Support Board
Date/Time: Wed, 12 Feb 2025 18:49:51 +0000
Post From: CQG Market Depth getting rejected
| [2020-11-03 20:00:32] |
| User522889 - Posts: 10 |
|
I switched back to CQG from Denali TOB, and I am now having issues getting Market Depth. I've worked with AMP to try to get it configured properly, but it looks like my account may have a flag for rejecting Market Depth data. Enabling compression for file: C:\SierraChart\Data\F.US.M2KZ20.scid. This may take a while. | 2020-11-03 11:30:06.794 File compression enabled. C:\SierraChart\Data\F.US.M2KZ20.scid. CompressionState=2 | 2020-11-03 11:30:06.794 * F.US.M2KZ20 #2 | Reloading chart. | 2020-11-03 11:30:06.795 F.US.M2KZ20 #2 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2020-11-03 11:30:06.795 Mapping F.US.M2KZ20 to M2KZ20. Service code: cme | 2020-11-03 11:30:07.291 SC Data - All Services | Starting real-time market data updates for: F.US.M2KZ20 (M2KZ20). ID: 2 Service code: cme | 2020-11-03 11:30:07.291 CQG WebAPI | Sending symbol resolution request for F.US.M2KZ20. ID: 928543 | 2020-11-03 11:30:07.291 SC Data - All Services | Requesting security definition data for: F.US.M2KZ20 (M2KZ20). ID: 2 | 2020-11-03 11:30:07.291 Added historical Intraday data request for F.US.M2KZ20 to the queue. | 2020-11-03 11:30:07.291 Intraday data recording state for symbol F.US.M2KZ20 is set to download 'Pending'. | 2020-11-03 11:30:07.291 Triggering next historical data download in queue. | 2020-11-03 11:30:07.291 Delaying start of download for F.US.M2KZ20 | 2020-11-03 11:30:07.293 CQG WebAPI | Received symbol resolution report for symbol F.US.M2KZ20. Search Symbol: F.US.M2KZ20. Request ID: 928543. Contract ID: 2. | 2020-11-03 11:30:07.368 SC Data - All Services | Received security definition for symbol F.US.M2KZ20 | 2020-11-03 11:30:07.440 Requesting market depth updates for: F.US.M2KZ20 if supported. | 2020-11-03 11:30:10.960 SC Data - All Services | Market Depth data has been rejected for symbol: F.US.M2KZ20. Not authorized for market depth. | 2020-11-03 11:30:11.130 HD Request # 7 | Downloading Intraday chart data for F.US.M2KZ20 to the file F.US.M2KZ20.scid. Service: cme | 2020-11-03 11:30:12.127 HD Request # 7 | Download start date-time: 2020-05-01 12:30:12.000000. File last date-time: 00:00:00.000000 | 2020-11-03 11:30:12.128 HD Request # 7 | Using server: ds23.sierracharts.com port 10149 | 2020-11-03 11:30:12.128 Socket (3) | Creating socket. | 2020-11-03 11:30:12.128 Socket (3) | New receive buffer size: 5242880 | 2020-11-03 11:30:12.128 Socket (3) | Connecting to IP: 216.1.90.130. | 2020-11-03 11:30:12.128 HD Request # 7 | Setting DTC encoding to Binary VLS | 2020-11-03 11:30:12.289 HD Request # 7 | Sending historical data logon request message. | 2020-11-03 11:30:12.289 HD Request # 7 | Requesting Intraday data. Start date-time: 2020-05-01 12:30:12. Record interval: 0. Symbol: M2KZ20 | 2020-11-03 11:30:13.086 HD Request # 7 | Decompressing data. | 2020-11-03 11:30:13.155 HD Request # 7 | Receiving Intraday data for F.US.M2KZ20 starting at 2020-06-04 08:58:17.000000 | 2020-11-03 11:30:13.391 HD Request # 7 | Timestamp of first Intraday data file record written: 2020-06-04 08:58:17.000000 | 2020-11-03 11:30:13.678 Socket (3) | CloseSocket call. | 2020-11-03 11:30:28.668 Socket (3) | 0 bytes remaining in receive buffer when socket closed. | 2020-11-03 11:30:28.668 Historical data download thread signaled to stop. | 2020-11-03 11:30:28.668 Socket (3) | Shutdown started. Waiting for graceful close. | 2020-11-03 11:30:28.668 HD Request # 7 | Received 2200462 records from 2020-06-04 08:58:17.000000 to 2020-11-03 11:30:27.148000 (152.1 days) and wrote 2200462 records for F.US.M2KZ20 | 2020-11-03 11:30:28.668 HD Request # 7 | Add time&sales data | Remembered last file record date-time: 2020-11-03 19:30:27.148000 | 2020-11-03 11:30:28.674 Added 8 Time and Sales records to Intraday data file for F.US.M2KZ20 after download. | 2020-11-03 11:30:28.674 HD Request # 7 | Completion time: 16s | 2020-11-03 11:30:28.678 HD Request # 7 | Intraday data download complete for F.US.M2KZ20. Unique request ID: 6 | 2020-11-03 11:30:28.678 Removing historical data download ID 6. | 2020-11-03 11:30:28.678 Real-time Intraday chart data file updates started for F.US.M2KZ20 | 2020-11-03 11:30:28.678 Intraday chart data file opened for F.US.M2KZ20 | 2020-11-03 11:30:28.678 HD Request # 7 | Enabling Intraday chart updating for symbol. | 2020-11-03 11:30:28.678 |