierrachart.com:443 (3) | Shutdown and closed. | 2016-11-25 09:25:50 HD Request # 3 | Downloading Intraday chart data for ESH17 to the file ESH17.scid. Service: cme | 2016-11-25 09:25:50 HD Request # 3 | Download start date-time: 2016-11-25 09:24:56.000 | 2016-11-25 09:25:50 HD Request # 3 | Using server: ds1.sierracharts.com port 10149 | 2016-11-25 09:25:50 Socket (0) | Resolved address ds1.sierracharts.com to IP 8.18.161.135. | 2016-11-25 09:25:50 Socket (6) | Connected. | 2016-11-25 09:25:50 SC Data - All Services | Connected to data server. | 2016-11-25 09:25:51 Mapping CLF17 to CLF17. Service code: nymex | 2016-11-25 09:25:51 SC Data - All Services | Starting real-time market data updates for: CLF17. ID: 1 | 2016-11-25 09:25:51 SC Data - All Services | Using username 0 | 2016-11-25 09:25:51 SC Data - All Services | Connecting to the server ds1.sierracharts.com. Port 443 | 2016-11-25 09:25:51 SC Data - All Services | Requesting security definition data for: CLF17. ID: 1 | 2016-11-25 09:25:51 Intraday data recording state for symbol CLF17 is set to download 'Pending'. | 2016-11-25 09:25:51 Historical Intraday data request for CLF17 is discarded because a matching download is already pending and the new one is not for earlier data. | 2016-11-25 09:25:51 Socket (0) | Resolved address ds1.sierracharts.com to IP 8.18.161.135. | 2016-11-25 09:25:51 Mapping HSX16 to HSX16. Service code: HongKongFutures.Exchange | 2016-11-25 09:25:51 SC Data - All Services | Starting real-time market data updates for: HSX16. ID: 2 | 2016-11-25 09:25:51 SC Data - All Services | Requesting security definition data for: HSX16. ID: 2 | 2016-11-25 09:25:51 Requesting market depth updates for: HSX16 if supported. | 2016-11-25 09:25:51 Intraday data recording state for symbol HSX16 is set to download 'Pending'. | 2016-11-25 09:25:51 Historical Intraday data request for HSX16 is discarded because a matching download is already pending and the new one is not for earlier data. | 2016-11-25 09:25:51 HD Request # 3 | Setting DTC encoding to Binary VLS | 2016-11-25 09:25:51 HD Request # 3 | Sending historical data logon request message. | 2016-11-25 09:25:51 HD Request # 3 | Requesting Intraday data. Start date-time: 2016-11-25 09:24:56. Record interval: 0. Symbol: ESH17 | 2016-11-25 09:25:51 HD Request # 3 | Decompressing data. | 2016-11-25 09:25:51 Socket (6) | Shutdown and closed. | 2016-11-25 09:25:51 The network socket for historical data has been closed. | 2016-11-25 09:25:51 Socket (7) | Connected. | 2016-11-25 09:25:51 SC Data - All Services | Connected to server. | 2016-11-25 09:25:51 SC Data - All Services | Sending Encoding Request to server | 2016-11-25 09:25:51 HD Request # 3 | Re-requesting historical data for ESH17 to get the latest data since the download was started while not connected to primary service. | 2016-11-25 09:25:51 HD Request # 3 | Received 1 record from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ESH17 | 2016-11-25 09:25:51 Mapping ESH17 to ESH17. Service code: cme | 2016-11-25 09:25:51 HD Request # 4 | Downloading Intraday chart data for ESH17 to the file ESH17.scid. Service: cme | 2016-11-25 09:25:51 HD Request # 4 | Download start date-time: 2016-11-25 09:24:56.000 | 2016-11-25 09:25:51 HD Request # 4 | Using server: ds6.sierracharts.com port 10149 | 2016-11-25 09:25:51 Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131. | 2016-11-25 09:25:51 Requesting market depth updates for: CLF17 if supported. | 2016-11-25 09:25:51 SC Data - All Services | Starting real-time market data updates for: ESH17. ID: 3 | 2016-11-25 09:25:51 SC Data - All Services | Requesting security definition data for: ESH17. ID: 3 | 2016-11-25 09:25:51 Mapping NQZ16 to NQZ16. Service code: cme | 2016-11-25 09:25:51 SC Data - All Services | Starting real-time market data updates for: NQZ16. ID: 4 | 2016-11-25 09:25:51 SC Data - All Services | Requesting security definition data for: NQZ16. ID: 4 | 2016-11-25 09:25:51 Intraday data recording state for symbol NQZ16 is set to download 'Pending'. | 2016-11-25 09:25:51 Historical Intraday data request for NQZ16 is discarded because a matching download is already pending and the new one is not for earlier data. | 2016-11-25 09:25:51 Mapping ESZ16 to ESZ16. Service code: cme | 2016-11-25 09:25:51 SC Data - All Services | Starting real-time market data updates for: ESZ16. ID: 5 | 2016-11-25 09:25:51 SC Data - All Services | Requesting security definition data for: ESZ16. ID: 5 | 2016-11-25 09:25:51 Intraday data recording state for symbol ESZ16 is set to download 'Pending'. | 2016-11-25 09:25:51 Mapping GCZ16 to GCZ16. Service code: comex | 2016-11-25 09:25:51 SC Data - All Services | Starting real-time market data updates for: GCZ16. ID: 6 | 2016-11-25 09:25:51 SC Data - All Services | Requesting security definition data for: GCZ16. ID: 6 | 2016-11-25 09:25:51 Requesting market depth updates for: GCZ16 if supported. | 2016-11-25 09:25:51 Intraday data recording state for symbol GCZ16 is set to download 'Pending'. | 2016-11-25 09:25:51 Historical Intraday data request for GCZ16 is discarded because a matching download is already pending and the new one is not for earlier data. | 2016-11-25 09:25:51 Requesting market depth updates for: ESZ16 if supported. | 2016-11-25 09:25:51 SC Data - All Services | Setting DTC encoding to Binary VLS | 2016-11-25 09:25:54 SC Data - All Services | Sending logon request message. | 2016-11-25 09:25:54 Socket (8) | Connected. | 2016-11-25 09:25:54 SC Data - All Services | Received logon response. | 2016-11-25 09:25:54 SC Data - All Services | Server Name: SC Real-Time Server. | 2016-11-25 09:25:54 SC Data - All Services | Server protocol version: 7. Client protocol version: 7 | 2016-11-25 09:25:54 SC Data - All Services | Logon error received from server: Limited to one connection per username for the requested data source. | 2016-11-25 09:25:54 Socket (7) | Shutdown and closed. | 2016-11-25 09:25:54 SC Data - All Services | Disconnected from the server. | 2016-11-25 09:25:54 SC Data - All Services | Data feed disconnected. Will reconnect. | 2016-11-25 09:25:54 HD Request # 4 | Setting DTC encoding to Binary VLS | 2016-11-25 09:25:54 HD Request # 4 | Sending historical data logon request message. | 2016-11-25 09:25:54 HD Request # 4 | Requesting Intraday data. Start date-time: 2016-11-25 09:24:56. Record interval: 0. Symbol: ESH17 | 2016-11-25 09:25:55 HD Request # 4 | Decompressing data. | 2016-11-25 09:25:55 HD Request # 4 | Receiving Intraday data for ESH17 starting at 2016-11-25 09:24:56 | 2016-11-25 09:25:55 Socket (8) | Shutdown and closed. | 2016-11-25 09:25:55 The network socket for historical data has been closed. | 2016-11-25 09:25:55 HD Request # 4 | Received 1 record from 2016-11-25 09:24:56 to 2016-11-25 09:24:56 (0.0 seconds) and wrote 0 records for ESH17 | 2016-11-25 09:25:55 HD Request # 4 | Intraday download COMPLETE for ESH17. Completion time: 1s. Unique request ID: 2 | 2016-11-25 09:25:55 Removed historical data download ID 2 | 2016-11-25 09:25:55 Real-time Intraday chart data file updates started for ESH17 | 2016-11-25 09:25:55 Intraday chart data file opened for ESH17 | 2016-11-25 09:25:55 Market data subscription status is not known while delaying historical data download for symbol: CLF17 | 2016-11-25 09:25:55 Delaying start of download for CLF17 | 2016-11-25 09:25:55 Market data subscription status is not known while delaying historical data download for symbol: CLF17 | 2016-11-25 09:25:56 Requesting market depth updates for: ESH17 if supported. | 2016-11-25 09:25:56 SC Data - All Services | Using username 0 | 2016-11-25 09:25:56 SC Data - All Services | Connecting to the server ds6.sierracharts.com. Port 10048 | 2016-11-25 09:25:56 Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131. | 2016-11-25 09:25:56 Socket (9) | Connected. | 2016-11-25 09:25:56 SC Data - All Services | Connected to server. | 2016-11-25 09:25:56 SC Data - All Services | Sending Encoding Request to server | 2016-11-25 09:25:56 SC Data - All Services | Setting DTC encoding to Binary VLS | 2016-11-25 09:25:57 SC Data - All Services | Sending logon request message. | 2016-11-25 09:25:57 Market data subscription status is not known while delaying historical data download for symbol: CLF17 | 2016-11-25 09:25:57 SC Data - All Services | Received logon response. | 2016-11-25 09:25:57 SC Data - All Services | Server Name: SC Real-Time Server. | 2016-11-25 09:25:57 SC Data - All Services | Server protocol version: 7. Client protocol version: 7 | 2016-11-25 09:25:57 SC Data - All Services | Logon error received from server: Limited to one connection per username for the requested data source. | 2016-11-25 09:25:57 Socket (9) | Shutdown and closed. | 2016-11-25 09:25:57 SC Data - All Services | Disconnected from the server. | 2016-11-25 09:25:57 SC Data - All Services | Data feed disconnected. Will reconnect. | 2016-11-25 09:25:57 Market data subscription status is not known while delaying historical data download for symbol: CLF17 | 2016-11-25 09:25:58 Market data subscription status is not known while delaying historical data download for symbol: CLF17 | 2016-11-25 09:25:59 SC Data - All Services | Using username 1 | 2016-11-25 09:25:59 SC Data - All Services | Connecting to the server ds1.sierracharts.com. Port 443 | 2016-11-25 09:25:59 Socket (0) | Resolved address ds1.sierracharts.com to IP 8.18.161.135. | 2016-11-25 09:25:59 Socket (10) | Connected. | 2016-11-25 09:25:59 SC Data - All Services | Connected to server. | 2016-11-25 09:25:59 SC Data - All Services | Sending Encoding Request to server | 2016-11-25 09:25:59 SC Data - All Services | Setting DTC encoding to Binary VLS | 2016-11-25 09:25:59 SC Data - All Services | Sending logon request message. | 2016-11-25 09:25:59 SC Data - All Services | Received logon response. | 2016-11-25 09:25:59 SC Data - All Services | Server Name: SC Realtime Server. | 2016-11-25 09:25:59 SC Data - All Services | Server protocol version: 7. Client protocol version: 7 | 2016-11-25 09:25:59 SC Data - All Services | Successfully connected. | 2016-11-25 09:25:59 SC Data - All Services | Trading is not supported. | 2016-11-25 09:25:59 SC Data - All Services | Restarting real-time data updates for symbol: CLF17 -> CLF17 | 2016-11-25 09:25:59 Intraday data recording state for symbol ESH17 is set to download 'Pending'. | 2016-11-25 09:25:59 SC Data - All Services | Restarting real-time data updates for symbol: ESH17 -> ESH17 | 2016-11-25 09:25:59 SC Data - All Services | Restarting real-time data updates for symbol: ESZ16 -> ESZ16 | 2016-11-25 09:25:59 SC Data - All Services | Restarting real-time data updates for symbol: GCZ16 -> GCZ16 | 2016-11-25 09:25:59 SC Data - All Services | Restarting real-time data updates for symbol: HSX16 -> HSX16 | 2016-11-25 09:25:59 SC Data - All Services | Restarting real-time data updates for symbol: NQZ16 -> NQZ16 | 2016-11-25 09:25:59 SC Data - All Services | Received security definition for symbol CLF17 | 2016-11-25 09:25:59 SC Data - All Services | Market Depth data has been rejected for symbol: CLF17. Not authorized for market depth. | 2016-11-25 09:25:59 SC Data - All Services | Received security definition for symbol ESH17 | 2016-11-25 09:25:59 Delaying start of download for CLF17 | 2016-11-25 09:25:59 SC Data - All Services | Market Depth data has been rejected for symbol: ESH17. Not authorized for market depth. | 2016-11-25 09:25:59 SC Data - All Services | Received security definition for symbol ESZ16 | 2016-11-25 09:25:59 SC Data - All Services | Market Depth data has been rejected for symbol: ESZ16. Not authorized for market depth. | 2016-11-25 09:25:59 SC Data - All Services | Received security definition for symbol GCZ16 | 2016-11-25 09:25:59 SC Data - All Services | Market Depth data has been rejected for symbol: GCZ16. Not authorized for market depth. | 2016-11-25 09:25:59 SC Data - All Services | Received security definition for symbol HSX16 | 2016-11-25 09:25:59 SC Data - All Services | Clearing market depth for HSX16. | 2016-11-25 09:25:59 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\HSX16.2016-11-25.depth | 2016-11-25 09:25:59 SC Data - All Services | Received security definition for symbol NQZ16 | 2016-11-25 09:25:59 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\CLF17.2016-11-25.depth | 2016-11-25 09:25:59 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESZ16.2016-11-25.depth | 2016-11-25 09:25:59 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESH17.2016-11-25.depth | 2016-11-25 09:25:59 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\GCZ16.2016-11-25.depth | 2016-11-25 09:26:02 |