Support Board
Date/Time: Tue, 04 Feb 2025 11:09:11 +0000
Post From: Unable to Display Historical market depth on ticker
| [2020-01-07 20:25:08] |
| Raj_G - Posts: 7 |
|
Hello There, I'm using SC historical data feed only with service package 5 and trying to display historical market depth for one stock ticker "AAPL" and one Futures contract "ESH20". I'm unable to display historical market depth, though data candlestick is updating regularly on both charts. Can I display market depth (even if delayed) for US stocks and Futures with SC delayed data aka historical data feed? I've followed every step mentioned at page Market Depth Historical Graph and the troubleshooting market depth display at https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375&Name=Market_Depth_Historical_Graph#MarketDepthHistoricalGraphNotDisplaying. When I open the trading DOM, there is nothing visible in terms of what data should look like. It is an empty DOM no matter what I do. Guideline for this is to connect data feed, which is you guys for me here. Below is a snippet from message log Triggering next historical data download in queue. | 2020-01-07 14:06:05.002 AAPL 1 Trades #2 | Reloading chart. | 2020-01-07 14:06:50.047 + Loading market depth data. | 2020-01-07 14:06:50.145 Using SC exchange feed2. Symbol: ES?## | 2020-01-07 14:07:00.165 ESH20 1 Trades #2 | Reloading chart. | 2020-01-07 14:07:00.167 Using SC exchange feed2. Symbol: ES?## | 2020-01-07 14:07:00.659 Mapping ESH20 to ESH20. Service code: cme | 2020-01-07 14:07:00.659 SC DTC Delayed Exchange Data | Starting real-time market data updates for: ESH20 (ESH20). ID: 2 Service code: cme | 2020-01-07 14:07:00.659 SC DTC Delayed Exchange Data | Connecting to the server ds23.sierracharts.com. Port 10044 | 2020-01-07 14:07:00.659 SC DTC Delayed Exchange Data | Requesting security definition data for: ESH20 (ESH20). ID: 2 | 2020-01-07 14:07:00.659 Requesting market depth updates for: ESH20 if supported. | 2020-01-07 14:07:00.659 Separate subscription for market depth updates not supported. ESH20 | 2020-01-07 14:07:00.659 Using SC exchange feed2. Symbol: ES?## | 2020-01-07 14:07:00.659 Added historical Intraday data request for ESH20 to the queue. | 2020-01-07 14:07:00.659 Intraday data recording state for symbol ESH20 is set to download 'Pending'. | 2020-01-07 14:07:00.659 Triggering next historical data download in queue. | 2020-01-07 14:07:00.659 DTC Client socket (1) | Creating socket. | 2020-01-07 14:07:00.660 DTC Client socket (1) | Connecting to IP: 216.1.90.130. | 2020-01-07 14:07:00.660 Delaying start of download for ESH20 | 2020-01-07 14:07:00.661 + Loading market depth data. | 2020-01-07 14:07:00.853 Using SC exchange feed2. Symbol: ES?## | 2020-01-07 14:07:08.559 ESH20[M] 11 Trades #2 | Reloading chart. | 2020-01-07 14:07:08.560 + Loading market depth data. | 2020-01-07 14:07:08.732 DTC Client socket (1) | Connect event error. Windows error code 10060: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond. | 2020-01-07 14:07:21.667 * DTC Client socket (1) | CloseSocket call. | 2020-01-07 14:07:21.668 DTC Client socket (0) | CloseSocket call. | 2020-01-07 14:07:21.668 SC DTC Delayed Exchange Data | Disconnected from the server. | 2020-01-07 14:07:21.668 SC DTC Delayed Exchange Data | Data feed disconnected. Will reconnect in 2 seconds. | 2020-01-07 14:07:21.668 DTC Client socket (1) | Closed. | 2020-01-07 14:07:21.668 SC DTC Delayed Exchange Data | Connecting to the server ds23.sierracharts.com. Port 10043 | 2020-01-07 14:07:23.673 DTC Client socket (1) | Creating socket. | 2020-01-07 14:07:23.675 DTC Client socket (1) | Connecting to IP: 216.1.90.130. | 2020-01-07 14:07:23.675 DTC Client socket (1) | Connect event error. Windows error code 10060: A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond. | 2020-01-07 14:07:44.678 * DTC Client socket (1) | CloseSocket call. | 2020-01-07 14:07:44.678 DTC Client socket (0) | CloseSocket call. | 2020-01-07 14:07:44.678 SC DTC Delayed Exchange Data | Disconnected from the server. | 2020-01-07 14:07:44.678 SC DTC Delayed Exchange Data | Data feed disconnected. Will reconnect in 2 seconds. | 2020-01-07 14:07:44.678 DTC Client socket (1) | Closed. | 2020-01-07 14:07:44.678 SC DTC Delayed Exchange Data | Connecting to the server ds23.sierracharts.com. Port 10044 | 2020-01-07 14:07:46.677 DTC Client socket (1) | Creating socket. | 2020-01-07 14:07:46.678 DTC Client socket (1) | Connecting to IP: 216.1.90.130. | 2020-01-07 14:07:46.678 HD Request # 10 | Downloading Intraday chart data for ESH20 to the file ESH20.scid. Service: cme | 2020-01-07 14:08:01.133 HD Request # 10 | Download start date-time: 2020-01-07 13:38:18.000 | 2020-01-07 14:08:01.134 HD Request # 10 | Using server: ds21.sierracharts.com port 80 | 2020-01-07 14:08:01.134 Socket (2) | Creating socket. | 2020-01-07 14:08:01.135 Socket (2) | Connecting to IP: 216.1.90.129. | 2020-01-07 14:08:01.135 HD Request # 10 | Setting DTC encoding to Binary VLS | 2020-01-07 14:08:01.213 HD Request # 10 | Sending historical data logon request message. | 2020-01-07 14:08:01.213 HD Request # 10 | Requesting Intraday data. Start date-time: 2020-01-07 13:38:18. Record interval: 0. Symbol: ESH20 | 2020-01-07 14:08:01.687 HD Request # 10 | Decompressing data. | 2020-01-07 14:08:01.720 HD Request # 10 | Receiving Intraday data for ESH20 starting at 2020-01-07 13:38:18 | 2020-01-07 14:08:01.730 HD Request # 10 | Timestamp of first Intraday data file record written: 2020-01-07 13:38:24 | 2020-01-07 14:08:01.731 Socket (2) | CloseSocket call. | 2020-01-07 14:08:01.791 Historical data download thread signaled to stop. | 2020-01-07 14:08:01.791 Socket (2) | Shutdown started. Waiting for graceful close. | 2020-01-07 14:08:01.791 HD Request # 10 | Received 8145 records from 2020-01-07 13:38:18.000 to 2020-01-07 13:58:01.055 (19.7 minutes) and wrote 8105 records for ESH20 | 2020-01-07 14:08:01.792 HD Request # 10 | Completion time: 0s | 2020-01-07 14:08:01.803 HD Request # 10 | Intraday data download complete for ESH20. Unique request ID: 10 | 2020-01-07 14:08:01.803 Removing historical data download ID 10. | 2020-01-07 14:08:01.803 Real-time Intraday chart data file updates started for ESH20 | 2020-01-07 14:08:01.803 Intraday chart data file opened for ESH20 | 2020-01-07 14:08:01.803 |