Support Board
Date/Time: Wed, 26 Feb 2025 05:31:37 +0000
Post From: data feed not working
| [2021-03-26 18:30:38] |
| Seeptrade - Posts: 3 |
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I followed that guide, and all settings are accordingly as far as I can tell. I have a succesfull connection: CQG WebAPI | WebSocket connected. | 2021-03-26 12:22:17.311 CQG WebAPI | Sending market data logon message. | 2021-03-26 12:22:17.311 CQG WebAPI | Base Time: 2021-03-14T19:00:41. 2021-03-14 19:00:41 | 2021-03-26 12:22:17.844 CQG WebAPI | Logon successful. Session Token = T7iauXARVIkpxQfJOI4dOToqB91jerrUVE2k77zGoJ4rf86nUpnIEsGr1/yDyW7g9oq/290lpbx | 2021-03-26 12:22:17.844 CQG WebAPI | Connected to server complete. | 2021-03-26 12:22:17.844 The trouble starts when I open a chart and want data to come in, I get all kinds of error messages in the log which I do not understand. I will paste the complete message log below. ================ Reading Internal Order ID file. | 2021-03-26 14:28:42.804 Reading Trade Orders file. | 2021-03-26 14:28:42.891 Reading Trade Positions file. | 2021-03-26 14:28:42.892 Reading Trade Account Data files. | 2021-03-26 14:28:42.892 Subscribing to symbol for symbol alert: F.US.TYAM21 | 2021-03-26 14:28:42.892 UDPListener (1384). Port 22904 | Listening on UDP port 22904. | 2021-03-26 14:28:42.912 Software version: 2233 64-bit | 2021-03-26 14:28:42.912 Primary Thread ID: 15540 | 2021-03-26 14:28:42.912 Usage end date: 2021-04-26 | 2021-03-26 14:28:42.912 Enabled for: Advanced Features 2. | 2021-03-26 14:28:42.912 Enabled for: Sierra Chart Historical Data Service. | 2021-03-26 14:28:42.912 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-03-26 14:28:42.912 Enabled for: Delayed Denali Exchange Data Feed. | 2021-03-26 14:28:42.912 Enabled for exchange2: CME | 2021-03-26 14:28:42.912 Allow Support for Sierra Chart Data Feeds is disabled. | 2021-03-26 14:28:42.912 Current selected Data/Trading service: CQG WebAPI | 2021-03-26 14:28:42.912 Custom symbol settings values: enabled | 2021-03-26 14:28:42.912 Chart Update Interval: 500 | 2021-03-26 14:28:42.912 Intraday Data Storage Time Unit: 1 | 2021-03-26 14:28:42.912 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-03-26 14:28:42.912 2021-03-26 18:28:42 Local computer time in UTC | 2021-03-26 14:28:42.912 2021-03-26 14:28:42 Local computer time in SC Time Zone | 2021-03-26 14:28:42.912 2021-03-26 18:28:42 Server time in UTC | 2021-03-26 14:28:42.912 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-03-26 14:28:42.912 Program path: D:\SierraChart\ | 2021-03-26 14:28:42.912 Data Files path: D:\SierraChart\Data\ | 2021-03-26 14:28:42.912 OS Version Number: 10.0 | 2021-03-26 14:28:42.913 Locale Setting: C | 2021-03-26 14:28:42.913 DLLs: UserContributedStudies_64.dll | 2021-03-26 14:28:42.913 Allowed protected custom studies: | 2021-03-26 14:28:42.913 Checking for new symbol settings. Requested symbol settings MD5 for service code cqg. Request ID: 1. | 2021-03-26 14:28:42.931 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Shutdown started. Waiting for graceful close. | 2021-03-26 14:28:42.962 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Socket gracefully closed by remote side. | 2021-03-26 14:28:42.993 HTTPS connection ID:1 to login.sierrachart.com:443 for request ID:1 (1) | Closed. | 2021-03-26 14:28:42.993 Received 5 login tokens. | 2021-03-26 14:28:43.089 Symbol settings MD5 received. Request ID: 1. | 2021-03-26 14:28:43.228 Symbol settings are up-to-date for cqg. | 2021-03-26 14:28:43.228 CQG WebAPI | Connecting to server api.cqg.com | 2021-03-26 14:28:49.130 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2021-03-26 14:28:49.130 CQG WebSocket socket (1) | Creating socket. Using TLS 1.2. | 2021-03-26 14:28:49.130 CQG WebSocket socket (1) | New receive buffer size: 5242880 | 2021-03-26 14:28:49.130 CQG WebSocket socket (1) | Connecting to IP: 195.166.124.165. | 2021-03-26 14:28:49.130 CQG WebSocket | Opening WebSocket. | 2021-03-26 14:28:49.173 CQG WebSocket | Sending WebSocket handshake. | 2021-03-26 14:28:49.173 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2021-03-26 14:28:49.249 CQG WebSocket | Server header | Connection: upgrade | 2021-03-26 14:28:49.249 CQG WebSocket | Server header | Sec-WebSocket-Accept: kUZlyZDXFkvW0NT09uZdAexluMk= | 2021-03-26 14:28:49.249 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2021-03-26 14:28:49.249 CQG WebSocket | Server header | Upgrade: websocket | 2021-03-26 14:28:49.249 CQG WebSocket | Server header | | 2021-03-26 14:28:49.249 CQG WebSocket | Web socket state is now open. | 2021-03-26 14:28:49.249 CQG WebAPI | WebSocket connected. | 2021-03-26 14:28:49.249 CQG WebAPI | Sending market data logon message. | 2021-03-26 14:28:49.249 CQG WebAPI | Base Time: 2021-03-14T19:00:41. 2021-03-14 19:00:41 | 2021-03-26 14:28:49.826 CQG WebAPI | Logon successful. Session Token = 3rX1Llbbx7Sfz0p9BWMu+qVgIXOa2v3ITw6WaZoBLT4VtUFAlWuVy0FhtR6W1VpJWlU6pIZ5WfJ | 2021-03-26 14:28:49.826 CQG WebAPI | Connected to server complete. | 2021-03-26 14:28:49.826 Triggering next historical data download in queue. | 2021-03-26 14:28:49.826 Triggering next historical data download in queue. | 2021-03-26 14:28:49.826 Triggering next historical data download in queue. | 2021-03-26 14:28:49.826 Triggering next historical data download in queue. | 2021-03-26 14:28:49.826 Subscribing to symbol for symbol alert. F.US.TYAM21 | 2021-03-26 14:28:49.826 CQG WebAPI | Starting real-time market data updates for: F.US.TYAM21. ID: 1 Service code: cqg | 2021-03-26 14:28:49.826 CQG WebAPI | Sending symbol resolution request for F.US.TYAM21. ID: 82674 | 2021-03-26 14:28:49.826 CQG WebAPI | Requesting security definition data for: F.US.TYAM21. ID: 1 | 2021-03-26 14:28:49.826 Updated verified funded futures trading account ending date to: 2021-04-25 18:28:49 | 2021-03-26 14:28:49.828 CQG WebAPI | Sending Trade Accounts request message. | 2021-03-26 14:28:49.828 No download requests in the queue to start downloads for. | 2021-03-26 14:28:49.828 No download requests in the queue to start downloads for. | 2021-03-26 14:28:49.828 No download requests in the queue to start downloads for. | 2021-03-26 14:28:49.828 No download requests in the queue to start downloads for. | 2021-03-26 14:28:49.828 CQG WebAPI | Brokerage name: AMP. Account Name: 139074 | 2021-03-26 14:28:49.900 CQG WebAPI | Sending collateral subscribe request. | 2021-03-26 14:28:49.900 CQG WebAPI | Received symbol resolution report for symbol F.US.TYAM21. Search Symbol: F.US.TYAM21. Request ID: 82674. Contract ID: 1. | 2021-03-26 14:28:49.917 CQG WebAPI | Requesting market data for F.US.TYAM21 | 2021-03-26 14:28:49.917 CQG WebAPI | Market data subscription for F.US.TYAM21 was unsuccessful. Text: Real-time data for instrument F.US.TYA (corresponding to ID = 1) are not allowed. | 2021-03-26 14:28:49.990 Symbol Error - F.US.TYAM21 is unknown, unavailable, or improperly formatted. Real-time data for instrument F.US.TYA (corresponding to ID = 1) are not allowed. | 2021-03-26 14:28:49.990 CQG WebAPI | Sending positions subscribe request. RequestID: 82677 | 2021-03-26 14:28:54.816 CQG WebAPI | Sending orders subscribe request. RequestID=82678 | 2021-03-26 14:28:54.816 F.US.EPM21 1 Min #1 | Reloading chart. | 2021-03-26 14:29:33.668 F.US.EPM21 1 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: D:\SierraChart\Data\F.US.EPM21.scid | 2021-03-26 14:29:33.676 CQG WebAPI | Starting real-time market data updates for: F.US.EPM21. ID: 2 Service code: cqg | 2021-03-26 14:29:34.173 CQG WebAPI | Sending symbol resolution request for F.US.EPM21. ID: 82679 | 2021-03-26 14:29:34.173 CQG WebAPI | Requesting security definition data for: F.US.EPM21. ID: 2 | 2021-03-26 14:29:34.173 CQG WebAPI | Using primary service for historical data for F.US.EPM21 | 2021-03-26 14:29:34.173 Starting DelayedDownloadMonitoringTimer | 2021-03-26 14:29:34.173 Starting HDTimeoutTimer | 2021-03-26 14:29:34.173 Added historical Intraday data request for F.US.EPM21 to the queue. | 2021-03-26 14:29:34.173 Intraday data recording state for symbol F.US.EPM21 is set to download 'Pending'. | 2021-03-26 14:29:34.173 Triggering next historical data download in queue. | 2021-03-26 14:29:34.173 Delaying start of download for F.US.EPM21 | 2021-03-26 14:29:34.173 CQG WebAPI | Received symbol resolution report for symbol F.US.EPM21. Search Symbol: F.US.EPM21. Request ID: 82679. Contract ID: 2. | 2021-03-26 14:29:34.202 CQG WebAPI | Requesting market data for F.US.EPM21 | 2021-03-26 14:29:34.202 CQG WebAPI | Market data subscription for F.US.EPM21 was unsuccessful. Text: Real-time data for instrument F.US.EP (corresponding to ID = 2) are not allowed. | 2021-03-26 14:29:34.271 Symbol Error - F.US.EPM21 is unknown, unavailable, or improperly formatted. Real-time data for instrument F.US.EP (corresponding to ID = 2) are not allowed. | 2021-03-26 14:29:34.271 HD Request # 1 | Downloading Intraday chart data for F.US.EPM21 to the file F.US.EPM21.scid. Service: cqg | 2021-03-26 14:29:35.171 HD Request # 1 | Performing multistage download. Downloading Minute data first. | 2021-03-26 14:29:35.171 HD Request # 1 | Download start date-time: 2020-09-21 14:29:35.000000. File last date-time: 00:00:00.000000 | 2021-03-26 14:29:35.171 HD Request # 1 | Disabling Intraday chart updating for symbol. | 2021-03-26 14:29:35.171 HD Request # 1 | Requesting historical Minute data. | 2021-03-26 14:29:35.171 HD Request # 1 | Error downloading historical Intraday data for F.US.EPM21. End Of Day data is not allowed for given data type. | 2021-03-26 14:29:35.239 HD Request # 1 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for F.US.EPM21 | 2021-03-26 14:29:35.240 HD Request # 1 | Completion time: 0s | 2021-03-26 14:29:35.240 HD Request # 1 | Intraday data download complete for F.US.EPM21. Unique request ID: 1 | 2021-03-26 14:29:35.240 Added historical Intraday data request for F.US.EPM21 to the queue. | 2021-03-26 14:29:35.240 Triggering next historical data download in queue. | 2021-03-26 14:29:35.240 HD Request # 2 | Downloading Intraday chart data for F.US.EPM21 to the file F.US.EPM21.scid. Service: cqg | 2021-03-26 14:29:35.240 HD Request # 2 | Rounding start date-time down to the minute: 2020-09-21 14:29:00.000 | 2021-03-26 14:29:35.240 HD Request # 2 | Download start date-time: 2020-09-21 14:29:00.000000. File last date-time: 00:00:00.000000 | 2021-03-26 14:29:35.240 HD Request # 2 | Requesting historical Tick data. | 2021-03-26 14:29:35.240 HD Request # 2 | Error downloading historical Intraday data for F.US.EPM21. End Of Day data is not allowed for given data type. Result=103. Num Quotes=0 | 2021-03-26 14:29:35.310 HD Request # 2 | Received 0 records from 00:00:00.000000 to 00:00:00.000000 (0.0 seconds) and wrote 0 records for F.US.EPM21 | 2021-03-26 14:29:35.310 HD Request # 2 | Add time&sales data | Remembered last file record date-time: 00:00:00.000000 | 2021-03-26 14:29:35.311 HD Request # 2 | Completion time: 0s | 2021-03-26 14:29:35.311 HD Request # 2 | Intraday data download complete for F.US.EPM21. Unique request ID: 1 | 2021-03-26 14:29:35.311 Removing historical data download ID 1. | 2021-03-26 14:29:35.311 Real-time Intraday chart data file updates started for F.US.EPM21 | 2021-03-26 14:29:35.311 Opened cached Intraday file: D:\SierraChart\Data\F.US.EPM21.scid. Thread ID: 15540 | 2021-03-26 14:29:35.311 Intraday chart data file opened for F.US.EPM21 | 2021-03-26 14:29:35.311 HD Request # 2 | Enabling Intraday chart updating for symbol. | 2021-03-26 14:29:35.311 Triggering next historical data download in queue. | 2021-03-26 14:29:35.311 No download requests in the queue to start downloads for. | 2021-03-26 14:29:35.311 ================ |