Support Board
Date/Time: Thu, 27 Feb 2025 13:10:26 +0000
Post From: Denali CME data feed and Comex
| [2021-06-16 03:17:03] |
| User117347 - Posts: 46 |
|
Software version: 2268 64-bit | 2021-06-15 23:12:21.041 OpenGL enabled | 2021-06-15 23:12:21.041 Primary Thread ID: 892 | 2021-06-15 23:12:21.041 Usage end date: 2021-06-25 | 2021-06-15 23:12:21.041 Enabled for: Advanced Features 2. | 2021-06-15 23:12:21.041 Enabled for: Sierra Chart Historical Data Service. | 2021-06-15 23:12:21.041 Enabled for: Denali Real-Time Exchange Data Feed. | 2021-06-15 23:12:21.041 Enabled for: Delayed Denali Exchange Data Feed. | 2021-06-15 23:12:21.041 Enabled for exchange2: CME (Trading Account Required) | 2021-06-15 23:12:21.041 Enabled for exchange2: CBOT (Trading Account Required) | 2021-06-15 23:12:21.041 Enabled for exchange2: COMEX | 2021-06-15 23:12:21.041 Enabled for exchange2: NYMEX (Trading Account Required) | 2021-06-15 23:12:21.041 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-06-15 23:12:21.041 Current selected Data/Trading service: CQG WebAPI | 2021-06-15 23:12:21.041 Custom symbol settings values: enabled | 2021-06-15 23:12:21.041 Chart Update Interval: 500 | 2021-06-15 23:12:21.041 Intraday Data Storage Time Unit: 0 | 2021-06-15 23:12:21.041 Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-06-15 23:12:21.041 2021-06-16 03:12:21 Local computer time in UTC | 2021-06-15 23:12:21.041 2021-06-15 23:12:21 Local computer time in SC Time Zone | 2021-06-15 23:12:21.041 2021-06-15 12:12:04 Server time in UTC | 2021-06-15 23:12:21.041 Local computer UTC time and Server UTC time difference: 1 seconds. | 2021-06-15 23:12:21.041 Program path: C:\SierraChart\ | 2021-06-15 23:12:21.041 Data Files path: C:\SierraChart\Data\ | 2021-06-15 23:12:21.041 OS Version Number: 10.0 | 2021-06-15 23:12:21.041 Locale Setting: C | 2021-06-15 23:12:21.041 DLLs: sst_ateam_2151_64.dll, sst_ateam_64.dll, SST_ATEAM_RX_2151_64.dll, SST_ATEAM_RX_64.dll, UserContributedStudies.dll, UserContributedStudies_64.dll | 2021-06-15 23:12:21.042 Allowed protected custom studies: SST_ATEAM, SST_ATEAM_PS | 2021-06-15 23:12:21.042 Saved Chartbook: updated__gold_5-26-21.Cht. Time: 0.0331 seconds. | 2021-06-15 23:12:47.769 File >> Disconnect selected. | 2021-06-15 23:14:09.247 CQG WebAPI | Sending Web API Logoff message. | 2021-06-15 23:14:09.260 CQG WebSocket socket (3) | CloseSocket call. | 2021-06-15 23:14:09.260 CQG WebSocket socket (3) | Max send buffers used during socket life: 3 | 2021-06-15 23:14:09.260 CQG WebSocket socket (3) | Max send buffer size during socket life: 309 | 2021-06-15 23:14:09.260 CQG WebSocket | WebSocket closed. | 2021-06-15 23:14:09.260 CQG WebAPI | WebSocket closed. | 2021-06-15 23:14:09.260 CQG WebSocket socket (3) | Write in progress. Shutdown being delayed. PendingSize=0 | 2021-06-15 23:14:09.260 SC Data - All Services | Waiting for socket receive thread to end | 2021-06-15 23:14:09.261 DTC Client socket (4) | CloseSocket call. | 2021-06-15 23:14:09.262 DTC Client socket (4) | Shutdown started. Waiting for graceful close. | 2021-06-15 23:14:09.262 SC Data - All Services | Disconnected from the server. | 2021-06-15 23:14:09.262 CQG WebAPI | Disconnected. | 2021-06-15 23:14:09.262 DTC Client socket (4) | Socket gracefully closed by remote side. | 2021-06-15 23:14:09.311 DTC Client socket (4) | Closed. | 2021-06-15 23:14:09.312 CQG WebSocket socket (3) | Write has completed. Shutdown being performed. | 2021-06-15 23:14:09.331 CQG WebSocket socket (3) | Shutdown started. Waiting for graceful close. | 2021-06-15 23:14:09.331 CQG WebAPI | Connecting to server api.cqg.com | 2021-06-15 23:14:20.021 CQG WebSocket | Connecting to WebSocket server api.cqg.com:443 | 2021-06-15 23:14:20.021 CQG WebSocket socket (1) | Creating socket. Using TLS 1.2. | 2021-06-15 23:14:20.096 CQG WebSocket socket (1) | New receive buffer size: 5242880 | 2021-06-15 23:14:20.096 CQG WebSocket socket (1) | Connecting to IP: 208.48.16.35. | 2021-06-15 23:14:20.096 CQG WebSocket | Opening WebSocket. | 2021-06-15 23:14:20.230 CQG WebSocket | Sending WebSocket handshake. | 2021-06-15 23:14:20.230 CQG WebSocket | Server header | HTTP/1.1 101 Switching Protocols | 2021-06-15 23:14:20.484 CQG WebSocket | Server header | Connection: upgrade | 2021-06-15 23:14:20.484 CQG WebSocket | Server header | Sec-WebSocket-Accept: aHrcsaNw7Pzp0LJlvqQuUO7tPtg= | 2021-06-15 23:14:20.484 CQG WebSocket | Server header | Server: WebSocket++/0.7.0 | 2021-06-15 23:14:20.484 CQG WebSocket | Server header | Upgrade: websocket | 2021-06-15 23:14:20.484 CQG WebSocket | Server header | | 2021-06-15 23:14:20.484 CQG WebSocket | Web socket state is now open. | 2021-06-15 23:14:20.484 CQG WebAPI | WebSocket connected. | 2021-06-15 23:14:20.484 CQG WebAPI | Sending market data logon message. | 2021-06-15 23:14:20.484 CQG WebAPI | Base Time: 2021-06-13T02:34:45. 2021-06-13 02:34:45 | 2021-06-15 23:14:20.694 CQG WebAPI | Logon successful. Session Token = dDkgZDnNjUJ+2Hh0O+5D5YZK8q6zyvRvcLot5NyxoPcYTGYDjC/pGcI6Gx4w2Ued5TB/2gX9Lgi | 2021-06-15 23:14:20.694 CQG WebAPI | Connected to server complete. | 2021-06-15 23:14:20.694 Triggering next historical data download in queue. | 2021-06-15 23:14:20.695 Triggering next historical data download in queue. | 2021-06-15 23:14:20.695 Triggering next historical data download in queue. | 2021-06-15 23:14:20.695 Triggering next historical data download in queue. | 2021-06-15 23:14:20.695 Updated verified funded futures trading account ending date to: 2021-07-16 03:14:20 | 2021-06-15 23:14:20.695 CQG WebAPI | Sending Trade Accounts request message. | 2021-06-15 23:14:20.708 No download requests in the queue to start downloads for. | 2021-06-15 23:14:20.709 No download requests in the queue to start downloads for. | 2021-06-15 23:14:20.709 No download requests in the queue to start downloads for. | 2021-06-15 23:14:20.709 No download requests in the queue to start downloads for. | 2021-06-15 23:14:20.709 Mapping F.US.MGCQ21 to MGCQ21. Service code: comex | 2021-06-15 23:14:20.710 SC Data - All Services | Starting real-time market data updates for: F.US.MGCQ21 (MGCQ21). ID: 1 Service code: comex | 2021-06-15 23:14:20.711 SC Data - All Services | Connecting to the server ds21.sierracharts.com. Port 10048 | 2021-06-15 23:14:20.711 CQG WebAPI | Sending symbol resolution request for F.US.MGCQ21. ID: 266815 | 2021-06-15 23:14:20.711 SC Data - All Services | Requesting security definition data for: F.US.MGCQ21 (MGCQ21). ID: 1 | 2021-06-15 23:14:20.711 Requesting market depth updates for: F.US.MGCQ21 if supported. | 2021-06-15 23:14:20.711 Separate subscription for market depth updates not supported. F.US.MGCQ21 | 2021-06-15 23:14:20.711 Mapping F.US.GCEQ21 to GCQ21. Service code: comex | 2021-06-15 23:14:20.711 SC Data - All Services | Starting real-time market data updates for: F.US.GCEQ21 (GCQ21). ID: 2 Service code: comex | 2021-06-15 23:14:20.711 CQG WebAPI | Sending symbol resolution request for F.US.GCEQ21. ID: 266816 | 2021-06-15 23:14:20.711 SC Data - All Services | Requesting security definition data for: F.US.GCEQ21 (GCQ21). ID: 2 | 2021-06-15 23:14:20.711 Added historical Intraday data request for F.US.GCEQ21 to the queue. | 2021-06-15 23:14:20.711 Intraday data recording state for symbol F.US.GCEQ21 is set to download 'Pending'. | 2021-06-15 23:14:20.711 DTC Client socket (2) | Creating socket. | 2021-06-15 23:14:20.711 Triggering next historical data download in queue. | 2021-06-15 23:14:20.711 DTC Client socket (2) | New receive buffer size: 5242880 | 2021-06-15 23:14:20.711 DTC Client socket (2) | Connecting to IP: 216.1.90.129. | 2021-06-15 23:14:20.711 Delaying start of download for F.US.GCEQ21 | 2021-06-15 23:14:20.719 SC Data - All Services | Network connection to server complete. | 2021-06-15 23:14:20.790 SC Data - All Services | Starting socket receive thread. | 2021-06-15 23:14:20.790 SC Data - All Services | Sending encoding request to server: Binary VLS. Compression: high | 2021-06-15 23:14:20.790 CQG WebAPI | Received symbol resolution report for symbol F.US.MGCQ21. Search Symbol: F.US.MGCQ21. Request ID: 266815. Contract ID: 1. | 2021-06-15 23:14:20.791 CQG WebAPI | Brokerage name: AMP. Account Name: 93956 | 2021-06-15 23:14:20.791 CQG WebAPI | Sending collateral subscribe request. | 2021-06-15 23:14:20.791 CQG WebAPI | Received symbol resolution report for symbol F.US.GCEQ21. Search Symbol: F.US.GCEQ21. Request ID: 266816. Contract ID: 2. | 2021-06-15 23:14:20.791 SC Data - All Services | Setting DTC encoding to Binary VLS | 2021-06-15 23:14:20.911 SC Data - All Services | Sending logon request message. | 2021-06-15 23:14:20.911 SC Data - All Services | Received logon response. | 2021-06-15 23:14:21.713 SC Data - All Services | Server Name: SC Realtime Server. | 2021-06-15 23:14:21.713 SC Data - All Services | Server protocol version: 8. Client protocol version: 8 | 2021-06-15 23:14:21.713 SC Data - All Services | Successfully connected. | 2021-06-15 23:14:21.713 SC Data - All Services | Trading is not supported. | 2021-06-15 23:14:21.713 SC Data - All Services | Restarting real-time data updates for symbol: F.US.GCEQ21 -> GCQ21 | 2021-06-15 23:14:21.713 Added historical Market depth datarequest for F.US.MGCQ21 to the queue. | 2021-06-15 23:14:21.713 Market depth data recording state for symbol F.US.MGCQ21 is set to download 'Pending'. | 2021-06-15 23:14:21.713 Triggering next historical data download in queue. | 2021-06-15 23:14:21.713 SC Data - All Services | Restarting real-time data updates for symbol: F.US.MGCQ21 -> MGCQ21. Market Depth data restarted. | 2021-06-15 23:14:21.713 HD Request # 27 | Downloading market depth chart data for F.US.MGCQ21. Service: comex.marketdepth | 2021-06-15 23:14:21.713 HD Request # 27 | Download start date-time: 2021-06-15 23:14:09.260854. | 2021-06-15 23:14:21.718 HD Request # 27 | Using server: ds21.sierracharts.com port 10149 | 2021-06-15 23:14:21.718 Socket (4) | Creating socket. | 2021-06-15 23:14:21.718 Socket (4) | New receive buffer size: 5242880 | 2021-06-15 23:14:21.718 Socket (4) | Connecting to IP: 216.1.90.129. | 2021-06-15 23:14:21.718 HD Request # 27 | Setting DTC encoding to Binary VLS | 2021-06-15 23:14:21.840 HD Request # 27 | Sending historical data logon request message. | 2021-06-15 23:14:21.840 SC Data - All Services | Clearing market depth for F.US.MGCQ21 | 2021-06-15 23:14:21.952 SC Data - All Services | Received security definition for symbol F.US.GCEQ21 | 2021-06-15 23:14:21.952 SC Data - All Services | Received security definition for symbol F.US.MGCQ21 | 2021-06-15 23:14:21.952 HD Request # 27 | Requesting market depth data. Start date-time: 2021-06-15 23:14:09. Symbol: MGCQ21 | 2021-06-15 23:14:22.352 HD Request # 27 | Decompressing data. | 2021-06-15 23:14:22.407 HD Request # 27 | Receiving market depth data for F.US.MGCQ21 starting at 2021-06-15 23:14:09.288000 | 2021-06-15 23:14:22.408 Socket (4) | CloseSocket call. | 2021-06-15 23:14:22.409 Socket (4) | Shutdown started. Waiting for graceful close. | 2021-06-15 23:14:22.409 Historical data download thread signaled to stop. | 2021-06-15 23:14:22.409 HD Request # 27 | Timestamp of first market depth data file record written: 2021-06-15 23:14:09.288000 | 2021-06-15 23:14:22.410 HD Request # 27 | Received 2 records from 2021-06-15 23:14:09.288000 to 2021-06-15 23:14:09.288000 (0.0 seconds) and wrote 2 records for F.US.MGCQ21 | 2021-06-15 23:14:22.410 HD Request # 27 | Completion time: 1s | 2021-06-15 23:14:22.410 HD Request # 27 | Market depth data download complete for F.US.MGCQ21. Unique request ID: 27 | 2021-06-15 23:14:22.410 Removing historical data download ID 27. | 2021-06-15 23:14:22.410 Real-time market depth file updates started for F.US.MGCQ21 | 2021-06-15 23:14:22.410 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.MGCQ21.2021-06-16.depth | 2021-06-15 23:14:22.415 Triggering next historical data download in queue. | 2021-06-15 23:14:22.415 No download requests in the queue to start downloads for. | 2021-06-15 23:14:22.415 Socket (4) | Socket gracefully closed by remote side. | 2021-06-15 23:14:22.470 Socket (4) | Closed. | 2021-06-15 23:14:22.470 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\F.US.MGCQ21.2021-06-16.depth | 2021-06-15 23:14:22.562 CQG WebAPI | Sending positions subscribe request. RequestID: 266818 | 2021-06-15 23:14:25.772 CQG WebAPI | Sending orders subscribe request. RequestID: 266819 | 2021-06-15 23:14:25.772 HD Request # 28 | Downloading Intraday chart data for F.US.GCEQ21 to the file F.US.GCEQ21.scid. Service: comex | 2021-06-15 23:14:26.649 HD Request # 28 | Download start date-time: 2021-06-15 23:14:00.000000. File last date-time: 2021-06-15 23:14:00.502004 | 2021-06-15 23:14:26.649 HD Request # 28 | Using server: ds23.sierracharts.com port 10150 | 2021-06-15 23:14:26.650 Socket (4) | Creating socket. | 2021-06-15 23:14:26.650 Socket (4) | New receive buffer size: 5242880 | 2021-06-15 23:14:26.650 Socket (4) | Connecting to IP: 216.1.90.130. | 2021-06-15 23:14:26.650 HD Request # 28 | Setting DTC encoding to Binary VLS | 2021-06-15 23:14:26.780 HD Request # 28 | Sending historical data logon request message. | 2021-06-15 23:14:26.780 HD Request # 28 | Requesting Intraday data. Start date-time: 2021-06-15 23:14:00. Record interval: 0. Symbol: GCQ21 | 2021-06-15 23:14:27.299 HD Request # 28 | Decompressing data. | 2021-06-15 23:14:27.364 HD Request # 28 | Receiving Intraday data for F.US.GCEQ21 starting at 2021-06-15 23:14:00.502000 | 2021-06-15 23:14:27.364 Socket (4) | CloseSocket call. | 2021-06-15 23:14:27.365 Socket (4) | Shutdown started. Waiting for graceful close. | 2021-06-15 23:14:27.365 Historical data download thread signaled to stop. | 2021-06-15 23:14:27.397 HD Request # 28 | Timestamp of first Intraday data file record written: 2021-06-15 23:14:21.478000 | 2021-06-15 23:14:27.397 HD Request # 28 | Received 7 records from 2021-06-15 23:14:00.502000 to 2021-06-15 23:14:21.479000 (21.0 seconds) and wrote 2 records for F.US.GCEQ21 | 2021-06-15 23:14:27.397 HD Request # 28 | Add time&sales data | Remembered last file record date-time: 2021-06-16 03:14:21.479000 | 2021-06-15 23:14:27.403 Added 1 Time and Sales records to Intraday data file for F.US.GCEQ21 after download. | 2021-06-15 23:14:27.403 HD Request # 28 | Completion time: 1s | 2021-06-15 23:14:27.403 HD Request # 28 | Intraday data download complete for F.US.GCEQ21. Unique request ID: 26 | 2021-06-15 23:14:27.403 Removing historical data download ID 26. | 2021-06-15 23:14:27.403 Real-time Intraday chart data file updates started for F.US.GCEQ21 | 2021-06-15 23:14:27.403 Intraday chart data file opened for F.US.GCEQ21 | 2021-06-15 23:14:27.403 HD Request # 28 | Enabling Intraday chart updating for symbol. | 2021-06-15 23:14:27.403 Triggering next historical data download in queue. | 2021-06-15 23:14:27.403 No download requests in the queue to start downloads for. | 2021-06-15 23:14:27.403 Socket (4) | Socket gracefully closed by remote side. | 2021-06-15 23:14:27.427 Socket (4) | Closed. | 2021-06-15 23:14:27.427 Opened cached Intraday file: C:\SierraChart\Data\F.US.GCEQ21.scid. Thread ID: 584 | 2021-06-15 23:14:43.607 |