Support Board
Date/Time: Sun, 02 Mar 2025 21:22:26 +0000
Post From: Market Depth Historical Data download problems
| [2021-08-31 22:08:17] |
| User465996 - Posts: 7 |
|
I have confirmed that Support Downloading Historical Market Depth Data is set to Yes and Max Historical Market Depth Days to Download set to 7 days. Here is the relevant log info. Thanks! Added historical Market depth data request for ESU21_FUT_CME to the queue. | 2021-08-31 16:48:18.609 Market depth data recording state for symbol ESU21_FUT_CME is set to download 'Pending'. | 2021-08-31 16:48:18.609 Triggering next historical data download in queue. | 2021-08-31 16:48:18.610 HD Request # 35 | Downloading Market depth data for ESU21_FUT_CME. Service: cme.marketdepth | 2021-08-31 16:48:18.610 HD Request # 35 | Download start date-time: 2021-08-27 07:35:00.000000. | 2021-08-31 16:48:18.611 HD Request # 35 | Using server: ds23.sierracharts.com port 10150 | 2021-08-31 16:48:18.611 Socket (3) | Creating socket. | 2021-08-31 16:48:18.611 Socket (3) | New receive buffer size: 5242880 | 2021-08-31 16:48:18.611 Socket (3) | Connecting to IP: 216.1.90.130. | 2021-08-31 16:48:18.611 HD Request # 35 | Setting DTC encoding to Binary VLS | 2021-08-31 16:48:18.951 HD Request # 35 | Sending historical data logon request message. | 2021-08-31 16:48:18.951 HD Request # 35 | Requesting market depth data. Start date-time: 2021-08-27 07:35:00. Symbol: ESU21 | 2021-08-31 16:48:19.608 HD Request # 35 | Decompressing data. | 2021-08-31 16:48:19.741 HD Request # 35 | Receiving market depth data for ESU21_FUT_CME starting at 2021-08-27 07:35:00.068000 | 2021-08-31 16:48:20.732 HD Request # 35 | Truncating file to starting date-time of 2021-08-27 07:35:00.068000 | 2021-08-31 16:48:20.741 HD Request # 35 | Timestamp of first market depth data file record written: 2021-08-27 07:35:00.068000 | 2021-08-31 16:48:25.277 Socket (3) | CloseSocket call. | 2021-08-31 16:57:49.716 Socket (3) | Shutdown started. Waiting for graceful close. | 2021-08-31 16:57:49.716 Historical data download thread signaled to stop. | 2021-08-31 16:57:49.723 HD Request # 35 | Received 16272163 Market depth data records from 2021-08-27 07:35:00.068000 to 2021-08-31 16:57:46.636000 (4.4 days) and wrote 16272163 records for ESU21_FUT_CME | 2021-08-31 16:57:49.723 HD Request # 35 | Completion time: 9m 31s | 2021-08-31 16:57:49.723 HD Request # 35 | Market depth data download complete for ESU21_FUT_CME. Unique request ID: 36 | 2021-08-31 16:57:49.723 Removing historical data download ID 36. | 2021-08-31 16:57:49.723 Real-time market depth file updates started for ESU21_FUT_CME | 2021-08-31 16:57:49.723 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESU21_FUT_CME.2021-08-31.depth | 2021-08-31 16:57:49.724 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 30 Sec #2 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 1 Min #7 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME[M] 5 Min #21 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 1024 Trades #17 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 5 Min #5 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME[M] 2500 Trades #18 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME[M] 2500 Trades #20 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [CBV][M] 5 Min #16 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [CBV][M] 30 Min #6 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [C][M] 1 Day #13 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [C][M] 10000 Volume #12 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [C][M] 40 Trades #14 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [CV][M] #4 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME/MESU21_FUT_CME [CBV][M] 1024 Trades #3 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [CBV][M] 512 Trades #9 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME[M] 1 Min #10 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [CBV][M] 750 Volume #15 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [CBV][M] 10000 Volume #22 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [C][M] 40 Trades #14 | Flagging to reload Intraday data on market depth download completion. | 2021-08-31 16:57:49.724 Triggering next historical data download in queue. | 2021-08-31 16:57:49.724 No download requests in the queue to start downloads for. | 2021-08-31 16:57:49.724 ESU21_FUT_CME [C][M] 10000 Volume #12 | Reloading chart. | 2021-08-31 16:57:49.725 ESU21_FUT_CME [CV][M] #4 | Reloading chart. | 2021-08-31 16:57:49.737 ESU21_FUT_CME [CBV][M] 750 Volume #15 | Reloading chart. | 2021-08-31 16:57:49.806 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 1024 Trades #17 | Reloading chart. | 2021-08-31 16:57:49.842 Socket (3) | Socket gracefully closed by remote side. | 2021-08-31 16:57:49.879 Socket (3) | Closed. | 2021-08-31 16:57:49.879 ESU21_FUT_CME [C][M] 40 Trades #14 | Reloading chart. | 2021-08-31 16:57:49.904 ESU21_FUT_CME[M] 2500 Trades #18 | Reloading chart. | 2021-08-31 16:57:49.918 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 1 Min #7 | Reloading chart. | 2021-08-31 16:57:49.933 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 30 Sec #2 | Reloading chart. | 2021-08-31 16:57:49.975 ESU21_FUT_CME/MESU21_FUT_CME [CBV][M] 1024 Trades #3 | Reloading chart. | 2021-08-31 16:57:50.060 ESU21_FUT_CME [CBV][M] 30 Min #6 | Reloading chart. | 2021-08-31 16:57:50.191 ESU21_FUT_CME [CBV][M] 5 Min #16 | Reloading chart. | 2021-08-31 16:57:50.376 ESU21_FUT_CME [CBV][M] 10000 Volume #22 | Reloading chart. | 2021-08-31 16:57:50.468 ESU21_FUT_CME [C][M] 1 Day #13 | Reloading chart. | 2021-08-31 16:57:50.683 ESU21_FUT_CME[M] 2500 Trades #20 | Reloading chart. | 2021-08-31 16:57:50.855 Opened cached Depth file: C:\SierraChart\Data\MarketDepthData\ESU21_FUT_CME.2021-08-31.depth | 2021-08-31 16:57:51.694 + Loading additional symbol data. | 2021-08-31 16:57:52.743 Chart #2 has tagged chart #12 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:52.864 Chart #2 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:52.864 Chart #2 has tagged chart #6 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:52.864 Chart #2 has tagged chart #9 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:52.864 Chart #18 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:52.970 Chart #18 has tagged chart #9 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:52.970 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 1 Min #7 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-08-31 16:57:52.984 Chart #7 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:53.175 Chart #7 has tagged chart #9 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:53.175 Loading market depth data. | 2021-08-31 16:57:53.498 Loaded depth data records for ESU21_FUT_CME 2021-08-24 from 2021-08-24 17:00:00.000000 to 2021-08-24 17:51:50.880329. | 2021-08-31 16:57:53.509 ESU21_FUT_CME [C][M] 10000 Volume #12 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-08-31 16:57:53.640 Chart #22 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:53.663 ESU21_FUT_CME [C][M] 40 Trades #14 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-08-31 16:57:53.671 ESU21_FUT_CME [CBV][M] 512 Trades #9 | Reloading chart. | 2021-08-31 16:57:54.357 ESU21_FUT_CME [C][M] 40 Trades #14 | Reloading chart. | 2021-08-31 16:57:54.441 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] 5 Min #5 | Reloading chart. | 2021-08-31 16:57:54.635 Chart #17 has tagged chart #11 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:54.760 Chart #17 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:54.760 Chart #17 has tagged chart #9 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:54.760 Chart #20 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:54.895 ESU21_FUT_CME[M] 1 Min #10 | Reloading chart. | 2021-08-31 16:57:55.032 ESU21_FUT_CME[M] 5 Min #21 | Reloading chart. | 2021-08-31 16:57:55.054 Loaded depth data records for ESU21_FUT_CME 2021-08-25 from 2021-08-24 19:48:18.548000 to 2021-08-25 18:59:59.759000. | 2021-08-31 16:57:55.184 + Loading additional symbol data. | 2021-08-31 16:57:56.934 Loading market depth data. | 2021-08-31 16:57:57.047 Loaded depth data records for ESU21_FUT_CME 2021-08-24 from 2021-08-24 17:00:00.000000 to 2021-08-24 17:51:50.880329. | 2021-08-31 16:57:57.058 Loading market depth data. | 2021-08-31 16:57:57.256 Loaded depth data records for ESU21_FUT_CME 2021-08-24 from 2021-08-24 17:00:00.000000 to 2021-08-24 17:51:50.880329. | 2021-08-31 16:57:57.265 ESU21_FUT_CME [C][M] 40 Trades #14 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-08-31 16:57:57.737 Loaded depth data records for ESU21_FUT_CME 2021-08-26 from 2021-08-25 19:00:00.003000 to 2021-08-26 17:51:10.101631. | 2021-08-31 16:57:58.470 Chart #16 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:58.944 Chart #16 has tagged chart #9 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:57:58.944 Loaded depth data records for ESU21_FUT_CME 2021-08-25 from 2021-08-24 19:48:18.548000 to 2021-08-25 18:59:59.759000. | 2021-08-31 16:57:59.119 Loaded depth data records for ESU21_FUT_CME 2021-08-25 from 2021-08-24 19:48:18.548000 to 2021-08-25 18:59:59.759000. | 2021-08-31 16:57:59.425 Loaded depth data records for ESU21_FUT_CME 2021-08-27 from 2021-08-26 19:40:25.293000 to 2021-08-27 16:00:00.064000. | 2021-08-31 16:58:00.645 Loaded depth data records for ESU21_FUT_CME 2021-08-28 from 2021-08-28 13:51:52.481618 to 2021-08-28 13:51:52.481618. | 2021-08-31 16:58:00.646 Loaded depth data records for ESU21_FUT_CME 2021-08-29 from 2021-08-29 17:00:00.000000 to 2021-08-29 18:59:59.912000. | 2021-08-31 16:58:00.697 Loaded depth data records for ESU21_FUT_CME 2021-08-26 from 2021-08-25 19:00:00.003000 to 2021-08-26 17:51:10.101631. | 2021-08-31 16:58:01.786 Loaded depth data records for ESU21_FUT_CME 2021-08-26 from 2021-08-25 19:00:00.003000 to 2021-08-26 17:51:10.101631. | 2021-08-31 16:58:02.175 Loaded depth data records for ESU21_FUT_CME 2021-08-30 from 2021-08-29 19:00:00.006000 to 2021-08-30 18:59:59.917000. | 2021-08-31 16:58:02.520 Loaded depth data records for ESU21_FUT_CME 2021-08-27 from 2021-08-26 19:40:25.293000 to 2021-08-27 16:00:00.064000. | 2021-08-31 16:58:03.922 Loaded depth data records for ESU21_FUT_CME 2021-08-28 from 2021-08-28 13:51:52.481618 to 2021-08-28 13:51:52.481618. | 2021-08-31 16:58:03.923 Loaded depth data records for ESU21_FUT_CME 2021-08-29 from 2021-08-29 17:00:00.000000 to 2021-08-29 18:59:59.912000. | 2021-08-31 16:58:03.973 Loaded depth data records for ESU21_FUT_CME 2021-08-27 from 2021-08-26 19:40:25.293000 to 2021-08-27 16:00:00.064000. | 2021-08-31 16:58:04.369 Loaded depth data records for ESU21_FUT_CME 2021-08-28 from 2021-08-28 13:51:52.481618 to 2021-08-28 13:51:52.481618. | 2021-08-31 16:58:04.370 Loaded depth data records for ESU21_FUT_CME 2021-08-29 from 2021-08-29 17:00:00.000000 to 2021-08-29 18:59:59.912000. | 2021-08-31 16:58:04.435 Loaded depth data records for ESU21_FUT_CME 2021-08-31 from 2021-08-30 19:00:00.002000 to 2021-08-31 15:59:59.703000. | 2021-08-31 16:58:05.576 ESU21_FUT_CME/MESU21_FUT_CME [CBV][M] 1024 Trades #3 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-08-31 16:58:05.605 Loaded depth data records for ESU21_FUT_CME 2021-08-30 from 2021-08-29 19:00:00.006000 to 2021-08-30 18:59:59.917000. | 2021-08-31 16:58:05.812 Loaded depth data records for ESU21_FUT_CME 2021-08-30 from 2021-08-29 19:00:00.006000 to 2021-08-30 18:59:59.917000. | 2021-08-31 16:58:06.187 Loaded depth data records for ESU21_FUT_CME 2021-08-31 from 2021-08-30 19:00:00.002000 to 2021-08-31 15:59:59.703000. | 2021-08-31 16:58:07.838 ESU21_FUT_CME [CBV][M] 512 Trades #9 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-08-31 16:58:07.840 Loaded depth data records for ESU21_FUT_CME 2021-08-31 from 2021-08-30 19:00:00.002000 to 2021-08-31 15:59:59.703000. | 2021-08-31 16:58:08.133 Chart #6 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:58:24.951 Chart #6 has tagged chart #4 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:58:24.951 ESU21_FUT_CME/ESU21_FUT_CME [CB][M] Daily #11 | Performing a full recalculation because it has been tagged. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:58:41.207 Chart #11 has tagged chart #3 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:58:41.207 Chart #11 has tagged chart #4 for full recalculation. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:58:41.207 ESU21_FUT_CME [CV][M] #4 | Performing a full recalculation because it has been tagged. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:58:41.338 ESU21_FUT_CME/MESU21_FUT_CME [CBV][M] 1024 Trades #3 | Performing a full recalculation because it has been tagged. Chartbook: BasicESChartBook.Cht | 2021-08-31 16:58:41.582 Opened cached Intraday file: C:\SierraChart\Data\NQU21_FUT_CME.scid. Thread ID: 19080 | 2021-08-31 17:00:01.973 Opened cached Intraday file: C:\SierraChart\Data\ESU21_FUT_CME.scid. Thread ID: 19080 | 2021-08-31 17:00:01.974 Opened cached Intraday file: C:\SierraChart\Data\MESU21_FUT_CME.scid. Thread ID: 19080 | 2021-08-31 17:00:01.974 Opened cached Intraday file: C:\SierraChart\Data\MNQU21_FUT_CME.scid. Thread ID: 19080 | 2021-08-31 17:00:01.974 Added historical Daily data request for ESU21_FUT_CME to the queue. | 2021-08-31 17:00:31.528 Triggering next historical data download in queue. | 2021-08-31 17:00:31.528 HD Request # 36 | Downloading Historical Daily chart data for ESU21_FUT_CME. Starting date: 2021-08-27. Service: sc_futures.dtc.trading | 2021-08-31 17:00:31.539 Added historical Daily data request for NQU21_FUT_CME to the queue. | 2021-08-31 17:00:31.666 Triggering next historical data download in queue. | 2021-08-31 17:00:31.666 HD Request # 36 | Requesting historical Daily data for ESU21 starting at 2021-08-26. SC External HD service. | 2021-08-31 17:00:31.963 HD Request # 36 | Receiving historical Daily data for ESU21_FUT_CME starting at 2021-08-27 | 2021-08-31 17:00:32.714 HD Request # 36 | Writing historical Daily data to the file ESU21_FUT_CME.dly | 2021-08-31 17:00:32.715 HD Request # 36 | Bytes received: 242 | 2021-08-31 17:00:32.719 HD Request # 36 | Received 4 Daily data records from 2021-08-27 00:00:00 to 2021-08-31 00:00:00 (5.0 days) and wrote 3 records for ESU21_FUT_CME | 2021-08-31 17:00:32.719 HD Request # 36 | Completion time: 1s | 2021-08-31 17:00:32.719 HD Request # 36 | Daily data download complete for ESU21_FUT_CME. Unique request ID: 37 | 2021-08-31 17:00:32.719 Removing historical data download ID 37. | 2021-08-31 17:00:32.719 |