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Date/Time: Mon, 24 Feb 2025 09:13:12 +0000



Post From: No historical depth data affter switching from TT to CQG order routing

[2021-03-05 15:19:18]
Zosimus - Posts: 345
Software version: 2234 64-bit | 2021-03-05 10:17:09.146
Primary Thread ID: 10036 | 2021-03-05 10:17:09.146
Usage end date: 2021-03-19 | 2021-03-05 10:17:09.146
Enabled for: Advanced Features 2. | 2021-03-05 10:17:09.146
Enabled for: Sierra Chart Historical Data Service. | 2021-03-05 10:17:09.146
Enabled for: Denali Real-Time Exchange Data Feed. | 2021-03-05 10:17:09.146
Enabled for: Delayed Denali Exchange Data Feed. | 2021-03-05 10:17:09.146
Enabled for exchange2: CME (Trading Account Required) | 2021-03-05 10:17:09.146
Enabled for exchange2: CBOT (Trading Account Required) | 2021-03-05 10:17:09.146
Enabled for exchange2: COMEX (Trading Account Required) | 2021-03-05 10:17:09.146
Enabled for exchange2: NYMEX (Trading Account Required) | 2021-03-05 10:17:09.146
Allow Support for Sierra Chart Data Feeds is enabled. | 2021-03-05 10:17:09.146
Current selected Data/Trading service: CQG WebAPI | 2021-03-05 10:17:09.146
Custom symbol settings values: enabled | 2021-03-05 10:17:09.146
Chart Update Interval: 200 | 2021-03-05 10:17:09.146
Intraday Data Storage Time Unit: 0 | 2021-03-05 10:17:09.146
Time Zone: -05:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-03-05 10:17:09.146
2021-03-05 15:17:09 Local computer time in UTC | 2021-03-05 10:17:09.146
2021-03-05 10:17:09 Local computer time in SC Time Zone | 2021-03-05 10:17:09.146
2021-03-05 15:16:11 Server time in UTC | 2021-03-05 10:17:09.146
Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-03-05 10:17:09.146
Program path: D:\SierraChart_Main\ | 2021-03-05 10:17:09.146
Data Files path: D:\SierraChart_Main\Data\ | 2021-03-05 10:17:09.146
OS Version Number: 10.0 | 2021-03-05 10:17:09.146
Locale Setting: C | 2021-03-05 10:17:09.146
DLLs: AbsoluteDelta_64.dll, ACSILCustomChartBars_Example_64.dll, ATR_Projection.dll, Chucks_Auto_Retracemnt.dll, Chucks_Auto_Retracemnt_64.dll, Clock_64.dll, CPU_Exception_Test.dll, CsabYon_64.dll, CTSNAMETEST.dll, CumulativeDeltaHistogram_64.dll, Custom-Chart_NotBars_64.dll, CustomAbsorptionBars.dll, CustomAbsorptionBars_64.dll, Custom_Balance_Bars_64.dll, Custom_Chart_64.dll, Cyan_Collection.dll, Depth_Sum_64.dll, EAGLE_studies_64.dll, Efficiency_64.dll, Fill_Space_Between_2_Studies.dll, Frans_Project_64.dll | 2021-03-05 10:17:09.147
Allowed protected custom studies: AutoZonesSubscriber, EAGLE_studies, General_Dev, JP_Collection, L3_Analysis, Precision_Collection, Precision_Collection_S | 2021-03-05 10:17:09.147

Starting DelayedDownloadMonitoringTimer | 2021-03-05 10:17:21.902
Starting HDTimeoutTimer | 2021-03-05 10:17:21.902
Added historical Market depth datarequest for F.US.EPH21 to the queue. | 2021-03-05 10:17:21.902
Market depth data recording state for symbol F.US.EPH21 is set to download 'Pending'. | 2021-03-05 10:17:21.902
Triggering next historical data download in queue. | 2021-03-05 10:17:21.902
HD Request # 2 | Downloading market depth chart data for F.US.EPH21. Service: cme.marketdepth | 2021-03-05 10:17:21.902
HD Request # 2 | Download start date-time: 2021-03-01 16:30:00.000000. | 2021-03-05 10:17:21.904
HD Request # 2 | Using server: ds23.sierracharts.com port 10149 | 2021-03-05 10:17:21.904
Socket (3) | Creating socket. | 2021-03-05 10:17:21.904
Socket (3) | New receive buffer size: 5242880 | 2021-03-05 10:17:21.904
Socket (3) | Connecting to IP: 216.1.90.130. | 2021-03-05 10:17:21.904
HD Request # 2 | Setting DTC encoding to Binary VLS | 2021-03-05 10:17:22.358
HD Request # 2 | Sending historical data logon request message. | 2021-03-05 10:17:22.358
HD Request # 2 | Requesting market depth data. Start date-time: 2021-03-01 16:30:00. Symbol: ESH21 | 2021-03-05 10:17:23.215
HD Request # 2 | Decompressing data. | 2021-03-05 10:17:23.417
HD Request # 2 | Receiving market depth data for F.US.EPH21 starting at 2021-03-01 16:30:00.000000 | 2021-03-05 10:17:23.832
HD Request # 2 | Truncating file to starting date-time of 2021-03-01 16:30:00.000000 | 2021-03-05 10:17:23.832
HD Request # 2 | Timestamp of first market depth data file record written: 2021-03-01 16:30:00.000000 | 2021-03-05 10:17:24.907