Support Board
Date/Time: Wed, 27 Nov 2024 08:28:20 +0000
Post From: Version 2198: Support For Historical Market Depth Data With Denali/Delayed Exchange Feeds
| [2020-12-15 03:37:40] |
| Chad - Posts: 233 |
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Message Log contents: Software version: 2207 64-bit | 2020-12-14 21:27:00.269
Primary Thread ID: 60816 | 2020-12-14 21:27:00.269 Usage end date: 2021-09-08 | 2020-12-14 21:27:00.269 Enabled for: Sierra Chart Historical Data Service. | 2020-12-14 21:27:00.269 Enabled for: Denali Real-Time Exchange Data Feed. | 2020-12-14 21:27:00.269 Enabled for: Delayed Denali Real-Time Exchange Data Feed. | 2020-12-14 21:27:00.269 Enabled for exchange2: COMEX | 2020-12-14 21:27:00.269 Enabled for exchange2: NYMEX | 2020-12-14 21:27:00.269 Allow Support for Sierra Chart Data Feeds is enabled. | 2020-12-14 21:27:00.269 Current selected Data/Trading service: SC Data - All Services | 2020-12-14 21:27:00.269 Custom symbol settings values: enabled | 2020-12-14 21:27:00.269 Chart Update Interval: 10 | 2020-12-14 21:27:00.269 Intraday Data Storage Time Unit: 0 | 2020-12-14 21:27:00.269 Time Zone: -06:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2020-12-14 21:27:00.269 2020-12-15 03:27:00 Local computer time in UTC | 2020-12-14 21:27:00.269 2020-12-14 21:27:00 Local computer time in SC Time Zone | 2020-12-14 21:27:00.269 2020-12-15 03:26:36 Server time in UTC | 2020-12-14 21:27:00.269 Local computer UTC time and Server UTC time difference: 0 seconds. | 2020-12-14 21:27:00.269 Program path: C:\SierraChart\ | 2020-12-14 21:27:00.269 Data Files path: C:\SierraChart\Data\ | 2020-12-14 21:27:00.269 OS Version Number: 6.1 | 2020-12-14 21:27:00.270 Locale Setting: C | 2020-12-14 21:27:00.270 DLLs: [[i]I removed this for brevity[/i]] Allowed protected custom studies: SST_FreeBundle | 2020-12-14 21:27:00.272 HGH21 1 Trades #1 | Reloading chart. | 2020-12-14 21:27:21.934 Mapping HGH21 to HGH21. Service code: comex | 2020-12-14 21:27:22.670 SC Data - All Services | Starting real-time market data updates for: HGH21 (HGH21). ID: 1 Service code: comex | 2020-12-14 21:27:22.694 SC Data - All Services | Connecting to the server ds12-2.sierracharts.com. Port 443 | 2020-12-14 21:27:22.712 SC Data - All Services | Requesting security definition data for: HGH21 (HGH21). ID: 1 | 2020-12-14 21:27:22.713 Requesting market depth updates for: HGH21 if supported. | 2020-12-14 21:27:22.713 Separate subscription for market depth updates not supported. HGH21 | 2020-12-14 21:27:22.713 Starting DelayedDownloadMonitoringTimer | 2020-12-14 21:27:22.713 Starting HDTimeoutTimer | 2020-12-14 21:27:22.713 Added historical Intraday data request for HGH21 to the queue. | 2020-12-14 21:27:22.713 Intraday data recording state for symbol HGH21 is set to download 'Pending'. | 2020-12-14 21:27:22.713 Triggering next historical data download in queue. | 2020-12-14 21:27:22.713 Delaying start of download for HGH21 | 2020-12-14 21:27:22.717 DTC Client socket (1) | Creating socket. | 2020-12-14 21:27:22.845 DTC Client socket (1) | New receive buffer size: 5242880 | 2020-12-14 21:27:22.845 DTC Client socket (1) | Connecting to IP: 204.15.197.13. | 2020-12-14 21:27:22.845 SC Data - All Services | Network connection to server complete. | 2020-12-14 21:27:22.899 SC Data - All Services | Starting socket receive thread. | 2020-12-14 21:27:22.920 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: standard | 2020-12-14 21:27:22.929 SC Data - All Services | Setting DTC encoding to Binary VLS | 2020-12-14 21:27:22.979 SC Data - All Services | Sending logon request message. | 2020-12-14 21:27:22.979 SC Data - All Services | Received logon response. | 2020-12-14 21:27:23.793 SC Data - All Services | Server Name: SC Realtime Server. | 2020-12-14 21:27:23.793 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2020-12-14 21:27:23.793 SC Data - All Services | Successfully connected. | 2020-12-14 21:27:23.793 SC Data - All Services | Trading is not supported. | 2020-12-14 21:27:23.793 Real-time market depth file updates started for HGH21 | 2020-12-14 21:27:23.808 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\HGH21.2020-12-15.depth | 2020-12-14 21:27:23.809 SC Data - All Services | Restarting real-time data updates for symbol: HGH21 -> HGH21. Market Depth data restarted. | 2020-12-14 21:27:23.809 SC Data - All Services | Clearing market depth for HGH21 | 2020-12-14 21:27:23.919 Enabling compression for file: C:\SierraChart\Data\MarketDepthData\HGH21.2020-12-15.depth. This may take a while. | 2020-12-14 21:27:24.049 File compression enabled. C:\SierraChart\Data\MarketDepthData\HGH21.2020-12-15.depth. CompressionState=2 | 2020-12-14 21:27:24.049 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\HGH21.2020-12-15.depth | 2020-12-14 21:27:24.049 SC Data - All Services | Received security definition for symbol HGH21 | 2020-12-14 21:27:24.049 Loading market depth data. | 2020-12-14 21:27:25.091 Loaded depth data records for HGH21 2020-12-11 from 2020-12-11 14:13:21.920000 to 2020-12-11 14:29:29.384270. | 2020-12-14 21:27:25.169 Loaded depth data records for HGH21 2020-12-14 from 2020-12-14 07:13:34.187000 to 2020-12-14 08:53:47.017000. | 2020-12-14 21:27:26.188 Market Depth Historical Graph | Current service package does not support this function. Select 'Help >> Account Control Panel' to change your package. | 2020-12-14 21:27:26.391 Market Depth Historical Graph | Current service package does not support this function. Select 'Help >> Account Control Panel' to change your package. | 2020-12-14 21:27:26.407 Market Depth Historical Graph | Current service package does not support this function. Select 'Help >> Account Control Panel' to change your package. | 2020-12-14 21:27:27.375 HD Request # 1 | Downloading Intraday chart data for HGH21 to the file HGH21.scid. Service: comex | 2020-12-14 21:27:28.793 HD Request # 1 | Download start date-time: 2020-12-14 08:53:47.000000. File last date-time: 2020-12-14 08:53:47.017002 | 2020-12-14 21:27:28.797 HD Request # 1 | Using server: ds23.sierracharts.com port 10150 | 2020-12-14 21:27:28.797 Socket (2) | Creating socket. | 2020-12-14 21:27:28.865 Socket (2) | New receive buffer size: 5242880 | 2020-12-14 21:27:28.865 Socket (2) | Connecting to IP: 216.1.90.130. | 2020-12-14 21:27:28.865 HD Request # 1 | Setting DTC encoding to Binary VLS | 2020-12-14 21:27:28.976 HD Request # 1 | Sending historical data logon request message. | 2020-12-14 21:27:28.976 HD Request # 1 | Requesting Intraday data. Start date-time: 2020-12-14 08:53:47. Record interval: 0. Symbol: HGH21 | 2020-12-14 21:27:29.475 HD Request # 1 | Decompressing data. | 2020-12-14 21:27:29.599 HD Request # 1 | Receiving Intraday data for HGH21 starting at 2020-12-14 08:53:47.017000 | 2020-12-14 21:27:29.740 Socket (2) | CloseSocket call. | 2020-12-14 21:27:29.853 Socket (2) | 0 bytes remaining in receive buffer when socket closed. | 2020-12-14 21:27:29.853 Socket (2) | Shutdown started. Waiting for graceful close. | 2020-12-14 21:27:29.853 Historical data download thread signaled to stop. | 2020-12-14 21:27:29.876 HD Request # 1 | Timestamp of first Intraday data file record written: 2020-12-14 08:53:49.662000 | 2020-12-14 21:27:29.877 HD Request # 1 | Received 19742 records from 2020-12-14 08:53:47.017000 to 2020-12-14 21:27:25.525000 (12.6 hours) and wrote 19739 records for HGH21 | 2020-12-14 21:27:29.877 HD Request # 1 | Add time&sales data | Remembered last file record date-time: 2020-12-15 03:27:25.525000 | 2020-12-14 21:27:29.893 Added 5 Time and Sales records to Intraday data file for HGH21 after download. | 2020-12-14 21:27:29.893 Socket (2) | Socket gracefully closed by remote side. | 2020-12-14 21:27:29.899 Socket (2) | Closed. | 2020-12-14 21:27:29.899 HD Request # 1 | Completion time: 1s | 2020-12-14 21:27:29.906 HD Request # 1 | Intraday data download complete for HGH21. Unique request ID: 1 | 2020-12-14 21:27:29.906 Removing historical data download ID 1. | 2020-12-14 21:27:29.906 Real-time Intraday chart data file updates started for HGH21 | 2020-12-14 21:27:29.906 Intraday chart data file opened for HGH21 | 2020-12-14 21:27:29.906 HD Request # 1 | Enabling Intraday chart updating for symbol. | 2020-12-14 21:27:29.906 Triggering next historical data download in queue. | 2020-12-14 21:27:29.906 Opened cached Intraday file: C:\SierraChart\Data\HGH21.scid. Thread ID: 60600 | 2020-12-14 21:27:35.086 The message log has been sent to support. | 2020-12-14 21:34:10.786 HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Creating socket. Using TLS 1.2. | 2020-12-14 21:34:10.786 HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | New receive buffer size: 32768 | 2020-12-14 21:34:10.786 HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Connecting to IP: 46.4.97.203. | 2020-12-14 21:34:10.791 Sending of the Message Log is completed. The response was saved to C:\SierraChart\Data\MessageLogAnalysis.htm | 2020-12-14 21:34:11.846 HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | CloseSocket call. | 2020-12-14 21:34:12.091 HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | 0 bytes remaining in receive buffer when socket closed. | 2020-12-14 21:34:12.091 HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Shutdown started. Waiting for graceful close. | 2020-12-14 21:34:12.091 HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Socket gracefully closed by remote side. | 2020-12-14 21:34:12.231 HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (2) | Closed. | 2020-12-14 21:34:12.231 Steps I took before copying log: 1) launch SC & clear Message Log 2) open Chartbook with 1 Chart window - intraday tick chart of HGH21 (COMEX Copper Mar '21), 15 days to load per Chart Settings 3) scrolled to earliest time in Chart, R clicked and selected 'Download Depth Data from Date-Time' 4) waited 5 minutes to see if Message Log reported anything pertaining to Step (3) Date Time Of Last Edit: 2020-12-15 03:38:18
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